商业银行收入多元化对经营绩效和风险的影响——基于16家上市银行2005-2015年数据的实证研究

The Influence of Income Diversification on the Performance and Risk of Commercial Banks——An Empirical Study Based on the Data of 16 Listed Banks in 2005-2015

通过整理我国商业银行收入结构对绩效与经营风险影响的相关研究,搭建了计量分析的研究框架,利用随机效应模型对银行的绩效和经营风险进行回归,对我国16家上市商业银行2005-2015年的数据进行实证分析,得出商业银行多元化经营能显著提高经营绩效,商业银行发展非利息收入能显著降低经营风险。在此基础上提出:在宏观层面监管层应在逐渐放宽分业经营体制限制的同时加强银行表外业务的监管;在微观层面银行应主动提高资产多样性,发展非利息收入,为客户提供更全面的金融服务。

This paper reviews the research of the effect of income structure of commercial banks in China on the performance and risk, builds a research framework of quantitative analysis on bank performance and risk regression using random effect model, and makes an empirical analysis of 16 listed commercial banks in 2005 -2015. The conclusion shows that the commercial bank diversification can significantly improve the performance of the bank, and the development of commercial bank＇s non interest income can significantly reduce the risk of commercial banks＂ operation. Based on this, we proposed that regulators should strengthen bank balance sheet business regulatory policies while relaxing the limit of separate management system at the macro level, and banks should take the initiative to improve asset diversity, develop non-interest income and provide more comprehensive financial services to clients at the micro level.