银行收入结构变动对银行风险影响的非对称性研究

An Asymmetric Study on the Impact of Bank Income Structure Change on Bank Risk

在利率市场化进程不断推进的背景下,我国商业银行以存贷差收入为主的传统盈利模式受到了极大挑战。各银行通过发展非利息收入调整收入结构,实现多元化经营。文章运用面板数据模型对我国16家上市商业银行2007—2015年的财务数据进行实证分析,研究结果表明,银行改变收入结构增加非利息收入能够显著提高银行的盈利能力,但对国有大型上市商业银行与全国性股份上市商业银行信用风险的影响相反。因此,在利率市场化条件下,商业银行开展非利息收入应充分考虑自身情况,增强风险意识。

Under the background of the continuous progress of interest rate liberalization,the traditional profit model of China＇s commercial banks that focused on the deposit and loan income has been greatly challenged. Banks started to develop non-interest income and adjust their income structure to diversify their operations. In this paper,the panel data model is used to analyze the financial data of 16 listed commercial banks in China from 2007 to 2015. The results show that the bank＇s income structure can increase the non-interest income and improve the bank＇s profitability significantly. However,the impact on the credit risk of state-owned listed commercial banks and the joint-stock listed commercial banks is opposite. Therefore,under the condition of interest rate liberalization,commercial banks should consider their own situations and enhance their risk awareness in developing non-interest income.