我国上市银行非利息收入与净利息收入波动性与相关性分析  

An Analysis of the Relationship between the Income Fluctuation of Non-Interests and Net Interests of the Listed Commercial Banks of Our Country

作　　者：谢罗奇[1] 龚霁虹[1] 丁晨[1] 何叔飞[1] 

机构地区：[1]湘潭大学商学院,湖南湘潭411105

出　　处：《河北科技大学学报（社会科学版）》2009年第4期16-20,共5页Journal of Hebei University of Science and Technology:Social Sciences

摘　　要：近年来,由于受到"利率市场化"和"金融脱媒"趋势的影响,我国商业银行传统的资产负债业务受到现实的制约,非利息业务不断上升,对商业银行的经营收入结构产生了重大影响。通过采用国内11家上市银行1997年至2008年之间的混合数据,实证分析非利息收入与净利息收入之间的波动性与相关性关系,结果显示:现阶段我国上市银行非利息收入波动性明显高于净利息收入,而且非利息收入与净利息收入间具有顺周期性和轻微的滞后性。In recent years,because of ＂market-oriented of interest rate＂ and ＂financial disintermediation＂ trend,China s commercial banks have experienced a decline in their traditional business of financing loans and the increase of non-interest income business,which has a great impact on the commercial bank operating income structure.Through the use of the mixed data of 11 listed commercial banks between the years 1997 and 2008,the fluctuation and correlation of non-interest income and net interest income have been analyzed. The empirical analysis suggests that at the present stage,China＇s listed commercial bank fluctuation of non-inierest income is significantly higher than net interest income,and the correlation of non-interest income and net interest income is pro-cyclical and has a slight lag.

关 键 词：上市银行 非利息收入 净利息收入 波动性 相关性 

分 类 号：F830[经济管理—金融学]