商业银行的风险:规模和非利息收入——以美国为例  

Risk,Assets Size and Non-interest Income of Commercial Banks in the U.S.A.

作　　者：黄隽[1] 章艳红[1] 

机构地区：[1]中国人民大学经济学院,北京100872

出　　处：《金融研究》2010年第6期75-90,共16页Journal of Financial Research

基　　金：国家社科基金项目"防范金融风险的中国银行业市场结构设计"(08BJY148);中国人民大学明德青年学者培育项目"银行业稳定:宏观环境和微观安排"(10XNJ014)的支持

摘　　要：本文以美国商业银行2000～2008年的面板数据为研究对象,考察银行规模和非利息收入的变化对商业银行风险的影响。结果表明:银行的风险随资产规模的增加而加大;非利息收入在拓展银行利润来源渠道的同时,也给银行带来了更大的风险;银行资产超过100亿美元之后,非利息收入带来的风险大幅增加。这些研究结论对于中国商业银行微观结构的下一步变革具有重要的借鉴意义。Commercial banks in the U. S. have undergone a profound change in assets size rising accompanied by an increasingly large proportion of non-interest income since 1980s. The trend towards economic financialization is obvious during the last decade. Based on a panel data of commercial banks in U.S. for the period of 2000-2008, this paper studies the impact of bank＇s size and non-interest income on bank＇s risk. The results show that the bank＇s risk increases with the expanding of assets size ; marginal increases in non-interest income are associated with greater risks ; when assets exceed 100 billion dollars, the risk of non-interest income substantially rising simultaneously. These results have an important significance for the Chinese commercial banks to reform microstructure

关 键 词：美国商业银行 风险 资产规模 非利息收入 

分 类 号：F837.12[经济管理—金融学]