商业银行跨业经营与风险传导研究  

Research on Commercial Bank’s Cross-Industry Operation and Risk Transmission

作　　者：宋婷婷[1,2] 杜春雷 

机构地区：[1]四川大学工商管理学院 [2]中国银行业监督管理委员会重庆监管局 [3]重庆银行小企业信贷中心

出　　处：《金融论坛》2011年第8期70-74,共5页Finance Forum

基　　金：国家社会科学基金重点项目(08AJY045)<通过促进企业平稳较快发展保持经济稳定;金融稳定和资本市场稳定的对策研究>的阶段性成果

摘　　要：本文基于面板数据分析,对国内政策层面启动综合经营试点以来有关银行的绩效波动建立回归模型,综合考察了不同性质跨业综合经营对银行总体风险的传导作用。实证结果显示:不同的跨业形式对于风险的影响在方向上可能完全相反,因此对于综合经营是增大还是减小银行风险的研究,应当是一种基于跨业差异性的分类讨论;尽管跨业综合经营可以提高国内商业银行经营收入的多元化,但以投资性资产上升带来的经营收入的非利息化也加大了银行的风险;目前国内商业银行表内、表外业务的相对比例变化对银行风险的影响尚不显著。On the basis of panel data analysis, the paper establishes a regression model about bank＇s performance volatility since the pilot of integrated operation started, and studies the functions of different cross-industry integrated operation to transmit risks to banks. The empirical results show that different forms of cross-industry operation may impact risks in the completely opposite direction, so whether integrated operation would increase or decrease bank＇s risks should be discussed separately on the basis of cross-industry difference. Although cross-industry operation can diversify bank＇ s operating income, the non-interest trend of operating income resulting from the increase of investment assets also raises bank＇s risks. At present, the change of proportion of on- to off- balance sheet business fails to show significant influence on bank＇ s risks.

关 键 词：商业银行 跨业经营 经营绩效 风险传导 

分 类 号：F832.2[经济管理—金融学]