交叉补贴视角的非利息业务与传统业务定价  

Noninterest Business and the Traditional Business Pricing Based on the Cross Subsidization Strategy

作　　者：程茂勇[1,2] 赵红[1,2] 

机构地区：[1]西安交通大学管理学院,陕西西安710049 [2]过程控制与效率工程教育部重点实验室,陕西西安710049

出　　处：《系统工程》2012年第4期1-9,共9页Systems Engineering

基　　金：国家自然科学基金资助项目(71103139);教育部人文社会科学研究项目(10YJC790392)

摘　　要：运用我国86家商业银行1999～2009年的数据,通过多元回归模型分别从静态和动态两方面探讨商业银行非利息业务对传统业务定价的影响。研究发现:首先,我国商业银行的传统业务定价不仅受本期非利息收入的影响,而且受上一期非利息收入的影响;其次,佣金手续费收入与传统业务定价显著负相关,而投资收益与传统业务定价的关系并不显著;最后,非利息收入对贷款违约风险和传统业务定价的关系具有显著调节作用。研究非利息业务和传统业务定价的关系不仅有助于我国商业银行进一步正确审视非利息业务,而且为我国商业银行的交叉补贴策略提供对策建议。Based on the relevant data of China’s 86 commercial banks over the period from 1999 to 2009,this paper investigates the impact of noninterest business on the traditional business pricing of commercial banks from the static and dynamic perspectives by using the regression analysis.Three main results emerge.First,both the present noninterest income and the lagged noninterest income impact the traditional business pricing significantly.Second,the higher commission and fee income is associated with the lower traditional business pricing,while the relationship between investment income and the traditional business pricing is not significant.Finally,we find that the higher noninterest income,the weaker the link between the default risk and the traditional business pricing.The research on the relationship of the noninterest business and the traditional business pricing not only helps commercial banks correctly review the noninterest business,but also provides some suggestions for cross subsidization.

关 键 词：商业银行 非利息收入 实际利差 贷款定价 

分 类 号：F832[经济管理—金融学]