银行市场竞争力、非利息收入与风险承担  

The Market Competitiveness,Non-Interest Income and Risk-Taking of Banks

作　　者：张庆君[1] 何德旭[1] 

机构地区：[1]中国社会科学院数量经济与技术经济研究所

出　　处：《金融论坛》2013年第6期16-22,共7页Finance Forum

基　　金：国家社科基金重点项目"系统性金融风险与宏观审慎监管研究"(12AJY012)

摘　　要：本文利用2000～2011年中国商业银行数据,采用门限面板模型,就商业银行市场竞争力、非利息收入对商业银行风险承担的影响进行实证研究。研究结果表明,在中国商业银行市场竞争不断加剧的条件下,商业银行市场竞争力与非利息收入和银行风险承担表现出显著的相关性和门限特征:非利息收入的波动性对商业银行风险承担产生了一定影响,但是由于中国商业银行的非利息收入占比较低,其对商业银行风险承担的影响较小;市场竞争力与商业银行风险承担负相关,竞争力越强的商业银行,其发生风险的概率就越小。Based on the data of the Chinese commercial banks during 2000-2011 and the threshold panel model, this paper empirically analyses the influence of the market competitiveness, non-interest income of commercial banks on risk-taking. The results show that, under the conditions of market competition being intensified, the market competitiveness and non-interest in- come of commercial banks indicate threshold characteristics and significant relations to risk-taking. The fluctuation of the non- interest income impacts the risk-taking of commercial banks to a certain extent, but its influence is slight because the non-in- terest income ratio of the Chinese commercial banks is low. The market competitiveness is negatively related to the market com- petitiveness, and the stronger the competitiveness of commercial banks is, the less the probability of the risk.

关 键 词：商业银行 市场竞争力 非利息收入 风险承担 

分 类 号：F832.33[经济管理—金融学] F224