收入结构和融资模式对商业银行盈利和风险的影响  

The Impact of Banks' Activity and Funding Strategies on Risk and Returns

作　　者：陆静[1] 阿拉腾苏道[1] 尹宇明[2] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400030 [2]电子科技大学经济与管理学院,四川成都610054

出　　处：《中国软科学》2013年第9期23-36,共14页China Soft Science

基　　金：国家自然科学基金(71373296;71232004;71272085);国家社会科学基金(09BJL024);教育部人文社会科学基金(12YJA630135)资助项目

摘　　要：以1997-2010年144家中国商业银行为样本,研究了非利息收入份额和非存款融资份额对银行盈利能力及抗风险能力的影响。首先采用非平衡面板数据发现银行规模、权益资本比、资产增长率对非利息收入和非存款融资有显著作用。其次,采用广义矩估计法考察了非利息收入和非存款融资对银行盈利和风险的影响。研究表明,非利息收入和非存款融资对中国银行业的盈利能力有显著正相关,还能有效地分散风险;GDP增长率、通货膨胀率和存贷款基准利差等外部宏观环境也显著影响着银行的盈利和风险水平。中国银行业应在发展利息收入的同时,进一步开拓非利息收入业务和非存款融资渠道,提高经营水平构建多渠道盈利的模式。This paper examines the implications of bank activity and short-term funding strategies for bank risk and return using a sample of 144 banks in China from 1997 to 2010. First, this paper uses unbalance panel data with fixed effects to analyze what explains banks＇noninterest income and nondeposit funding. The result shows that the noninterest income and nondeposit funding of these banks is not only determined by asset scale, but also concerned with the ratio of equity to assets and growth rate of real bank assets. Besides, we use panel data GMM method to analyze empirically how noninterest income and nondeposit funding affect the profitability and risk of sample banks. We find that both of them increase the return on assets, and also could offer some risk diversification. Moreover, real GDP growth, inflation and standard interest margins have also been found to affect commercial banks profitability and risk. While getting much more interest income, the Chinese banking should further explore the non-interest income and nondeposit funding business, improve operational level and build profits of multi-channel mode.

关 键 词：商业银行盈利 商业银行风险 非利息收入份额 非存款融资份额 

分 类 号：F832.33[经济管理—金融学]