市场竞争度、非利息收入对银行风险的影响  

Study of the Impact of Market Competition Degree and Non-Interest Income on Bank Risk

作　　者：赵胜民[1] 申创[1] 

机构地区：[1]南开大学金融学院,天津300350

出　　处：《中南财经政法大学学报》2016年第5期54-65,126,共13页Journal of Zhongnan University of Economics and Law

摘　　要：本文通过引入Boone指数来衡量我国银行业竞争程度,并利用我国2005~2015年101家商业银行的非平衡面板数据,研究了市场竞争度、非利息收入以及二者交互项对于银行风险的影响。研究发现,市场竞争度与银行风险显著正相关,总体非利息收入对于银行风险影响并不显著,但分类非利息收入对于不同类型银行的风险状况产生了不同影响。手续费及佣金收入的增加同时降低了大型银行和中小型银行的风险,且对中小型银行的影响更为显著;同时,随着竞争度的提升,手续费和佣金收入增加所带来的降低风险的作用越来越弱,在超过竞争度临界值时甚至会提升银行风险。其他非利息收入的增加则显著提高了大型银行的风险,但对中小型银行的影响并不显著;市场竞争度越高,其他非利息收入的增加所导致的提升大型银行风险的作用将会越强。This paper introduces Boone index to measure the competition of China's banking industry.Based on the unbalanced panel data of 101 commercial banks from 2005 to 2015in our country,we firstly analysis the impact of market competition degree,non-interest income and the interaction between the two variables on bank risk.The study finds that the market competition has apositive impact on bank risk,but the impact of non-interest income is not significant.However,classified non-interest income has different effects on different types of banks.The increase in net fees and commissions income simultaneously reduces the risk of large banks and medium and small banks,and the impact on medium and small banks is more significant.At the same time,with the increase of competition,the effect of reducing the risk caused by the increase of fee and commission income is more and more weak,and even increases the risk of banks when exceeding the critical value of competition.The increase in other non-interest income significantly increased the risk of large banks,but the impact is not significant for medium and small banks.The higher the degree of competition in the market is,the greater the effect of other non-interest income to increase the risk of large banks.

关 键 词：市场竞争度 非利息收入 手续费及佣金收入 其他非利息收入 银行风险 

分 类 号：F832[经济管理—金融学]