金融业务多样化对银行净利息收益的影响研究——基于欧美500多家商业银行的实证检验  

The Effects of Bank Diversifi cation on Net Interest Margins:an Empirical Study Based on Over 500 Commercial Banks in Europe and North America

作　　者：靳一[1] 朱文博 

机构地区：[1]南开大学金融发展研究院 [2]宁夏银监局

出　　处：《金融监管研究》2017年第1期16-33,共18页Financial Regulation Research

基　　金：中国博士后科学基金资助;项目编号:2013M541167

摘　　要：本文利用欧美国家514家商业银行的面板数据,检验利率风险和金融业务多样化对净利息收益的影响。检验结果显示,利率风险和净利息收益有显著正相关关系,金融业务多样化对净利息收益影响和金融体系有关。以"市场导向型"为基础的金融体系,例如,美国、英国、瑞士和加拿大等国的银行,大量涉足非传统业务会挤掉传统净利息收入;而以"银行导向型"为基础的金融体系,例如,法国和德国的银行,非传统业务并没有对净利息收益产生显著影响。这对于我国实现利率市场化后如何通过改变金融业务结构影响银行收益,具有一定的指导意义。This paper examines the effects of interest rate risk and bank diversification on net interest margins using data on 514 commercial banks from western countries. The results show that there is a positive relationship between interest rate risk and net interest margins, while the effect of bank diversification depends on the structure of financial markets. The US and the UK, for example, are market oriented financial markets so the effect is negative on net interest margins; however, there is insignificant effect in bank oriented financial markets, such as France and Germany.

关 键 词：净利息收益 非传统银行业务 利率风险 金融危机 

分 类 号：F832.33[经济管理—金融学]