摘要
基于28家上市城商行2014-2020年的面板数据,本文构建动态面板数据模型,采用两阶段系统广义矩估计法,实证研究微观银行特征和宏观经济对城商行非息收入的影响。结果表明:非息收入占比具有较强持续性特征;在微观影响因素中,非息收入与其净息差、成本收入比呈现显著负相关,与其资本金比例、贷款资产比、存款资产比呈现显著正相关;在宏观影响因素中,城商行非息收入与经济增长率、广义货币增长率呈显著正相关。基于此,提出政策性建议,以期促进城商行"十四五"时期大力发展非息业务、寻求新利润增长点,进一步推动其回归本源、服务实体,助推我国经济向高质量发展阶段迈进。
Based on the panel data of 28 listed commercial banks from 2014 to 2020,this paper constructs a dynamic panel data model and uses a two-stage system Generalized method of moments to empirically study the impact of micro-banking characteristics and macro-economy on non-interest income of commercial banks.The results show that the ratio of non-interest income has a strong persistent character,and non-interest income is negatively correlated with net interest margin and cost-income ratio,the non-interest income of CCB is positively correlated with its capital ratio,loan-to-asset ratio and deposit-to-asset ratio.Based on this,put forward policy recommendations,with a view to promoting the city Commercial Bank“14 th five-year”period to vigorously develop non-interest business,seek new profit growth point,and further promote its return to the source,service entities,push our economy forward to the stage of high-quality development.
作者
李波
Li Bo(the Bank of Suzhou)
出处
《金融发展评论》
2021年第10期51-63,共13页
Financial Development Review
关键词
城市商业银行
非息收入
影响因素
系统广义矩估计
City Commercial Bank
Non-interest Income
Lnfluence Factor
Systemic Generalized Method of Moments
