摘要
基于2005—2013年中国100家商业银行面板数据,用GMM方法研究信贷规模扩张和收入结构调整对其盈利能力及风险的影响得到:第一,信贷增速对全样本商业银行盈利能力影响并不显著,但显著负向影响城商行的盈利能力,信贷规模急速扩张显著增加了全样本商业银行、城商行的破产风险;第二,无论全样本还是城商行样本,收入结构调整即增加非利息收入业务占比都能够显著正向影响商业银行盈利能力和降低商业银行风险,对城商行影响更显著。其主要原因是:城商行非利息收入占比过低及中国目前的非利息业务主要是一些简单收费业务,风险较小。
Based on the panel data of 100 Chinese commercial banks from 2005 to 2013,we use the system GMM method to make empirical research,analyzing how the credit scale growth and income structure adjustment impact the profitability and risk： firstly,the effect that credit growth has on whole sample commercial banks＇ profitability is not significant,but credit growth has a negative effect on the city commercial banks ＇profitability. The rapid growth of credit scale significantly increases the risk of bankruptcy of the full sample commercial banks and city commercial banks. Secondly,whether the full sample or the city commercial banks,the income structure adjustment（ an increase in non-interest income） has significantly positive impact on the profitability and reduces the risk of commercial banks which is more significant of city commercial banks＇ sample. The main reason is that city commercial banks＇ ratio of interest income is too great and our current non-interest business is mainly some simple fee-based businesses.
出处
《哈尔滨工业大学学报（社会科学版）》
2016年第3期126-132,共7页
Journal of Harbin Institute of Technology(Social Sciences Edition)
基金
国家自然科学基金"R&D资金配置主体技术选择协同与配置效率提升机制研究:产品空间理论视角"(71473025)
大连银行博士后流动站"中小商业银行国际业务的国别风险管理研究"
关键词
商业银行
盈利能力
风险
信贷增速
Commercial Bank
Profitability
Risk
Credit Growth
