摘要
理论和实践表明,非利息收入在商业银行收入中所占比重会逐渐增加,但非利息收入对商业银行经营业绩的影响还有待研究。文章利用2010-2017年季度数据,通过建立VAR模型,分析了非利息收入对我国商业银行资产收益的影响。格兰杰因果检验表明,非利息收入是我国商业银行资产收益的格兰杰原因。脉冲响应和方差分解分析表明,非利息收入对我国银行业资产收益的贡献逐渐在增加,但其影响有限,并且影响具有周期性特征;商业银行非利息收入对银行业资产收益的影响有正有负。文章认为,非利息收入对商业银行资产收益的影响与非利息收入的规模和结构有关。为了有效发挥非利息收入对商业银行利润增长的推动作用,文章做出如下建议:加快表外业务的发展;加强对非利息收入业务的风险管理;推动非利息收入业务的多元化发展。
As indicated by theories and experiences,non-interest income（ NII） will account for more and more important percentage in commercial bank＇s income. But the NII＇s influence on commercial bank＇s performance is an ongoing topic of research. This paper,building VAR model based on 2010-2017 quarter data,analyzes the NII＇s impact on asset returns of commercial banks in our country. According to the Granger causality test,this paper draws some conclusions as follows： NII is the Granger causality to the returns of asset（ ROA）; by using the methods of impulse response and variance decomposition,this paper finds that NII play a more and more big role in ROA,but with a limited impact as yet; the effect runs in cycle,with both positive and negative effects existing.Those influence characteristics may result in the size and composition of NII. For the NII＇s functioning effectively in promoting the growth of ROA,commercial banks should accelerate the development of NII business,strengthen the risk management of NII business and diversify the NII business.
作者
杨宏斌
YANG Hongbin(Business School,Chengdu University of Information Technology,Chengdu,Sichuan 610103)
出处
《绵阳师范学院学报》
2018年第7期48-52,62,共6页
Journal of Mianyang Teachers＇ College
