摘要
本文利用中国16家上市商业银行2006年第4季度至2013年第3季度的面板数据进行分析,结果显示:非利息收入占比与净利差在总体上呈U形关系;非利息收入出现的巨额亏损会迫使银行提高净利差以弥补损失,在正常状态下,二者因交叉补贴效应呈正向关系;利率市场化改革降低了银行的净利差水平,全国性银行可以通过发展非利息收入应对这种不利影响,但区域性银行则难以利用这种策略。因此,中国的商业银行应走差异化道路,全国性银行可以大力发展非利息收入,区域性银行更应专注净利息收入,且都需加强对非利息收入的风险管理,从而更好地适应利率市场化改革。
Based on the panel data of China 16 listed commercial banks from the 4th quarter, 2006 to the 3rd quarter, 2013,the analysis of this paper shows that there is a U-shaped relationship between non-interest income ratio and net interest margin;the huge loss of non-interest income will force banks to increase net interest margin to compensate for the loss, and under normal conditions, the both have a positive relationship due to cross-subsidization effects; the liberalization reform of interest rate reduces the net interest margin level of banks, and national banks can respond to such an adverse effect by developing non-interest income, but it's difficult for regional banks to do so. Therefore, Chinese banking sector needs to choose differential strategy. The national banks may develop non-interest income, the regional banks needs more to focus on net interest income, and the both need to strengthen the risk management of non-interest income to adapt to the liberalization reform of interest rate.
出处
《金融论坛》
CSSCI
北大核心
2014年第8期3-12,49,共11页
Finance Forum
基金
山东省社会科学规划项目(12CJJJ04)
山东大学(威海)研究生科研创新基金项目(yjs12017)
关键词
利率市场化
非利息收入
净利差
上市商业银行
liberalization of interest rate
non-interest income
net interest margin
listed commercial bank
