非利息收入与商业银行经营风险研究

摘要

Setting the balanced panel data of 30 commercial banks in China in the period of 2006-2013 as the study objects, the paper studies the relationship between non-interest income and banks’operation risks. The empirical results show that the non-interest income significantly decreases the operation risks of large state-owned banks, but greatly increases the operation risks of nation-wide joint-stock commercial banks and local commercial banks. A bank’s asset scale has a significantly negative correlation with its opera-tion risks, that is, the bigger the asset scale, the smaller the operation risks, while the smaller the asset scale, the bigger the operation risks. These results have an important reference for Chinese commercial banks to expand non-interest income business at the present stage to some extent.%本文以我国2006-2013年间30家银行的平衡面板数据为研究对象，考察非利息收入和银行经营风险的关系。实证结果表明：非利息收入显著减小了国有大型商业银行的经营风险，但却显著增大了全国性股份制商业银行和地方性商业银行的经营风险；银行资产规模与其经营风险成显著负相关关系，即资产规模越大，银行所面临的经营风险越小，反之则经营风险越大。研究成果对现阶段我国商业银行开展非利息业务有一定的参考价值。