非利息收入对中美商业银行收益和风险的影响_孔丹凤.pdfVIP

金 论坛 融 2015 年1 期（总第229 期） 非利息收入对中美商业银行收益和风险的影响 孔丹凤 王 祥 ［摘 要］本文从中美比较的视角，分析中美商业银行非利息收入业务现状，通过建立实证模型研 究非利息收入对商业银行经营收益和经营风险的影响，探讨不同影响的原因。研究表明：非利息收入 对中美商业银行经营收益和经营风险的影响不同，无论是在中国还是在美国，非利息收入的增加会提 高商业银行的经营收益，非利息收入与中国商业银行的风险正相关但不显著，而在美国，商业银行非 利息收入的增加会显著地降低其风险。监管部门和商业银行应关注非利息收入业务的风险，完善非利 息收入业务管理机制。 ［关键词］非利息收入；商业银行收益；商业银行风险；中美比较；收益多元化 ［文章编号］ （ ） ［ 分类号］ ［文献标志码］ 1009 - 9190 2015 01 - 0021 - 07 JEL G21 A The Influence of Non-Interest Income on the Earnings and Risks of Chinese and American Commercial Banks KONG Dan-feng WANG Xiang ［ ］ Abstract From the comparative perspective of China and the U.S., this paper analyzes the status of the non-interest income business of commercial banks in China and the U.S., and constructs an empirical model to test the influence of the non-interest income on the operating earnings and operating risks of commercial banks, and analyzes the causes of different influences. The results of the paper show that the influence of non-interest income on the operating earnings and operating risks of commercial banks in China is different from that in the U.S., and the increase in non-interest income will improve the operating earnings of commercial banks in both China and the U.S.; non-interest income positively related to the risks of commercial banks in China, but the relevance is not significant; but in the U.S., the increase in non-interest income of commercial banks significantly re－ duce risks. Regulatory authorities and commercial banks should pay attention to th