中国商业银行业务多元化对净利差影响研究.docVIP

中国商业银行业务多元化对净利差的影响研究 　　摘要：随着中国利率市场化改革的不断深入，商业银行传统的资产和负债类业务竞争越来越激烈。为了实现利润增长，商业银行发展传统业务与非传统业务相结合的业务多元化模式非常重要。本文定义了两个层面的业务多元化，并研究了业务多元化对净利差的影响。通过引入变量非利息收入占比反映非传统业务的发展程度，揭示非传统业务对传统业务净利差的影响。通过引入变量交易及金融衍生品收入占比和手续费及佣金收入占比，反映不同种类的非传统业务多元化对净利差的影响。本文采用2003~2010年80家中国商业银行的非平衡面板数据进行实证分析。研究发现，中国商业银行传统业务（净利差）与非传统业务（非利息收入）间存在交叉销售的现象。与交易及金融衍生品业务相比，手续费及佣金业务对传统业务（净利差）的影响更加明显。商业银行的交叉销售主要来自于手续费及佣金业务。 　　关键词：业务多元化；净利差；交叉销售；非传统业务 　　中图分类号：F830文献标识码：A文章编号：1003??5192(2014)03??0034??06doi：10.11847/fj.33.3.34 　　 　　Abstract:With the deep development of China’s interest rate liberalization, the competition of traditional assets and liabilities business among commercial banks has become more and more intense. So it is necessary and important for them to develop the business diversification combining traditional activities with nontraditional ones in order to increase the profits. This paper defines two levels of diversification and researches the influence of diversification on net interest margins. We introduce the non??interest income to reflect the development of non??traditional activities and reveal the influence of non??traditional activities on net interest margins. We introduce trading derivatives income and fees ＆ commission income to reflect the influence of different non??traditional activities on net interest margins. This paper uses the unbalanced panel data from 2003 to 2010 of 80 Chinese commercial banks for empirical analysis. The results show that there is cross??selling between traditional activities(net interest margins)and non??traditional activities(non??interest income). Compared to trading ＆ derivatives business, fees commission business have a significant influence on net interest margins and cross??selling mainly comes from fees commission business. 　　Key words:business diversification; net interest margin; cross??selling; non??traditional activities 　　 　　1引言 　　由于金融环境改变、金融创新不断出现，商业银行呈现出业务多元化的发展趋势。商业银行业务多元化有两层含义：一层指商业银行传统业务与非传统业务相结合的多元化经营；另一层指商业银行不同种类非传统业务的多元化