中国商业银行业务多元化对净利差的影响研究.docVIP

PAGE PAGE 23 中国商业银行业务多元化对净利差的影响研究 摘要：本文基于我国利率市场化改革的背景，确定非利息收入占比变量为核心变量，构建净利差的影响因素模型，采用2007~2014年间共58家商业银行的平衡面板数据，从两个方面实证探讨及分析业务多元化对净利差的影响。首先在模型中引入非利息收入占比变量来研究非传统业务对净利差的影响。其次，引入交易及金融衍生品收入占比和手续费及佣金收入占比对原设模型进行扩展，揭示不同种类的非传统业务对净利差造成的影响。结果表明，非利息收入占比、交易及金融衍生品收入占比和手续费及佣金收入占比均对净利差有负向影响，非传统业务与传统业务之间存在交叉销售现象。交易及金融衍生品业务对净利差的影响程度略大于手续费及佣金业务对净利差的影响。我国商业银行应推进业务多元化平衡发展，同时利用交叉销售获取更多收益以弥补净利差减小的损失。 关键词：利率市场化；净利差；非利息收入；交叉销售 The Influence of Business Diversification of Chinese Commercial Banks on Net Interest Margins Abstract: The article is based on the background of interest rate liberalization form in our country. In this paper, we choose non-interest income rate as the core to build a model about the determinants of bank net interest margins. And we use the balanced panel dataset of 58 commercial banks to analyze the effect of business diversification on the net interest margins from two aspects over the period 2007-2014. Firstly, we introduce non-interest income reflect the effect of non-traditional business o the net interest margins. Secondly, we add the trading and financial derivatives income and the fee and commission income into the original model, revealing the effect of different kinds of non-traditional business. The result shows that non-interest income, the trading and financial derivatives income, the fee and commission income and net interest margins are significantly negative related. There is cross-selling between traditional activities and non-traditional activities. The impact of the trading and financial derivatives income to net interest margins is slightly larger than the fee and commission income’s impact on net interest margins. Commercial banks in China should promote the balanced development of business diversification. At the same time, our banks would better use cross-selling to get more benefits, making up the loss of net interest margins. Keywords: Interest Rate Liberalization; Net Interest Margins; Non-interest Income; Cross-selling 一、引言 随着金融产品与服务的不