非利息收入与银行绩效关系的实证研究——基于面板门限模型的方法
摘要
本文以我国83家商业银行2007~2014年的面板数据为研究样本,建立面板门限模型研究非利息收入与银行绩效的关系。研究结果表明:非利息收入与银行绩效间存在非线性的关系,当非利息收入占比低于15.1%时,银行绩效会随着非利息收入占比的增加而上升,而当非利息收入占比高于15.1%时,非利息收入占比的增加会造成银行绩效降低。发生这种结构性变化的原因在于非利息收入波动性较大,以及其带来的营业费用较高,因此银行在开展非利息收入业务的过程中,应该将其规模控制在合理的范围内,并努力降低开展此类业务带来的营业费用。
引文
[1]陈一洪.非利息收入与城市商业银行经营绩效[J].金融论坛,2015,1:28-34.
[2]盛虎,王冰.非利息收入对我国上市商业银行绩效的影响研究[J].金融论坛,2008,5:8-11.
[3]吴立广,阮超.非利息收入对银行业绩效影响的实证研究——基于中国银行业2000—2010年面板数据分析[J].产经评论,2013,6:118-127.
[4]魏世杰,倪旎,付忠名.非利息收入与商业银行绩效关系研究——基于中国40家银行的经验[J].财经分析,2010,2:51-55.
[5]姚文韵.我国商业银行非利息收入与银行绩效关系研究[J].上海金融,2012,12:34-40.
[6]Chirazzo,V.,C.Milani,F.Salvini.Income Diversification and Bank Perfornance:Evidence from Italian Banks[J].Journal of Financial Services Research,2008,33:181-203.
[7]De Young,Robert&Karin P.Roland.Product mix and earnings volatility at commercial banks:Evidence from a degree of total leverage model[J].Journal of Financial Intermediation,2001,10:54-84.
[8]Hansen,B.E..Threshold effects in non-dynamic panels:Estimation,testing,and inference[J].Journal of Econometrice,1999,93:345-368.
[9]Kevin J.Stiroh.Do Community Banks Benefit from Diversification?[J].Journal of Financial Services Research,2004,25:135-160.
[10]Rosie Smith,Christos Staikouras,Geoffrey Wood.Non-interest Income and Total Income Stability[J].Bank of England Quarterly Bulletin,2003,43(9):332.
[2]盛虎,王冰.非利息收入对我国上市商业银行绩效的影响研究[J].金融论坛,2008,5:8-11.
[3]吴立广,阮超.非利息收入对银行业绩效影响的实证研究——基于中国银行业2000—2010年面板数据分析[J].产经评论,2013,6:118-127.
[4]魏世杰,倪旎,付忠名.非利息收入与商业银行绩效关系研究——基于中国40家银行的经验[J].财经分析,2010,2:51-55.
[5]姚文韵.我国商业银行非利息收入与银行绩效关系研究[J].上海金融,2012,12:34-40.
[6]Chirazzo,V.,C.Milani,F.Salvini.Income Diversification and Bank Perfornance:Evidence from Italian Banks[J].Journal of Financial Services Research,2008,33:181-203.
[7]De Young,Robert&Karin P.Roland.Product mix and earnings volatility at commercial banks:Evidence from a degree of total leverage model[J].Journal of Financial Intermediation,2001,10:54-84.
[8]Hansen,B.E..Threshold effects in non-dynamic panels:Estimation,testing,and inference[J].Journal of Econometrice,1999,93:345-368.
[9]Kevin J.Stiroh.Do Community Banks Benefit from Diversification?[J].Journal of Financial Services Research,2004,25:135-160.
[10]Rosie Smith,Christos Staikouras,Geoffrey Wood.Non-interest Income and Total Income Stability[J].Bank of England Quarterly Bulletin,2003,43(9):332.