Economic Theory and Business Management ›› 2014, Vol. 34 ›› Issue (4): 76-87.

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WILL NONINTEREST INCOME REDUCE
 THE RISK OF COMMERCIAL BANKS
——The Evidence from 53 Commercial Banks in China

  

  1. School of Finance, Capital University of Economics and Business, Beijing 100070, China
  • Received:2013-07-16 Online:2014-05-12 Published:2014-04-20

非利息业务会降低银行的风险吗 ——基于53家商业银行的实证研究

周晔,郑军丽   

  1. 首都经济贸易大学金融学院，北京100070
  • 作者简介:周晔（1972—），男，河南开封人，首都经济贸易大学金融学院金融风险研究院副教授，经济学博士； 郑军丽（1988—），女，江西上饶人,首都经济贸易大学金融学院硕士研究生。
  • 基金资助:

    北京市教委2014社科面上项目(SM20140038002)

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Abstract: Based on data of 53 Chinas commercial banks from 2003 to 2012, this empirical study finds that the risk of diversification is highly correlated with bank assets. The smaller scale of commercial bank assets, the greater risk expanding noninterest income will take accordingly. Furthermore, noninterest income is decomposed into investments trading item and commission item.It is shown that commission item is the main source of the noninterest risk and the risk of investment trading income is not significant.

Key words: noninterest income , risk , the scale of asset

摘要： 本文选取2003—2012年间53家国内商业银行的数据进行实证研究，发现银行业务多元化的风险与资产规模高度相关，规模较小的商业银行拓展非利息业务会相应带来更高风险。本文进一步将非利息业务分解为投资交易业务和手续费及佣金业务后，发现手续费及佣金业务是国内银行业非利息业务风险的主要来源，而投资交易类收入对银行风险的作用并不显著。

关键词: 非利息收入 , 风险 , 资产规模