我国上市商业银行多元化经营与系统风险研究

发布时间：2019-07-22 15:20

【摘要】："金融脱媒"让传统商业银行走上了业务多元化、服务多元化、收入多元化的道路,也产生了对银行业系统风险问题的特别关注。本文选取14家2008年之前上市的银行作为样本,将MES值作为系统风险的代理变量,分析银行多元化经营与MES值的关系,并使用银行规模作为区分不同类型银行的工具。研究表明我国城市商业银行、中小型股份制商业银行和国有大型商业银行提高多元化水平对系统风险的影响存在显著差异:城市商业银行提高多元化水平将提高面临的系统风险,而中小型股份制商业银行和国有大型商业银行提高多元化水平将降低面临的系统风险;当银行以稳定系统风险为前提调整多元化经营策略时,三类银行除考虑提高手续费收入及佣金的比例外,中小型股份制商业银行和国有大型商业银行还应考虑提高投资收益比例。
[Abstract]:"Financial disintermediation" makes traditional commercial banks embark on the road of business diversification, service diversification and income diversification, and also gives rise to special attention to the risk of the banking system. In this paper, 14 banks listed before 2008 are selected as samples, MES value is used as the agent variable of system risk, the relationship between bank diversification and mes value is analyzed, and the bank size is used as a tool to distinguish different types of banks. The research shows that there are significant differences between urban commercial banks, small and medium-sized joint-stock commercial banks and large state-owned commercial banks to improve the diversification level on the system risk: the improvement of diversification level of urban commercial banks will increase the system risk, while the improvement of diversification level of small and medium-sized joint-stock commercial banks and large state-owned commercial banks will reduce the systematic risk faced by small and medium-sized joint-stock commercial banks and large state-owned commercial banks; When banks adjust diversification strategy on the premise of stabilizing system risk, in addition to increasing the proportion of handling income and commission, small and medium-sized joint-stock commercial banks and large state-owned commercial banks should also consider increasing the proportion of investment income.
【作者单位】：南京大学经济学院;南京大学博士后流动站;江苏银行博士后工作站;
【分类号】：F832.33

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