【作者】 张丹；

【导师】 刘俊奇；

【作者基本信息】 辽宁大学 ， 金融（专业学位）， 2019， 硕士

【摘要】 2008年的全球金融危机以及2015年的股灾使得有关组织和政府部门意识到整个金融业乃至实体经济都有可能会受到金融机构风险活动所带来的不可估量的影响。在利率市场化步伐加快,存贷利差减少,互联网金融竞争日益激烈,金融脱媒现象进一步凸显的背景下,作为商业银行获取利润的重要新途径的非利息收入业务,其规模得到了飞速发展,导致银行业务之间的相关性有所提升。它对金融体系的安全性所造成的影响值得引起学者们的密切关注。首先,本文在探索了中国目前的经济形势的情况下分析了国内外学者的研究结论。总结了国内外研究成果后发现,国外从最初的非利息收入会降低商业银行系统性风险的观点逐步转变成了其会增加商业银行系统性风险的观点。而中国在研究非利息收入对商业银行系统性风险影响的问题上,所采用的方法较少且单一。其次,本文界定了非利息收入和银行系统性风险的定义,并分析了它们的各自特点,以便为下文的分析做铺垫。再次,利用中国16家上市商业银行在2010年到2017年的非利息收入总额、增长率以及占比情况来分析中国商业银行非利息收入的发展状况,然后对非利息收入对商业银行系统性风险的影响进行全面的定性分析,最后据此得出相应的结论并提出一些具有针对性的政策建议。本文通过定性分析商业银行非利息收入对系统性风险的影响,得出商业银行继续扩大非利息业务在降低了部分风险的同时却也在某种程度上给银行带来了系统性风险的结论。因此,这就要求监管部门对银行系统性风险进行更加严格的预防与把控。关于非利息收入对中国银行系统性风险影响的分析对我国商业银行提升盈利水平、优化非利息收入结构、降低商业银行系统性风险乃至维护金融系统稳定都具有非常重要的现实意义。更多还原

【Abstract】 The global financial crisis of 2008 and the stock market crash in 2015 made the organizations and government departments aware that the entire financial industry and even the real economy are likely to be affected by the incalculable impact of financial institutions’ risk activities.In the context of accelerating interest rate marketization,decreasing deposit-loan spreads,increasing fierce competition in Internet finance,and further highlighting the phenomenon of financial disintermediation,the scale of non-interest income business,which is an important new way for commercial banks to obtain profits,has developed rapidly.This has led to an increase in the correlation between banking operations.Its impact on the security of the financial system deserves close attention from scholars.First of all,this paper analyzes the research conclusions of domestic and foreign scholars while exploring the current economic situation in China.After summarizing the domestic and international research results,it is found that the foreign perspective that the non-interest income will reduce the systemic risk of commercial banks has gradually changed to the point that it will increase the systemic risk of commercial banks.China is less and single in its study of the impact of non-interest income on the systematic risks of commercial banks.Secondly,this paper defines the definition of non-interest income and bank systemic risk,and analyzes their respective characteristics in order to lay the groundwork for the theoretical analysis below.Thirdly,Using the total non-interest income,growth rate and proportion of China’s 16 listed commercial banks from 2010 to2017 to analyze the development of non-interest income of Chinese commercial banks,and then comprehensively theoretically influence the impact of non-interest income on systemic risks of commercial banks.Analysis,and finally draw corresponding conclusions based on this and propose some targeted policy recommendations.By qualitatively analyzing the impact of non-interest income of commercial banks on systemic risks,this paper concludes that commercial banks continue to expand non-interest business while reducing some of the risks while also bringing systematic risks to the banks to some extent.Therefore,this requires the regulatory authorities to conduct more stringent prevention and control of the systemic risks of the banks.Theanalysis of the impact of non-interest income on the systemic risk of Chinese banks has very important practical significance for China’s commercial banks to improve their profitability,optimize the structure of non-interest income,reduce the systemic risk of commercial banks and even maintain the stability of the financial system.更多还原