CAJ | 학술논문

随着中国利率市场化改革的不断深入，商业银行传统的资产和负债类业务竞争越来越激烈。为了实现利润增长，商业银行发展传统业务与非传统业务相结合的业务多元化模式非常重要。本文定义了两个层面的业务多元化，并研究了业务多元化对净利差的影响。通过引入变量非利息收入占比反映非传统业务的发展程度，揭示非传统业务对传统业务净利差的影响。通过引入变量交易及金融衍生品收入占比和手续费及佣金收入占比，反映不同种类的非传统业务多元化对净利差的影响。本文采用2003~2010年80家中国商业银行的非平衡面板数据进行实证分析。研究发现，中国商业银行传统业务(净利差)与非传统业务(非利息收入)间存在交叉销售的现象。与交易及金融衍生品业务相比，手续费及佣金业务对传统业务(净利差)的影响更加明显。商业银行的交叉销售主要来自于手续费及佣金业务。
수착중국리솔시장화개혁적불단심입，상업은행전통적자산화부채류업무경쟁월래월격렬。위료실현리윤증장，상업은행발전전통업무여비전통업무상결합적업무다원화모식비상중요。본문정의료량개층면적업무다원화，병연구료업무다원화대정리차적영향。통과인입변량비이식수입점비반영비전통업무적발전정도，게시비전통업무대전통업무정리차적영향。통과인입변량교역급금융연생품수입점비화수속비급용금수입점비，반영불동충류적비전통업무다원화대정리차적영향。본문채용2003~2010년80가중국상업은행적비평형면판수거진행실증분석。연구발현，중국상업은행전통업무(정리차)여비전통업무(비이식수입)간존재교차소수적현상。여교역급금융연생품업무상비，수속비급용금업무대전통업무(정리차)적영향경가명현。상업은행적교차소수주요래자우수속비급용금업무。
With the deep development of China's interest rate liberalization, the competition of traditional assets and liabilities business among commercial banks has become more and more intense. So it is necessary and important for them to develop the business diversification combining traditional activities with nontraditional ones in order to increase the prof-its. This paper defines two levels of diversification and researches the influence of diversification on net interest margins. We introduce the non-interest income to reflect the development of non-traditional activities and reveal the influence of non-traditional activities on net interest margins. We introduce trading&derivatives income and fees&commission income to reflect the influence of different non-traditional activities on net interest margins. This paper uses the unbalanced panel data from 2003 to 2010 of 80 Chinese commercial banks for empirical analysis. The results show that there is cross-selling between traditional activities ( net interest margins ) and non-traditional activities ( non-interest income ) . Compared to trading&derivatives business, fees&commission business have a significant influence on net interest margins and cross-selling mainly comes from fees&commission business.