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    题名: 商業銀行跨業經營利潤與風險的全球實證分析
    作者: 張雲翔
    贡献者: 沈中華
    張雲翔
    关键词: 銀行跨業經營
    政府效能
    資產大小
    營收結構
    日期: 2005
    上传时间: 2009-09-17 19:05:58 (UTC+8)
    摘要: 本文首先特別針對金融機構跨業經營及轉投資是否有助於銀行績效,進行實證分析。其次探討在不同的政府紀律及管理能力之下,限制度的提高或降低,對於銀行利潤以及風險的影響,將發生何種影響。本文使用46個國家,共計8113家銀行,樣本期間為1995年至1999年進行實證研究。本文發現,政府紀律及管理能力較差的國家,應該盡可能解除其商業銀行在從事證券業、保險業及持有非金融相關事業的限制,以免造成銀行利潤的損失。此外,一國如欲限制其商業銀行從事證券業、保險業及持有非金融相關事業,則此國之政府紀律及管理能力必須具備一定的水準,否則提高限制度將加速其銀行利潤的減少。
    本文也針對跨業限制對大、小銀行績效的影響,進行實證分析。並探討在不同的政府效能下,跨業限制對大、小銀行利潤及風險的影響是否會有所不同?本文在利潤面提出「多餘容量假說」,在風險面提出「大銀行追求獲利穩定假說」及「多餘容量假說」,並針對這些假說進行驗證。在這個章節,本文使用44個國家,取各國銀行資產額前5﹪的銀行為大銀行,後5﹪的銀行為小銀行,共計792家銀行,樣本期間為1995年至1999年進行實證研究。本文發現,降低金融機構從事證券業、保險業及持有非金融相關事業之限制,並不會對小銀行的利潤造成任何影響,但降低金融機構從事保險業、不動產及持有非金融相關事業都會對大銀行的利潤造成顯著的影響。此外,銀行風險似乎與能否跨業經營及轉投資無關,而是與銀行的大小有關,即不論大、小銀行能否跨業經營及轉投資,大銀行的風險似乎均較低,而小銀行的風險均較高。
    最後,本研究也針對銀行營收結構對獲利與風險的影響進行分析,究竟非利息收入比的提高,對銀行的利潤與風險將產生何種影響?並針對「利息收入比」及「非利息收入比」等變數,給予明確的定義。這個章節的研究對象包含49個國家,共計4915家銀行,樣本期間為1994年至2002年進行實證研究。我們發現,非利息收入比重與銀行的獲利呈現顯著的正相關,換言之,增加銀行業非利息收入比重,似乎有助於提高銀行的獲利。而非利息收入比重與銀行的風險則沒有明顯的相關性。若進一步探討非利息收入的四個細項對銀行獲利的影響。我們發現,手續費收入似乎有助於銀行獲利的提升。至於增加非利息收入中的交易收入比重及其他營業收入比重,也有助於降低銀行的風險。
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    描述: 博士
    國立政治大學
    金融研究所
    90352506
    94
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0903525061
    数据类型: thesis
    显示于类别:[金融學系] 學位論文

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