统计研究

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资产管理业务对商业银行收益与风险的影响效应研究

马理 李书灏   

  • 出版日期:2016-11-15 发布日期:2016-11-11

Impact of Asset Management Business on the Revenue and Risk of China’s Commercial Banks

Ma Li & Li Shuhao   

  • Online:2016-11-15 Published:2016-11-11

摘要: 近年来,大量的资管业务资金进入资本市场形成庞大的影子银行,加大了市场风险,因此有必要研究资管业务的影响,并提出有效的风险管理措施。本文采集了26家样本银行的11.2万条理财产品数据,使用面板数据回归法,对商业银行的资产管理业务进行了总量与分类检验。研究结论显示:资产管理业务的发展对我国银行业收益有促进作用,能改善整体经营风险,但是异质型商业银行的资管业务具有差异化特征。并基于此提出大力发展资管业务,完善相关监管措施等政策建议。

关键词: 资产管理业务, 商业银行, 收益, 风险

Abstract: We collect over 112,000 pieces of data of financial products issued by 26 China’s commercial banks and take advantage of the panel data regression method to test the impact of asset management business on the revenue and risk of the banks according to the wholeness and the classification. The conclusion shows that the asset management business can promote the earnings of bank and improve the overall operating risk, but heterogeneous types of commercial banks react differently to such business’ development. The management authorities should face up to the risk behind asset management business and perfect the relevant regulations.

Key words: Asset Management Business, Commercial Banks, Revenue, Risk