我國(guó)商業(yè)銀行非利息收入占比對(duì)經(jīng)營(yíng)風(fēng)險(xiǎn)的影響研究.pdf

1、指導(dǎo)小組成員名單張金清張陸洋胡涵鈞楊長(zhǎng)江教授教授教授副教授我國(guó)商業(yè)銀行非利息收入占比對(duì)經(jīng)營(yíng)風(fēng)險(xiǎn)的影響研究第3章非利息收入占比對(duì)銀行經(jīng)營(yíng)風(fēng)險(xiǎn)影響的模型建立與實(shí)證分析…303.1模型建立的理論依據(jù)—資產(chǎn)組合理論................................……303.1.1多元化經(jīng)營(yíng)的相關(guān)理論............................................……，..……303.1.2基于資產(chǎn)組合理論

2、建立模型.............................................……313.1.3在應(yīng)用資產(chǎn)組合理論時(shí)的局限性.....................................……333.2建立實(shí)證模型............................................................................……333.2.1變量選擇與定義......

3、...........................................................……333.2.2回歸模型.............................................................................……353.3數(shù)據(jù)說(shuō)明............................................................

4、........................……373.3.1非利息收入的數(shù)據(jù)界定.....................................................……373.3.2數(shù)據(jù)來(lái)源.............................................................................……373.4變量的描述性統(tǒng)計(jì)...................

5、..............................……，............……383.5實(shí)證分析....................................................................................……40第4章非利息收入對(duì)我國(guó)各類商業(yè)銀行經(jīng)營(yíng)風(fēng)險(xiǎn)影響的分析與判斷…434.1非利息業(yè)務(wù)的風(fēng)險(xiǎn)特征與傳導(dǎo)............................

6、....................……434.1.1我國(guó)商業(yè)銀行非利息業(yè)務(wù)的風(fēng)險(xiǎn)特征.…‘........................……434.1.2我國(guó)商業(yè)銀行非利息業(yè)務(wù)的風(fēng)險(xiǎn)傳導(dǎo)路徑.....................……434.2非利息收入占比對(duì)經(jīng)營(yíng)風(fēng)險(xiǎn)的影響分析................................……454.2.1兩類收入波動(dòng)率的比較.........................

7、............................……454.2.2兩類收入的相關(guān)關(guān)系.........................................................……474.3不同類型商業(yè)銀行非利息收入的經(jīng)營(yíng)風(fēng)險(xiǎn)影響辨析............……494.3.1大型國(guó)有商業(yè)銀行.....……，.……，.........................................……494.

8、3.2股份制銀行........................................……，.........................……504.3.3城市商業(yè)銀行...............……，...............……，........................……514.4非利息收入占比對(duì)經(jīng)營(yíng)風(fēng)險(xiǎn)分階段影響的預(yù)測(cè)分析..........……51第5章研究結(jié)論與建議................

9、.........................................……，.……，.……535.1研究結(jié)論...................................……‘.........……‘..........................……535.2建議.......................................................……，二，.，......……、....

10、........……545.3進(jìn)一步研究方向與展望............................................................……55參考文獻(xiàn)........................................................................................................……57致謝.................