非利息收入对银行系统性风险影响实证研究——基于我国16家上市银行
Journal: Economics DOI: 10.12238/ej.v8i8.2866
Abstract
非利息收入与银行系统性风险关系是我国金融研究中广泛争议的问题。本文以2011-2021年期间我国16家上市银行为样本,对非利息收入与银行系统性风险之间的关系进行了实证研究。研究结果表明：首先,非利息收入规模与银行系统性风险正相关,表明非利息收入规模的增加提升了上市银行系统性风险；其次,非利息收入结构多元化与银行系统性风险呈负相关,表明上市银行拓展非利息收入多元化能降低上市银行的系统性风险水平。
Keywords
非利息收入；CoVaR系统性风险；上市银行
Funding
韩山师范学院2020年博士启动项目：“新时代我国银行业的系统性风险与有效监管”(QS202004)。
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[13] .Weiß G N F,Bostandzic D,Neumann S.What factors drive systemic risk during international financial crises?[J].Journ al of Banking & Finance,2014,41:78-96.
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