Release Time:2022-07-26  Hits:

Date of Publication: 2018-01-01

Journal: 大连理工大学学报 社会科学版

Institution: 经济管理学院

Volume: 39

Issue: 2

Page Number: 12-18

ISSN: 1008-407X

Abstract: Based on the annual panel data of 65 Chinese commercial banks from 2008 to 2013,this paper establi-shes a panel threshold regression model to explore the impact of non-interest income on the risk of Chinese com-mercial banks.Empirical results show that there exist two thresholds,i.e.8517.088 million and 64397.482 milion,depending on the size of each bank's assets.T he sample of banks could be divided into three catego-ries:large,medium and small.For large banks,expansion of non-interest business can effectively reduce the risk of banks;for medium-sized banks and small banks,expansion of non-interest business will increase the risk of banks.Compared with small banks,there is a relatively less negative effect on medium-sized banks, thus the negative impact of non-interest income on the risk of Chinese commercial banks gradually declines as the bank scale increases.

Note: 新增回溯数据