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Date of Publication:2018-01-01

Journal:大连理工大学学报 社会科学版

Affiliation of Author(s):经济管理学院

Volume:39

Issue:2

Page Number:12-18

ISSN No.: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