贷款多元化与商业银行经营状况的实证研究——基于上市银行经营风险和收益的研究
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财经研究 2004 年 第 30 卷第 07 期, 页码：45 - 56
摘要
参考文献
摘要
文章采用Herfindahl指数衡量商业银行贷款投放的多元化程度,发现商业银行贷款的行业多元化和地区多元化程度近年来不断提高。在此基础上,通过建立回归模型考察了贷款多元化对商业银行风险和收益水平的影响。研究结果表明:行业多元化程度与商业银行的资产净利率相关,并且行业多元化在一定程度上有助于提高商业银行的盈利能力;而行业多元化与商业银行的经营风险之间没有显著性的相关关系。地区多元化程度与商业银行的资产净利率和不良贷款率相关,并且地区多元化会导致商业银行盈利能力的降低,但是却在一定程度上有助于降低商业银行的经营风险。
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[3]Christensen,H.K.andC.A..Montgomery.Corporateeconomicperformance:Diversificationstrategyversusmarketstructure[J].StrategicManagementJournal2,1981:327～347.
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[5]Dubofsky,P.,andP.Vardarajan.Diversificationandmeasuresofperformance:Additionalempiricalevidence[J].AcademyofManagementJournal30,1987:597～608.
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[7]Kusewitt,John,Jr.Anexploratorystudyofstrategicacquisitionfactorsrelatingtoperformance[J].StrategicManagementJournal6,April-June1985:151～169.
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[10]李敬 多元化战略[M] 上海:复旦大学出版社,2002
引用本文
张铁铸. 贷款多元化与商业银行经营状况的实证研究——基于上市银行经营风险和收益的研究[J]. 财经研究, 2004, 30(7): 45–56.
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