基于我国2003-2016年商业银行数据,使用动态面板模型的 GMM估计,检验我国商业银行提高非利息收入占比,寻求收入多元化是否改善银行绩效.研究发现:非利息收入占比提高并不等同收入多元化程度提升,两者对商业银行绩效影响并不一致.商业银行多元化程度提升能够显著改善银行绩效,稳定银行收益,改善风险调整回报.但非利息收入占比提高则与银行绩效负相关.看似矛盾的结论实质是非利息收入的双刃属性导致的"直接敞口效应""多元化效应"和"冲销效应"综合作用的结果.从非利息收入构成来看,手续费和佣金净收入与银行绩效显著正相关,但其它非利息收入则与银行绩效指标负相关.%Based on data from Chinese listing commercial banks for the period 2003-2016,this paper applies GMM/DPD technique to examine whether the shift towards income diversification has improved the performance of commercial banks.These results indicate that the increase in non-interest income do not has the same influence on performance of banks as that of income di-versification.The increase in income diversification has been associated with a strong increase in performance,income stability and risk-adj usted performance.But the share of non-interest in-come has negative influence on bank performance.These paradoxical results show the double-edged nature of the trend towards non-interest income and the net impact of"direct exposure effect","indirect diversification",and offset effect.Taking into account the components of non-interest income,the share of net commissions income has a positive and statistically significant in-fluence on bank performance,but the share of other non-interest income has negative influence.
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