An Empirical Analysis of the Commercial Banking Integration Strategy Impact on Systematic Risk

This dissertation mainly studied the impact of Commercial Banking Integration strategy on systematic risk.Rolling regression based on the 2 factors model was used to explore this impact from the micro level of commercial banking.The conclusion is that Banking Integration strategy has increased the market systematic risk from the total perspective.While commission and fee activities have negative correlation with systematic risk and trading activities have positive correlation with systematic risk.No significant result is got from the interest systematic risk.