商业银行净利差及其影响因素研究

发布时间：2018-01-21 10:46

本文关键词： 净利差商业银行中间收入信贷周期性　出处：《广东商学院》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行净利差是商业银行研究的重要问题之一，，商业银行股份制改革以来，商业银行金融产品的增加和表外业务的兴起，加剧了宏观经济周期的波动，不利于商业银行的稳定。通过对净利差的研究能够为商业银行提供更好的政策建议。通过对国内外文献的分析和利差决定模型因素的提取，最终确定了7个影响净利差的因素，这些因素包括：银行业集中度、信用风险、营运成本、资本充足率、存贷利差、表外业务和信贷周期性选择。然后建立了2003年到2011年国内商业银行的面板数据，分别对面板数据进行了稳定性检验、回归分析和主成分分析，最后得到净利差的表内关键影响因素是：信用风险、运营成本。第五章分析了表外业务对净利差的影响，通过数据处理分析得到中间收入对净利差有挤出效应。第六章分析了信贷周期性选择对净利差的影响，信贷顺周期选择会放大中间收入对净利差的挤出效应。通过以上的研究结果得出结论：影响商业银行净利差的表内关键影响因素是信用风险和运营成本；影响商业银行净利差的表外关键影响因素是表外业务和信贷周期性选择，当商业银行信贷顺周期运行时会增加表外业务对净利差的挤出效应。最后得出政策建议：商业银行应该加强银行营运成本管理和风险管理，并实行信贷逆周期选择。
[Abstract]:The net interest margin of commercial banks is one of the most important issues in the research of commercial banks. Since the reform of joint-stock system of commercial banks, the increase of financial products and the rise of off-balance-sheet business of commercial banks have aggravated the fluctuation of macroeconomic cycle. It is not good for the stability of commercial banks. Through the study of net interest margin, it can provide better policy advice for commercial banks. Through the analysis of domestic and foreign literature and the extraction of the factors of the determinant model of interest difference, seven factors affecting the net interest margin are determined, which include: banking concentration, credit risk, operating cost. Capital adequacy ratio, deposit and loan spreads, off-balance-sheet business and credit cyclical selection. Then we establish the panel data of domestic commercial banks from 2003 to 2011, and test the stability of panel data respectively. Finally, the key influencing factors of net interest margin are: credit risk, operating cost. Chapter 5th analyzes the influence of off-balance-sheet business on net interest margin. Through the analysis of data processing, we find that the intermediate income has the effect of crowding out the net interest margin. Chapter 6th analyzes the influence of the cyclical choice of credit on the net interest margin. Credit pro-cycle selection will amplify the crowding out effect of intermediate income on net interest margin. The conclusion is drawn from the above research results: credit risk and operating cost are the key factors influencing the net interest margin of commercial banks; The key factors influencing the net interest margin of commercial banks are off-balance-sheet business and credit cyclical selection. When commercial bank credit runs in a pro-cyclical manner, it will increase the squeeze effect of off-balance-sheet business on net interest margin. Finally, the policy recommendations are drawn: commercial banks should strengthen the management of bank operating costs and risk management. And the implementation of the reverse cycle of credit selection.
【学位授予单位】：广东商学院
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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