中国银行业存款利率市场化研究

发布时间：2018-03-06 05:20

本文选题：存款利率市场化　切入点：商业银行　出处：《南京大学》2013年硕士论文　论文类型：学位论文

【摘要】：目前,中国的利率市场化改革已经进入了推进存款利率市场化的最后的攻坚阶段,存款利率市场化的完成标志着利率市场化改革的全面完成。因此,本文采用定性研究和定量研究相结合的方法对我国银行业存款利率市场化问题进行了研究。为研究我国银行业存款利率市场化问题,本文以可贷资金理论以及金融抑制与金融深化理论为理论基础,借鉴国外存款利率市场化经验,分析了存款利率市场化对我国商业银行的影响,并提出了商业银行的应对措施。在借鉴国际经验方面,文章一方面对美国、日本、中国台湾地区以及拉美国家的利率市场化改革进行了研究与分析,并总结了上述国家利率市场化的经验与教训,即成功推行利率市场化需要稳定的宏观经济环境、完善的金融市场与金融体制以及健全的金融监管,同时应当分阶段有条理地推行利率市场化；另一方面,利用国际上已经完成利率市场化的国家的数据进行研究得出：利率市场化以后,在极端情况下,存款利率最高可上升至平均22.22%的水平,最高存款利率增幅为平均11.81%,存贷款利差最小将缩减至2.27%,存款利率的平均波动标准差为6.28%。此外,对数据齐全的14个国家进行面板数据分析显示,一般情况下,利率市场化后,存款利率显著上升3%。基于上述实证结果,文章对存款利率市场化对我国商业银行的盈利能力以及风险进行了分析,存款利率市场化有利于商业银行提高经营效率,同时要求商业银行优化业务结构,加强风险管理,并提出商业银行应对利率市场化应当进行利率风险管理改革,加强银行业监管体制的制度建设,保障存款人的利益,维持金融稳定。本文在研究存款利率市场化的过程中,主要有如下主要创新之处,一方面,文章根据可贷资金理论,采用国际数据建立面板数据模型,分析了存款利率市场化对存款利率的影响。另一方面,根据国际经验,对我国主要商业银行的财务报表数据进行了分析,得出存款利率市场化对商业银行盈利能力和风险的影响。
[Abstract]:At present, China's interest rate marketization reform has entered the final critical stage of promoting the deposit interest rate marketization. The completion of deposit interest rate marketization marks the overall completion of the interest rate marketization reform. This paper studies the marketization of deposit interest rate in Chinese banking industry by combining qualitative and quantitative studies. In order to study the marketization of deposit interest rate in our banking industry, this paper bases on the theory of loanable funds and the theories of financial suppression and financial deepening, and draws lessons from the experience of foreign countries in the marketization of deposit interest rates. This paper analyzes the influence of the marketization of deposit interest rate on the commercial banks of our country, and puts forward the countermeasures of the commercial banks. This paper studies and analyzes the reform of interest rate marketization in Taiwan region of China and Latin American countries, and summarizes the experiences and lessons of interest rate marketization in these countries, that is, the successful implementation of interest rate marketization needs a stable macroeconomic environment. A sound financial market and financial system, as well as sound financial supervision and control, should, at the same time, implement the marketization of interest rates in a phased and orderly manner; on the other hand, Using international data from countries that have completed interest rate liberalization, it is concluded that after the interest rate is marketized, in extreme cases, the highest deposit rate can rise to an average level of 22.22%. The highest deposit interest rate increases by an average of 11.81%, the minimum deposit and loan interest rate difference will be reduced to 2.27, and the average fluctuation standard deviation of the deposit interest rate will be 6.28. In addition, a panel data analysis of 14 countries with complete data shows that, in general, after the interest rate is marketized, Based on the above empirical results, the paper analyzes the profitability and risks of the marketization of deposit interest rate to commercial banks in China. The marketization of deposit interest rates is beneficial to the commercial banks to improve their operating efficiency. At the same time, commercial banks are required to optimize the business structure and strengthen risk management, and propose that commercial banks should carry out interest rate risk management reform in response to the marketization of interest rates, strengthen the system construction of banking supervision system, and protect the interests of depositors. Maintain financial stability. In the course of studying the marketization of deposit interest rate, this paper mainly has the following main innovations. On the one hand, according to the theory of loanable funds, the paper uses international data to establish panel data model. On the other hand, according to the international experience, the financial statement data of the major commercial banks in China are analyzed. The influence of deposit interest rate marketization on commercial banks' profitability and risk is obtained.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.1

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