央行基准利差与银行绩效相关性研究

发布时间：2019-04-16 15:35

【摘要】：银行作为金融体系的核心，其经营绩效不仅在微观上直接影响自身的经营状况，而且在宏观上影响社会资金的优化配置。我国商业银行从计划经济体制中走过来，已经习惯了依靠有利的政策获得超额的利润，以存贷利差为主要收入来源的传统盈利模式仍然没有改变。央行为达到调控目标，频繁的逆经济形势调整存贷款基准利率，基准利率不仅是宏观调控国民经济的重要工具，而且建立在基准利率基础之上的基准利差深深地影响着商业银行的绩效。首先，本文在介绍利差及银行绩效的相关理论基础上，定性的分析基准利差对银行绩效的作用机制；其次，通过构建的绩效评价指标体系，利用因子分析法对2007-2011年16家商业银行的绩效作出综合评价，并将最后的绩效得分作为被解释变量进行下文的回归分析；再次，，利用计量经济学方法，建立面板数据模型对基准利差与银行绩效的相关性进行回归分析。结果表明：基准利差对我国商业银行绩效的影响随所有权性质的不同而不同，国有商业银行绩效与基准利差存在显著的负相关关系，非国有商业银行绩效与基准利差存在不显著的正相关关系。为明确产生差异的原因，本文进行了深入分析，其中理论分析发现国有、非国有商业银行绩效变动方向不同的原因在于两者的净利息收入、非利息收入变动速度不一致；实证分析发现基准利差对国有商业银行与非国有商业银行绩效影响的显著性差异是由净利息收入变动引起的，两者共同解释了实证回归的结果。最后，针对实证结果给出相应的政策建议。
[Abstract]:As the core of the financial system, the bank's performance is not only on the micro-scale, but also the optimal allocation of social funds. The commercial banks of our country come from the planned economic system, have used to rely on the favourable policy to get the excess profit, the traditional profit mode that the deposit and loan spreads the main income source still has not changed. In order to achieve the goal of regulation and control, the central bank adjusts the benchmark interest rate of the deposit loan with frequent reverse economic situation. The benchmark interest rate is not only an important tool for macro-control of the national economy, but also the benchmark interest difference based on the benchmark interest rate is deeply influenced by the performance of the commercial bank. First, on the basis of introducing the relevant theories of the difference and the bank's performance, this paper makes a qualitative analysis of the role mechanism of the benchmark interest difference on the performance of the bank, and then, through the construction of the performance evaluation index system, the paper makes a comprehensive evaluation on the performance of the 16 commercial banks in 2007-2011 by using the factor analysis method. Price, and the final performance score is used as the explained variable for the following regression analysis; again, using the econometrics method, the correlation between the benchmark interest difference and the bank's performance is set up by using the econometrics method. The results show that the effect of the benchmark profit on the performance of the commercial bank of our country is different from the property of the ownership, and the performance of the state-owned commercial banks has a significant negative correlation with the benchmark profit, and the performance of the non-state-owned commercial banks is not significantly related to the benchmark profit. In order to clarify the cause of the difference, this paper makes an in-depth analysis, in which the theoretical analysis shows that the change of the performance of the state-owned and non-state-owned commercial banks is different from the net interest income of the two, and the fluctuation of the non-interest income is different The results show that the difference in the performance of state-owned commercial banks and non-state-owned commercial banks is caused by the change of net interest income. Finally, the corresponding policy construction is given for the empirical results.
【学位授予单位】：中原工学院
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.1;F832.33

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