商业银行商业汇票转贴现利率的影响因素研究

发布时间：2019-07-05 07:58

【摘要】：商业汇票是一种新型金融业务类型,能够帮助商业银行在短时间内扩大盈利来源,促进信贷资源优化配置,扩大银行客户资源。近些年来,由于商业汇票市场发展迅速,行业内竞争环境激烈,为了能够获得更多的经济利益,很多金融机构都将商业汇票作为竞争手段。与此同时,中国人民银行对宏观货币政策的调整也对商业汇票市场利率走势产生了显著影响。当前随着商业汇票市场的不断发展,一些不确定因素引发的风险问题,开始引发人们的关注,如何规范和维护商业汇票市场的健康、稳定运行成为国家监管层和商业银行高度关注的问题。本文对商业汇票市场的利率变化规律及其影响因素进行了深入分析,采用Shibor等因素对商业汇票利率影响进行探索,并对此进行实证分析,最后提出商业汇票转贴现市场发展对策。通过本文的分析,可以为商业银行的转贴现业务提供参考,具有较强的现实意义和理论价值。本文通过实证分析发现Shibor3M、货币市场利率、信贷规模和贴现率都对商业汇票转贴现率产生较大的影响,为商业银行在转贴现业务中进行转贴现率的预测提供理论支持。
[Abstract]:Commercial bill is a new type of financial business, which can help commercial banks to expand profit sources in a short period of time, promote the optimal allocation of credit resources and expand bank customer resources. In recent years, due to the rapid development of commercial bill market and the fierce competition environment in the industry, in order to obtain more economic benefits, many financial institutions use commercial bill as a means of competition. At the same time, the adjustment of macro monetary policy by the people's Bank of China has also had a significant impact on the market interest rate trend of commercial bills of exchange. With the continuous development of commercial bill market, the risk problems caused by some uncertain factors have begun to attract people's attention. how to standardize and maintain the health and stable operation of commercial bill market has become a matter of great concern to national regulators and commercial banks. This paper makes a deep analysis on the law of interest rate change and its influencing factors in the commercial bill market, probes into the influence of the commercial bill interest rate by using Shibor and other factors, and makes an empirical analysis on it, and finally puts forward some countermeasures for the development of the commercial bill transfer discount market. Through the analysis of this paper, it can provide a reference for the transfer and discount business of commercial banks, and has strong practical significance and theoretical value. Through empirical analysis, this paper finds that Shibor3M, money market interest rate, credit scale and discount rate all have a great impact on the discount rate of commercial bills of exchange, which provides theoretical support for commercial banks to predict the discount rate in the transfer and discount business.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.2

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