存贷利差收窄与商业银行绩效和风险的相关性研究
发布时间：2019-01-06 17:16
【摘要】：为了适应经济金融的发展促进资源的优化配置,我国从1996年起开始进行利率市场化改革。2013年7月20日我国商业银行贷款利率完全放开是我国利率市场化改革进程中的里程碑,对我国借贷市场利率的全面放开具有重要意义。而我国存款利率市场化的改革则比较缓慢,这主要是因为存款利率的管制一旦放开可能会使信贷市场的存贷利差进一步收窄,导致商业银行的净利息收入减少,直接影响商业银行绩效;使我国银行业形成彻底的市场竞争机制,扩大商业银行的风险敞口,对商业银行的风险造成影响,最终引起金融市场的动荡。因此研究存款利率市场化进程中存贷利差收窄对商业银行经营绩效和风险的影响就显得十分必要。所以本文研在究存款利率市场化的背景下存贷利差收窄与商业银行经营绩效和风险之间的关系,并为商业银行在存贷利差收窄背景下的健康发展提供建议。本文第一章回顾了国内外学者对存贷利差收窄以及利率市场化对商业银行经营绩效和风险的影响分析,对相关文献进行了研究综述。本文第二章从利率市场化的发展进程入手,引出本文存贷利差收窄的视角。本章主要界定了存贷利差收窄的内涵,分析我国存款和贷款利率市场化的变动情况和存贷利差收窄的原因。第三章和第四章分别分析了存贷利差收窄下商业银行经营绩效以及风险的现状;并对存贷利差收窄与商业银行经营绩效以及风险的相关性进行了理论上的分析。第五章从实证的角度出发,有针对性的选取了我国2005-2013年14家上市商业银行的面板数据,利用GMM模型实证分析存贷利差收窄对商业银行风险和经营绩效的影响。研究发现,存贷利差收窄将给银行经营绩效带来消极影响,但同时也会降低银行经营风险。在存贷利差收窄的背景下,银行的风险与绩效正相关,且银行在风险一定的情况下,随着宏观经济环境的变好以及收入多元化程度的提高,经营绩效也会相应的提高。文章的最后对存贷利差收窄的背景下商业银行的经营绩效和风险管理提出了相应的政策建议。
[Abstract]:In order to adapt to the development of economy and finance and promote the optimal allocation of resources, China began to carry out the interest rate marketization reform in 1996. On July 20, 2013, the complete liberalization of the loan interest rate of commercial banks in China is a milestone in the process of interest rate marketization reform in China. To our country loan market interest rate completely liberalizes has the important significance. However, the reform of the marketization of deposit interest rate in our country is relatively slow. This is mainly because once the regulation of deposit interest rate is liberalized, it may further narrow the spread of deposit and loan interest in the credit market, resulting in a decrease in the net interest income of commercial banks. Directly affect the performance of commercial banks; It makes the banking of our country form the thorough market competition mechanism, expands the commercial bank's risk exposure, causes the influence to the commercial bank's risk, finally causes the financial market turbulence. Therefore, it is necessary to study the effect of narrow deposit and loan interest margin on the performance and risk of commercial banks in the process of marketization of deposit interest rate. Therefore, this paper studies the relationship between the narrowing of deposit and loan interest margin and the operating performance and risk of commercial banks under the background of marketization of deposit interest rate, and provides suggestions for the healthy development of commercial banks under the background of narrowing deposit and loan interest rates. The first chapter reviews the domestic and foreign scholars' analysis of the impact of the narrowing of deposit and loan interest margin and the marketization of interest rate on the performance and risk of commercial banks. The second chapter starts with the development process of interest rate marketization, and draws the angle of view of narrowing the interest margin of deposit and loan. This chapter mainly defines the connotation of the narrowing of deposit and loan interest margin, analyzes the change of deposit and loan interest rate marketization and the reason of narrowing deposit and loan interest margin. The third and fourth chapters analyze the current situation of commercial banks' operating performance and risk under the narrowing of deposit and loan interest margin, and analyze theoretically the correlation between the narrowing of deposit and loan interest margin and the performance and risk of commercial banks. In the fifth chapter, we select the panel data of 14 listed commercial banks from 2005 to 2013, and use the GMM model to analyze the impact of the narrowing of deposit and loan spreads on the risk and performance of commercial banks. It is found that the narrowing of deposit and loan spreads will have a negative impact on the bank's operating performance, but it will also reduce the bank's operating risk. Under the background of narrowing the spread of deposit and loan interest, the bank's risk is positively related to its performance, and with the improvement of macroeconomic environment and the improvement of income diversification, the management performance will be improved accordingly. At the end of the paper, the paper puts forward some policy suggestions on the management performance and risk management of commercial banks under the background of narrowing the spread of deposit and loan interest.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.2
[Abstract]:In order to adapt to the development of economy and finance and promote the optimal allocation of resources, China began to carry out the interest rate marketization reform in 1996. On July 20, 2013, the complete liberalization of the loan interest rate of commercial banks in China is a milestone in the process of interest rate marketization reform in China. To our country loan market interest rate completely liberalizes has the important significance. However, the reform of the marketization of deposit interest rate in our country is relatively slow. This is mainly because once the regulation of deposit interest rate is liberalized, it may further narrow the spread of deposit and loan interest in the credit market, resulting in a decrease in the net interest income of commercial banks. Directly affect the performance of commercial banks; It makes the banking of our country form the thorough market competition mechanism, expands the commercial bank's risk exposure, causes the influence to the commercial bank's risk, finally causes the financial market turbulence. Therefore, it is necessary to study the effect of narrow deposit and loan interest margin on the performance and risk of commercial banks in the process of marketization of deposit interest rate. Therefore, this paper studies the relationship between the narrowing of deposit and loan interest margin and the operating performance and risk of commercial banks under the background of marketization of deposit interest rate, and provides suggestions for the healthy development of commercial banks under the background of narrowing deposit and loan interest rates. The first chapter reviews the domestic and foreign scholars' analysis of the impact of the narrowing of deposit and loan interest margin and the marketization of interest rate on the performance and risk of commercial banks. The second chapter starts with the development process of interest rate marketization, and draws the angle of view of narrowing the interest margin of deposit and loan. This chapter mainly defines the connotation of the narrowing of deposit and loan interest margin, analyzes the change of deposit and loan interest rate marketization and the reason of narrowing deposit and loan interest margin. The third and fourth chapters analyze the current situation of commercial banks' operating performance and risk under the narrowing of deposit and loan interest margin, and analyze theoretically the correlation between the narrowing of deposit and loan interest margin and the performance and risk of commercial banks. In the fifth chapter, we select the panel data of 14 listed commercial banks from 2005 to 2013, and use the GMM model to analyze the impact of the narrowing of deposit and loan spreads on the risk and performance of commercial banks. It is found that the narrowing of deposit and loan spreads will have a negative impact on the bank's operating performance, but it will also reduce the bank's operating risk. Under the background of narrowing the spread of deposit and loan interest, the bank's risk is positively related to its performance, and with the improvement of macroeconomic environment and the improvement of income diversification, the management performance will be improved accordingly. At the end of the paper, the paper puts forward some policy suggestions on the management performance and risk management of commercial banks under the background of narrowing the spread of deposit and loan interest.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.2
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