利率市场化对商业银行绩效的影响研究

发布时间：2018-03-14 13:10

本文选题：利率市场化　切入点：商业银行　出处：《广西大学》2017年硕士论文　论文类型：学位论文

【摘要】：2015年10月中国放开了对存款利率上限的管制,这意味着中国利率市场化改革已基本完成。利率市场化改革是金融改革的重中之重,而商业银行是金融体系的关键组成部分,其发展状况与一国金融领域的整体发展密切相关。利率市场化的推进势必会对商业银行的经营绩效产生影响,如何应对利率市场化带来的变革成为商业银行当前要面对的客观问题。因此,探讨利率市场化对商业银行绩效的影响并为商业银行提供相应的应对建议,显得十分必要。本文梳理了中国利率市场化的改革进程,从利差效应、竞争效应和利率波动效应三个方面分析了利率市场化影响中国商业银行绩效的机制和路径,运用直接层面与间接层面相结合的指标体系测算了中国1996-2015年利率市场化改革程度,实证分析了利率市场化对商业银行绩效的影响,并比较了利率改革对不同类型银行的冲击程度。从结果来看,利率市场化对中国商业银行的绩效产生了显著影响,利率市场化与商业银行绩效之间呈现倒U型关系;利率市场化与非国有银行、地方性银行间的倒U型关系显著,与国有银行、全国性银行间的倒U型关系不显著。在此基础上,本文提出了商业银行应对利率市场化改革的建议,主要有:推进业务结构重整、提升经营管理效率和强化风险抵御能力等。
[Abstract]:In October 2015, China liberalized the upper limit of deposit interest rate, which means that China's interest rate marketization reform has been basically completed. Interest rate marketization reform is the most important part of financial reform, and commercial banks are a key component of the financial system. Its development is closely related to the overall development of a country's financial field. The promotion of interest rate marketization will inevitably have an impact on the business performance of commercial banks. How to deal with the change brought by interest rate marketization has become an objective problem for commercial banks. Therefore, this paper discusses the impact of interest rate marketization on commercial banks' performance and provides corresponding suggestions for commercial banks. This paper combs the reform process of China's interest rate marketization, and analyzes the mechanism and path of interest rate marketization affecting the performance of Chinese commercial banks from three aspects: interest rate difference effect, competition effect and interest rate fluctuation effect. This paper calculates the degree of interest rate marketization reform in China from 1996 to 2015 by using the index system combining direct and indirect levels, and analyzes the impact of interest rate marketization on the performance of commercial banks. The impact of interest rate reform on different types of banks is compared. From the results, the marketization of interest rate has a significant impact on the performance of Chinese commercial banks, and the relationship between interest rate marketization and commercial bank performance is inverted U-shaped. The relationship between interest rate marketization and non-state-owned banks and local banks is significant, but it is not significant with state-owned banks and national banks. On this basis, the paper puts forward some suggestions for commercial banks to deal with the reform of market-oriented interest rate. There are mainly: to promote the restructuring of the business structure, improve the efficiency of management and strengthen the ability to resist risks.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42;F832.5

【参考文献】