利率政策对我国商业银行经营绩效的影响研究

发布时间：2018-05-28 13:13

本文选题：利率政策 + 商业银行　；参考：《首都经济贸易大学》2017年硕士论文

【摘要】：本文主要研究利率政策对商业银行经营绩效的影响问题。虽然我国当前已从名义上走完了利率市场化的“最后一公里”,但距离实际上完成利率市场化还有很长的路要走。近年来,国家根据当前经济形势和变化,使用利率工具频繁调整利率政策,达到调控经济的目的。商业银行作为金融市场中最重要的中介体,搭起了国家宏观金融政策和市场微观金融活动的桥梁’’。所以研究利率政策对商业银行经营绩效的影响,并通过实证方法来分析具有一定的积极意义。同时,对央行的政策调控和商业银行的经营活动也有相应的借鉴和参考。本文首先从理论分析角度对文中涉及的概念,包括利率政策、商业银行经营绩效、绩效评价方法、利率政策传导机制等进行详细的阐述,在事实分析方面介绍了我国当前利率政策的实施现状和商业银行的经营绩效现状之后,对两者之间的关系用图表进行了清晰的对比与分析,进而以我国A股上市的16家商业银行2007年-2015年数据为研究样本,通过主成分分析法计算各家银行的经营绩效,使用各个商业银行每年财务报表上公布的净利差数值作为利率政策的代表指标,利用Stata12.0软件,通过构建面板模型,选择用个体固定效应模型回归分析研究利率政策对商业银行经营绩效的影响。研究结果表明:商业银行的净利差对其经营绩效在当期有显著的正向影响,在滞后一期有显著的负向影响。对此得出建议:商业银行应在利率市场化的环境下合理定价,保持合理的存贷差范围,同时提高预测利率变动趋势的能力,建立利率风险防范机制,多渠道差异化经营,加大金融创新力度,深化金融的混业经营,全面提高商业银行经营绩效。
[Abstract]:This paper mainly studies the impact of interest rate policy on the performance of commercial banks. Although our country has finished the "last kilometer" of interest rate marketization in name at present, there is still a long way to go to complete the interest rate marketization. In recent years, according to the current economic situation and changes, the state frequently adjusts the interest rate policy with interest rate instruments to achieve the purpose of regulating and controlling the economy. As the most important intermediary in the financial market, commercial banks have set up a bridge between the national macro-financial policy and the market micro-financial activities. Therefore, it is of positive significance to study the impact of interest rate policy on the performance of commercial banks. At the same time, the central bank's policy control and commercial bank business activities are also relevant reference and reference. In this paper, the concepts involved in this paper, including interest rate policy, business performance of commercial banks, performance evaluation methods, transmission mechanism of interest rate policy and so on, are described in detail from the perspective of theoretical analysis. After introducing the current situation of the implementation of interest rate policy and the operating performance of commercial banks, the paper makes a clear comparison and analysis of the relationship between the two. Based on the data of 16 commercial banks listed in A shares from 2007 to 2015, the paper calculates the operating performance of each bank by principal component analysis. Using the net interest margin published in the annual financial statements of commercial banks as the representative of interest rate policy, using Stata12.0 software, through the construction of panel model, This paper chooses the individual fixed effect model regression analysis to study the impact of interest rate policy on the performance of commercial banks. The results show that the net interest margin of commercial banks has a significant positive impact on their operating performance in the current period and a significant negative impact in the lag period. It is suggested that commercial banks should make reasonable pricing in the environment of interest rate marketization, maintain a reasonable range of deposit and loan difference, improve the ability to predict the trend of interest rate change, establish interest rate risk prevention mechanism, and manage differently through multiple channels. We will intensify financial innovation, deepen the mixed operation of finance, and comprehensively improve the operating performance of commercial banks.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F822.0;F832.33

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