利率市场化下我国商业银行盈利模式研究

发布时间：2018-04-14 03:19

本文选题：利率市场化 + 商业银行盈利模式　；参考：《山东大学》2016年硕士论文

【摘要】：在我国较长时间的利率约束期间,我国商业银行凭借稳定的利差收入,就能够实现较理想的利润水平。近年来随着我国利率市场化改革的推进,存贷款利率逐渐放开,商业银行无论在资产端还是负债端都将面临着激烈的价格竞争,商业银行长期稳定的净利息收入必然会受到冲击,进而影响到我国商业银行整体的盈利水平及能力,我国商业银行长期以利差收入为主的盈利模式面临前所未有的挑战和影响。是以,在利率市场改革的背景下,商业银行如何寻求盈利模式的转变,以保证其稳定的盈利能力,关系到每家商业银行的生死存亡。本文首先对我国利率市场化改革及其对商业银行的影响进行一般性理论分析,其次对比分析了美国、日本、香港、印度及智利的利率市场化改革实践及商业银行的表现,总结概括经验教训；再次,运用我国16家A股上市商业银行近几年的经营财务数据,首先分析了其总收入构成,然后具体分析了两类收入的构成及变动趋势,描述了我国商业银行盈利模式的现状,并指出其存在的问题。然后,运用14家沪深A股上市商业银行2008年第一季度至2015年第二季度的经营财务数据及指标,运用面板数据多元回归模型,首先分析了净利息收入和中间业务收入对净利润的影响程度,然后对比分析了盈利模式对不同类型商业银行盈利能力的影响程度,得出中间业务收入占比越高有助于提升商业银行的盈利能力,且对不同类型银行的影响程度不同,最后就商业银行盈利模式的转变提出了在注重传统利差业务发展的同时,蓄力发展中间业务,在过程中注意提升自身定价、风险管理、成本控制的能力,力争实现差异化经营的建议。
[Abstract]:During the long period of interest rate constraint, commercial banks in our country can achieve an ideal profit level by virtue of stable interest income.In recent years, with the promotion of market-oriented interest rate reform and the gradual liberalization of deposit and loan interest rates, commercial banks will be faced with fierce price competition, both on the asset side and on the liability side.The long-term stable net interest income of commercial banks is bound to be impacted, which will affect the overall profitability and ability of commercial banks in China. The long-term profit model of commercial banks in China is facing unprecedented challenges and impacts.Therefore, under the background of interest rate market reform, how the commercial banks seek the transformation of profit mode to ensure their stable profitability is related to the survival or death of every commercial bank.This paper first makes a general theoretical analysis of the interest rate marketization reform in China and its impact on commercial banks, and then compares and analyzes the practice of interest rate marketization reform in the United States, Japan, Hong Kong, India and Chile and the performance of commercial banks.Thirdly, using the operating financial data of 16 A-share listed commercial banks in China in recent years, this paper first analyzes the composition of total income, then analyzes the composition and changing trend of the two types of income.This paper describes the current situation of commercial bank profit model in China and points out its existing problems.Then, using the operating financial data and indicators of 14 Shanghai and Shenzhen A-share listed commercial banks from the first quarter of 2008 to the second quarter of 2015, using panel data multiple regression model,This paper first analyzes the influence of net interest income and intermediate business income on net profit, and then compares the influence of profit model on profitability of different types of commercial banks.It is concluded that the higher the proportion of intermediate business income is, the better the profitability of commercial banks is, and the degree of influence on different types of banks is different. Finally, the paper puts forward that the commercial banks should pay attention to the development of traditional interest rate differential business while paying more attention to the change of profit mode of commercial banks.In the process of developing intermediary business, Xu Li should pay attention to improving his own ability of pricing, risk management and cost control, and strive to realize the suggestion of differentiated management.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33

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