央行利率管制对商业银行净息差影响效应的实证研究

发布时间：2018-04-19 00:28

本文选题：基准利率 + 银行净息差　；参考：《福建师范大学》2014年硕士论文

【摘要】：本文基于相关理论,以中国商业银行数据为样本数据,研究在利率市场化进程中央行利率管制对我国商业银行净息差的影响,比较央行利率对大型国有商业银行和股份制银行盈利能力的影响程度,从微观层面探讨了银行盈利与央行利率管制利率的关系,通过大型国有商业银行和股份制银行实证结果的对比,分析我国利率市场化改革对各类商业银行的影响程度。本文基于做市商模型理论,通过研究利息理论、早期银行净息差理论,分析央行利率管制的意义和重要性以及研究影响净息差的主要因素,为实证检验做好铺垫。在实证方面,本文将中国16家主要上市银行划分为5家大型国有商业银行和11家股份制银行,选取各类银行2000年至2012年的相关金融数据进行面板分析,采用固定效应模型,得出央行利率对净息差的影响程度和影响效应,同时分析经济增长、货币供给程度等宏观因素对净息差的影响效应。结果表明,央行利率管制与商业银行净息差之间存在双向、复杂的互动关系,相对于股份制银行来说,央行利率管制对大型国有商业银行作用较强,股份制银行受央行利率影响程度较轻。当前中国正处于体制转轨和金融深化的复杂环境中,利率市场化逐步推进,金融市场进一步放开,中国银行迫切需要审时度势,合理转型,做好充足的准备迎接国内外金融机构的冲击,全力应对当前复杂的经济形势。
[Abstract]:Based on the relevant theories, this paper studies the influence of central bank interest rate regulation on the net interest margin of Chinese commercial banks in the process of interest rate marketization, taking the data of Chinese commercial banks as sample data.By comparing the influence of central bank interest rate on profitability of large state-owned commercial banks and joint-stock banks, the relationship between bank profits and interest rate control by the central bank is discussed from the micro level.By comparing the empirical results between large state-owned commercial banks and joint-stock banks, this paper analyzes the influence of interest rate marketization on all kinds of commercial banks.Based on the theory of market maker model, this paper analyzes the significance and importance of central bank interest rate regulation and the main factors influencing net interest margin by studying interest rate theory and early bank net interest rate theory.In the empirical aspect, 16 main listed banks in China are divided into 5 large state-owned commercial banks and 11 joint-stock banks. The relevant financial data of all kinds of banks from 2000 to 2012 are analyzed by panel analysis, and the fixed effect model is adopted.The influence degree and effect of central bank interest rate on net interest margin are obtained. At the same time, the effects of macro factors such as economic growth and money supply on net interest margin are analyzed.The results show that there is a two-way and complex interaction between the central bank interest rate regulation and the net interest margin of commercial banks. Compared with the joint-stock banks, the central bank interest rate control has a stronger effect on large state-owned commercial banks.Joint-stock banks by the central bank interest rate impact degree is lighter.At present, China is in a complex environment of system transition and financial deepening, interest rate marketization is gradually advancing, and the financial market is further liberalized. Chinese banks urgently need to gauge the situation and make a rational transformation.Fully prepare for the impact of domestic and foreign financial institutions, and fully deal with the current complex economic situation.
【学位授予单位】：福建师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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