利率市场化背景下商业银行业务结构影响因素的研究

发布时间：2018-03-31 21:07

本文选题：利率市场化　切入点：商业银行业务结构　出处：《山东大学》2016年硕士论文

【摘要】：从2003年我国银行业改革以来,我国银行业的发展水平及盈利情况始终处于各行业前列,商业银行不良贷款率始终保持在较低水平,总体运行平稳。但是,近几年,随着利率市场化的推进、以突破存款管制为主要动力的银行理财及余额宝等金融创新产品迅猛发展、国企改革和地方政府债务管理规范的出台使商业银行资金供给及信贷需求逐年回落。商业银行的利润来源面临很大挑战。以2014年为例,商业银行(包括大型商业银行、股份制商业银行、城市商业银行、农村商业银行和外资银行)总资产、年净利润增速均在下降。国内外已有很多学者对商业银行经营目标的实现渠道进行研究,如收购非银行企业、兼并同业银行、拓展非银行业务及调整商业银行业务结构等。本文从商业银行业务结构这个角度入手,深入剖析商业银行业务结构对商业银行经营目标的作用机制,分析商业银行业务结构的影响因素,试图定量分析商业银行业务结构与各影响因素之间的相关关系。当前学者们对商业银行业务结构影响因素的分析主要是从利差角度、互联网金融、金融脱媒的角度,定性静态的分析。考虑到当前我国商业银行的收入主要为利差收入,结合我国近期加快推进的利率市场化政策,本文试图从理论及实证两方面,着重讨论利率市场化政策对商业银行业务结构的影响作用。本文建立了利率市场化政策对商业银行业务结构、商业银行业务结构对银行经营目标影响的传导机制。本文选取全国275家商业银行2005-2014年的数据对大型商业银行及中小型商业银行分别进行面板数据的固定效应模型分析,探讨利率市场化推进对商业银行业务整体结构及表内业务内部结构(客户规模结构)的影响作用。结果显示,利率市场化进程的推进对于商业银行的业务结构具有显著影响。对大型商业银行与中小型商业银行而言,利率市场化对其业务结构的影响有所不同。一方面,利率市场化进程的推进对大型商业银行的整体业务结构具有显著影响,对于其表内业务结构(客户结构)影响并不显著。另一方面,利率市场化进程的推进对中小型商业银行的表内业务结构具有显著影响,对于其整体业务结构影响并不显著。本文认为,利率市场化会通过价格机制为商业银行形成两种利润增长途径,即发展表外业务及通过开发中小型客户深化发展表内业务。面对两种利润增长途径,大型商业银行侧重于发展表外业务,而中小型商业银行侧重于深化发展表内业务。利率市场化政策的推进形成的以发展表外业务及中小微型客户的多元化业务结构,通过商业银行业务结构对商业银行经营目标影响的传导机制,会对商业银行经营目标产生以下影响：通过效率传导机制,有利于实现范围经济的效应,提升现有资产的运作效率；不利于实现规模经济效应,将提高单位放款资金的管理成本及信息成本。由于表外业务的转换成本低、业务开展期初成本大、监管体系并不完善,以发展表外业务为主的业务结构具有更高的不稳定性,风险较高,不利于商业银行经营目标的实现；而表外业务不受利率波动的影响,该业务结构将降低银行面临的利率不稳定带来的相关风险。
[Abstract]:Since 2003, China's banking industry reform, development level and profitability of China's banking industry has always been in the forefront of the industry, commercial banks non-performing loan rate has remained at a low level, the overall smooth operation. However, in recent years, with the advance of interest rate market, in order to break through the deposit control as the main driving force of financial the balance of treasure and other financial products and rapid development, the reform of state-owned enterprises and local government debt management regulations of the introduction to the commercial bank capital supply and demand for credit fall each year. The profits of commercial banks are facing great challenges. In 2014, commercial banks (including large commercial banks, joint-stock commercial banks, city commercial banks, rural commercial banks and foreign banks) total assets, net profit growth rate in the fall. The channel to achieve many scholars at home and abroad to the commercial bank business objectives of the research, such as the acquisition of Non bank corporate mergers, banks, non banking business expansion and adjustment of business structure of commercial banks. This paper from the angle of commercial banking structure, in-depth analysis of the mechanism of commercial bank business structure of commercial banks target, analysis of commercial banking structure factors, tries to analyze the relationship between the quantitative factors of commercial bank the business structure and the influence. The analysis of the factors influencing the scholars on the business structure of commercial banks is mainly from the angle of spread, Internet banking, financial disintermediation, qualitative analysis of static. Considering the current income of commercial banks in China are mainly interest income, interest rate liberalization policy with China in recent years to accelerate. This paper attempts from two aspects of theory and empirical, focuses on the role of the interest rate market policy influence on the business structure of commercial banks of the Wen Jianli. The business structure of commercial banks interest rate policy, the transmission mechanism of influence of business structure of commercial banks on bank operating target. This paper selects the analysis data of 275 commercial banks in 2005-2014 years of large commercial banks and small and medium-sized commercial banks are panel data fixed effects model, to promote the interest rate market of commercial bank the overall structure and the internal structure in the form of business (customer size structure) effect. Results show that promote the interest rate marketization has significant influence on the business structure of commercial banks. The large commercial banks and small and medium-sized commercial banks, the interest rate market impact on its business structure are different. On the one hand, to promote the process of marketization of interest rate has a significant impact on the overall business structure of commercial banks, the balance sheet business structure (customer structure) and influence Not significant. On the other hand, promote the marketization of interest rate has a significant impact on small and medium-sized commercial banks in the form of business structure, business structure for the overall impact is not significant. This paper argues that the interest rate market through price mechanism for commercial banks to form two profit long diameter, namely the development of OBSA and deepening in the form of business development through the development of small and medium-sized customers. In the face of the two profit growth way, large commercial banks focus on developing business, small and medium sized commercial banks focus on the further development in the form of business. The marketization of interest rate policy in the promotion of the formation to the development of diversified business and small and medium micro scale customers of the business structure, through the the transmission mechanism of commercial bank business structure of commercial banks operating target, will produce the following effects on commercial banks efficiency goal: through the transmission mechanism, is conducive to the realization of fan Around the economic effect, improve the operation efficiency of existing assets; not conducive to achieve economies of scale, will improve the management cost and information cost per unit of loan funds. Because the transfer sheet business cost is low, the business cost at the beginning of the period, the supervision system is not perfect, the business structure to develop OBSA mainly has more high stability, high risk, is not conducive to the realization of business objectives of commercial banks; and sheet business is not affected by fluctuations in interest rates, the business structure will reduce banks face interest rate risk of instability related to bring.

【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】：F832.2

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