利率市场化进程中商业银行财务稳定性研究

发布时间：2018-01-18 02:20

本文关键词：利率市场化进程中商业银行财务稳定性研究　出处：《南方金融》2013年10期 　论文类型：期刊论文

【摘要】：存贷款利差是我国银行业的主要收入来源和盈利手段,随着利率市场化进程的实质推进,存贷款利差出现了减小的趋势,可能会影响银行的财务稳定性。本文利用我国16家上市银行8年的面板数据进行实证分析和稳健性检验,发现净利息差是影响我国商业银行财务稳定性的决定性因素,其中生息资产利息的影响程度大于计息负债利息。本文对中国工商银行2006-2011年的历史数据进行存贷款利率变动情况下的情景模拟分析,发现贷款利率对银行财务稳定性的影响程度更大,并且中国工商银行某些年份的财务稳定性堪忧。最后本文以贷款额的安全边际率降至10%为财务稳定性的安全临界点,找出贷款利率的定价下限。
[Abstract]:Deposit and loan interest margin is the main source of income and profit means of the banking industry in China. With the progress of interest rate marketization, the interest rate difference between deposit and loan has been reduced. It may affect the financial stability of banks. This paper uses the panel data of 16 listed banks in China for empirical analysis and robustness test. It is found that the net interest difference is the decisive factor affecting the financial stability of commercial banks in China. The influence of interest bearing asset interest is greater than that of interest-bearing liability interest. This paper analyzes the historical data of ICBC from 2006 to 2011 under the situation of deposit and loan interest rate changes. It is found that the impact of loan interest rate on the financial stability of banks is greater. And the financial stability of ICBC in some years is not very good. Finally, this paper takes the margin of loan amount to 10% as the safe critical point of financial stability, and finds out the lower limit of pricing of loan interest rate.
【作者单位】：上海理工大学管理学院;
【分类号】：F830.42
【正文快照】： 一、引言银行稳定性一直是理论界和实务界关注的焦点,传统的研究主要集中在由信用风险、市场风险和操作风险等引发的,最终表现为流动性不足而导致银行破产等方面,而从财务不稳定角度出发探讨银行危机的研究相对较少。通常财务不稳定并不会像流动性那样立刻使银行陷入挤兑甚至

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