利率市场化对中小上市银行盈利模式的影响研究

发布时间：2018-04-11 00:37

本文选题：利率市场化 + 中小上市银行　；参考：《华侨大学》2017年硕士论文

【摘要】：目前,我国经济发展已进入了新常态,经济结构正发生深度调整,经济增速缓慢。我国的利率市场化改革的收官就是在此大背景下推进的,这使我国中小上市银行以利差收入为主的传统盈利模式受到极大的冲击,我国银行业未来的竞争更加激烈。相比大型国有银行,中小上市银行资本规模小,更依赖利差收入,面临的风险与机遇更为突出。因此,在利率市场化逐步完善的背景下,中小上市银行应如何寻求盈利模式的转变来保证其稳定的收益,实现可持续健康发展,至关重要。本文采用多种分析工具,深入分析了利率市场化下我国中小上市银行盈利模式的现状与存在的问题。现状具体体现为:净利息收入占比较高;中间业务虽然呈增长趋势,但占比偏低;利息收入对存贷业务依赖性较大;中间业务发展滞后,仍以传统的业务为主。存在的问题主要体现在传统业务受到冲击;不良贷款率攀升增加了信用风险;中间业务同质化严重;为了收益而盲目扩张。同时,总结了利率市场化对中小上市银行的积极影响和消极影响。积极影响体现为促进其公平竞争、优化业务结构、完善管理机制和推动金融创新;消极影响体现为冲击其经营发展、客户结构、定价能力,增加风险和加大资产负债管理的难度。在把中小上市银行的样本划分为股份制银行和城市商业银行的基础上,以2008-2016年最新年报的季度数据为样本,运用面板数据模型进行系统实证分析。结果表明利率市场化可以促进中小上市银行盈利模式的转型,它对城商行盈利模式的影响要大于股份制银行;存贷比的提高、货币供应量增加、成本收入比降低对中小上市银行盈利模式具有积极影响;但中小上市银行资产规模的扩大、不良贷款率的提升对其盈利模式的转型具有负面影响。最后较详细地归纳研究结论,并对利率市场化下中小上市银行盈利模式的转型提出了建议。具体包括:实施差异化经营策略、创新传统业务盈利模式、提升风险管控能力、加强资产负债的有效管理和提高资产定价能力。
[Abstract]:At present, China's economic development has entered the new normal, the economic structure is undergoing deep adjustment, the economic growth rate is slow.The closing officer of interest rate marketization reform in our country is pushed forward under this background, which makes the traditional profit mode of medium and small listed banks with interest rate difference income as the main subject, and the competition of our country's banking industry in the future is more intense.Compared with large state-owned banks, medium and small listed banks have smaller capital size, more reliance on interest income, and more prominent risks and opportunities.Therefore, under the background of interest rate marketization, it is very important for small and medium-sized listed banks to seek the transformation of profit mode to ensure their stable income and realize sustainable and healthy development.This paper analyzes the current situation and existing problems of the profit model of the small and medium-sized listed banks in China under the interest rate marketization by using a variety of analytical tools.The current situation is as follows: the net interest income is relatively high; although the intermediate business is growing, but the proportion is low; the interest income is more dependent on the deposit and loan business; the development of intermediate business is lagging behind, and the traditional business is still the main business.The existing problems are mainly reflected in the impact on the traditional business; the increase of non-performing loan ratio increases the credit risk; the homogeneity of intermediate business is serious; and the blind expansion for profit.At the same time, it summarizes the positive and negative effects of interest rate marketization on medium and small listed banks.The positive impact is to promote its fair competition, optimize its business structure, perfect its management mechanism and promote financial innovation, while its negative effects are reflected in its impact on its business development, customer structure and pricing ability.Increase risk and increase the difficulty of asset liability management.On the basis of dividing the sample of medium and small listed banks into joint-stock banks and city commercial banks, this paper takes the quarterly data of the latest annual report of 2008-2016 as the sample, and uses panel data model to carry out systematic empirical analysis.The results show that the marketization of interest rate can promote the transformation of the profit mode of the small and medium-sized listed banks, and its influence on the profit model of the city commercial banks is greater than that of the joint-stock banks, and the increase of deposit / loan ratio, the increase of the money supply,The reduction of cost-income ratio has a positive impact on the profit model of the small and medium-sized listed banks, but the expansion of the assets of the small and medium-sized listed banks and the increase of the non-performing loan ratio have a negative impact on the transformation of the profit model.Finally, the conclusion of the study is summarized in detail, and some suggestions are put forward for the transformation of profit mode of small and medium-sized listed banks under the interest rate marketization.It includes: implementing the strategy of differentiated management, innovating the traditional business profit model, improving the ability of risk management, strengthening the effective management of assets and liabilities and improving the ability of asset pricing.
【学位授予单位】：华侨大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.5;F832.33;F830.42

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