Shibor对不同规模银行贷款利率的影响研究——以河南省为例
发布时间：2018-09-09 15:18
【摘要】：基层金融机构贷款利率定价仍过度依靠基准利率。以河南为例,运用协整分析、脉冲响应分析等方法,刻画了Shibor对不同规模银行业金融机构的长期、短期影响,结果表明,国有商业银行、股份制商业银行贷款利率对Shibor较敏感,而农村信用社和城市商业银行对Shibor的反应较弱或影响不明显。未来利率市场化的难点仍在基层,并据此提出了推进利率市场化的建议。
[Abstract]:The pricing of interest rates on loans from grassroots financial institutions is still over-dependent on benchmark interest rates. Taking Henan Province as an example, using co-integration analysis and impulse response analysis, this paper describes the long-term and short-term effects of Shibor on different scale banking financial institutions. The results show that the loan interest rates of state-owned commercial banks and joint-stock commercial banks are more sensitive to Shibor. Rural credit cooperatives and urban commercial banks have a weak response to Shibor or the impact is not obvious. The difficulty of interest rate marketization in the future is still at the grassroots level, and the suggestion of promoting interest rate marketization is put forward accordingly.
【作者单位】： 中国人民银行周口市中心支行;
【分类号】：F832.3;F832.51
[Abstract]:The pricing of interest rates on loans from grassroots financial institutions is still over-dependent on benchmark interest rates. Taking Henan Province as an example, using co-integration analysis and impulse response analysis, this paper describes the long-term and short-term effects of Shibor on different scale banking financial institutions. The results show that the loan interest rates of state-owned commercial banks and joint-stock commercial banks are more sensitive to Shibor. Rural credit cooperatives and urban commercial banks have a weak response to Shibor or the impact is not obvious. The difficulty of interest rate marketization in the future is still at the grassroots level, and the suggestion of promoting interest rate marketization is put forward accordingly.
【作者单位】： 中国人民银行周口市中心支行;
【分类号】：F832.3;F832.51
【参考文献】
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1 方先明;花e，
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