本文關(guān)鍵詞： 凈利差 商業(yè)銀行 中間收入 信貸周期性　出處：《廣東商學(xué)院》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行凈利差是商業(yè)銀行研究的重要問題之一，，商業(yè)銀行股份制改革以來，商業(yè)銀行金融產(chǎn)品的增加和表外業(yè)務(wù)的興起，加劇了宏觀經(jīng)濟(jì)周期的波動(dòng)，不利于商業(yè)銀行的穩(wěn)定。通過對(duì)凈利差的研究能夠?yàn)樯虡I(yè)銀行提供更好的政策建議。 通過對(duì)國(guó)內(nèi)外文獻(xiàn)的分析和利差決定模型因素的提取，最終確定了7個(gè)影響凈利差的因素，這些因素包括：銀行業(yè)集中度、信用風(fēng)險(xiǎn)、營(yíng)運(yùn)成本、資本充足率、存貸利差、表外業(yè)務(wù)和信貸周期性選擇。然后建立了2003年到2011年國(guó)內(nèi)商業(yè)銀行的面板數(shù)據(jù)，分別對(duì)面板數(shù)據(jù)進(jìn)行了穩(wěn)定性檢驗(yàn)、回歸分析和主成分分析，最后得到凈利差的表內(nèi)關(guān)鍵影響因素是：信用風(fēng)險(xiǎn)、運(yùn)營(yíng)成本。第五章分析了表外業(yè)務(wù)對(duì)凈利差的影響，通過數(shù)據(jù)處理分析得到中間收入對(duì)凈利差有擠出效應(yīng)。第六章分析了信貸周期性選擇對(duì)凈利差的影響，信貸順周期選擇會(huì)放大中間收入對(duì)凈利差的擠出效應(yīng)。通過以上的研究結(jié)果得出結(jié)論：影響商業(yè)銀行凈利差的表內(nèi)關(guān)鍵影響因素是信用風(fēng)險(xiǎn)和運(yùn)營(yíng)成本；影響商業(yè)銀行凈利差的表外關(guān)鍵影響因素是表外業(yè)務(wù)和信貸周期性選擇，當(dāng)商業(yè)銀行信貸順周期運(yùn)行時(shí)會(huì)增加表外業(yè)務(wù)對(duì)凈利差的擠出效應(yīng)。最后得出政策建議：商業(yè)銀行應(yīng)該加強(qiáng)銀行營(yíng)運(yùn)成本管理和風(fēng)險(xiǎn)管理，并實(shí)行信貸逆周期選擇。
[Abstract]:The net interest margin of commercial banks is one of the most important issues in the research of commercial banks. Since the reform of joint-stock system of commercial banks, the increase of financial products and the rise of off-balance-sheet business of commercial banks have aggravated the fluctuation of macroeconomic cycle. It is not good for the stability of commercial banks. Through the study of net interest margin, it can provide better policy advice for commercial banks. Through the analysis of domestic and foreign literature and the extraction of the factors of the determinant model of interest difference, seven factors affecting the net interest margin are determined, which include: banking concentration, credit risk, operating cost. Capital adequacy ratio, deposit and loan spreads, off-balance-sheet business and credit cyclical selection. Then we establish the panel data of domestic commercial banks from 2003 to 2011, and test the stability of panel data respectively. Finally, the key influencing factors of net interest margin are: credit risk, operating cost. Chapter 5th analyzes the influence of off-balance-sheet business on net interest margin. Through the analysis of data processing, we find that the intermediate income has the effect of crowding out the net interest margin. Chapter 6th analyzes the influence of the cyclical choice of credit on the net interest margin. Credit pro-cycle selection will amplify the crowding out effect of intermediate income on net interest margin. The conclusion is drawn from the above research results: credit risk and operating cost are the key factors influencing the net interest margin of commercial banks; The key factors influencing the net interest margin of commercial banks are off-balance-sheet business and credit cyclical selection. When commercial bank credit runs in a pro-cyclical manner, it will increase the squeeze effect of off-balance-sheet business on net interest margin. Finally, the policy recommendations are drawn: commercial banks should strengthen the management of bank operating costs and risk management. And the implementation of the reverse cycle of credit selection.
【學(xué)位授予單位】：廣東商學(xué)院
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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