本文選題：存款利率市場(chǎng)化　切入點(diǎn)：商業(yè)銀行　出處：《南京大學(xué)》2013年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：目前,中國(guó)的利率市場(chǎng)化改革已經(jīng)進(jìn)入了推進(jìn)存款利率市場(chǎng)化的最后的攻堅(jiān)階段,存款利率市場(chǎng)化的完成標(biāo)志著利率市場(chǎng)化改革的全面完成。因此,本文采用定性研究和定量研究相結(jié)合的方法對(duì)我國(guó)銀行業(yè)存款利率市場(chǎng)化問(wèn)題進(jìn)行了研究。 為研究我國(guó)銀行業(yè)存款利率市場(chǎng)化問(wèn)題,本文以可貸資金理論以及金融抑制與金融深化理論為理論基礎(chǔ),借鑒國(guó)外存款利率市場(chǎng)化經(jīng)驗(yàn),分析了存款利率市場(chǎng)化對(duì)我國(guó)商業(yè)銀行的影響,并提出了商業(yè)銀行的應(yīng)對(duì)措施。在借鑒國(guó)際經(jīng)驗(yàn)方面,文章一方面對(duì)美國(guó)、日本、中國(guó)臺(tái)灣地區(qū)以及拉美國(guó)家的利率市場(chǎng)化改革進(jìn)行了研究與分析,并總結(jié)了上述國(guó)家利率市場(chǎng)化的經(jīng)驗(yàn)與教訓(xùn),即成功推行利率市場(chǎng)化需要穩(wěn)定的宏觀經(jīng)濟(jì)環(huán)境、完善的金融市場(chǎng)與金融體制以及健全的金融監(jiān)管,同時(shí)應(yīng)當(dāng)分階段有條理地推行利率市場(chǎng)化；另一方面,利用國(guó)際上已經(jīng)完成利率市場(chǎng)化的國(guó)家的數(shù)據(jù)進(jìn)行研究得出：利率市場(chǎng)化以后,在極端情況下,存款利率最高可上升至平均22.22%的水平,最高存款利率增幅為平均11.81%,存貸款利差最小將縮減至2.27%,存款利率的平均波動(dòng)標(biāo)準(zhǔn)差為6.28%。此外,對(duì)數(shù)據(jù)齊全的14個(gè)國(guó)家進(jìn)行面板數(shù)據(jù)分析顯示,一般情況下,利率市場(chǎng)化后,存款利率顯著上升3%�；谏鲜鰧�(shí)證結(jié)果,文章對(duì)存款利率市場(chǎng)化對(duì)我國(guó)商業(yè)銀行的盈利能力以及風(fēng)險(xiǎn)進(jìn)行了分析,存款利率市場(chǎng)化有利于商業(yè)銀行提高經(jīng)營(yíng)效率,同時(shí)要求商業(yè)銀行優(yōu)化業(yè)務(wù)結(jié)構(gòu),加強(qiáng)風(fēng)險(xiǎn)管理,并提出商業(yè)銀行應(yīng)對(duì)利率市場(chǎng)化應(yīng)當(dāng)進(jìn)行利率風(fēng)險(xiǎn)管理改革,加強(qiáng)銀行業(yè)監(jiān)管體制的制度建設(shè),保障存款人的利益,維持金融穩(wěn)定。 本文在研究存款利率市場(chǎng)化的過(guò)程中,主要有如下主要?jiǎng)?chuàng)新之處,一方面,文章根據(jù)可貸資金理論,采用國(guó)際數(shù)據(jù)建立面板數(shù)據(jù)模型,分析了存款利率市場(chǎng)化對(duì)存款利率的影響。另一方面,根據(jù)國(guó)際經(jīng)驗(yàn),對(duì)我國(guó)主要商業(yè)銀行的財(cái)務(wù)報(bào)表數(shù)據(jù)進(jìn)行了分析,得出存款利率市場(chǎng)化對(duì)商業(yè)銀行盈利能力和風(fēng)險(xiǎn)的影響。
[Abstract]:At present, China's interest rate marketization reform has entered the final critical stage of promoting the deposit interest rate marketization. The completion of deposit interest rate marketization marks the overall completion of the interest rate marketization reform. This paper studies the marketization of deposit interest rate in Chinese banking industry by combining qualitative and quantitative studies. In order to study the marketization of deposit interest rate in our banking industry, this paper bases on the theory of loanable funds and the theories of financial suppression and financial deepening, and draws lessons from the experience of foreign countries in the marketization of deposit interest rates. This paper analyzes the influence of the marketization of deposit interest rate on the commercial banks of our country, and puts forward the countermeasures of the commercial banks. This paper studies and analyzes the reform of interest rate marketization in Taiwan region of China and Latin American countries, and summarizes the experiences and lessons of interest rate marketization in these countries, that is, the successful implementation of interest rate marketization needs a stable macroeconomic environment. A sound financial market and financial system, as well as sound financial supervision and control, should, at the same time, implement the marketization of interest rates in a phased and orderly manner; on the other hand, Using international data from countries that have completed interest rate liberalization, it is concluded that after the interest rate is marketized, in extreme cases, the highest deposit rate can rise to an average level of 22.22%. The highest deposit interest rate increases by an average of 11.81%, the minimum deposit and loan interest rate difference will be reduced to 2.27, and the average fluctuation standard deviation of the deposit interest rate will be 6.28. In addition, a panel data analysis of 14 countries with complete data shows that, in general, after the interest rate is marketized, Based on the above empirical results, the paper analyzes the profitability and risks of the marketization of deposit interest rate to commercial banks in China. The marketization of deposit interest rates is beneficial to the commercial banks to improve their operating efficiency. At the same time, commercial banks are required to optimize the business structure and strengthen risk management, and propose that commercial banks should carry out interest rate risk management reform in response to the marketization of interest rates, strengthen the system construction of banking supervision system, and protect the interests of depositors. Maintain financial stability. In the course of studying the marketization of deposit interest rate, this paper mainly has the following main innovations. On the one hand, according to the theory of loanable funds, the paper uses international data to establish panel data model. On the other hand, according to the international experience, the financial statement data of the major commercial banks in China are analyzed. The influence of deposit interest rate marketization on commercial banks' profitability and risk is obtained.
【學(xué)位授予單位】：南京大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F832.1

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