央行基準(zhǔn)利差與銀行績效相關(guān)性研究
發(fā)布時間：2019-04-16 15:35
【摘要】：銀行作為金融體系的核心，其經(jīng)營績效不僅在微觀上直接影響自身的經(jīng)營狀況，而且在宏觀上影響社會資金的優(yōu)化配置。我國商業(yè)銀行從計(jì)劃經(jīng)濟(jì)體制中走過來，已經(jīng)習(xí)慣了依靠有利的政策獲得超額的利潤，以存貸利差為主要收入來源的傳統(tǒng)盈利模式仍然沒有改變。央行為達(dá)到調(diào)控目標(biāo)，頻繁的逆經(jīng)濟(jì)形勢調(diào)整存貸款基準(zhǔn)利率，基準(zhǔn)利率不僅是宏觀調(diào)控國民經(jīng)濟(jì)的重要工具，而且建立在基準(zhǔn)利率基礎(chǔ)之上的基準(zhǔn)利差深深地影響著商業(yè)銀行的績效。 首先，本文在介紹利差及銀行績效的相關(guān)理論基礎(chǔ)上，定性的分析基準(zhǔn)利差對銀行績效的作用機(jī)制；其次，通過構(gòu)建的績效評價指標(biāo)體系，利用因子分析法對2007-2011年16家商業(yè)銀行的績效作出綜合評價，并將最后的績效得分作為被解釋變量進(jìn)行下文的回歸分析；再次，，利用計(jì)量經(jīng)濟(jì)學(xué)方法，建立面板數(shù)據(jù)模型對基準(zhǔn)利差與銀行績效的相關(guān)性進(jìn)行回歸分析。結(jié)果表明：基準(zhǔn)利差對我國商業(yè)銀行績效的影響隨所有權(quán)性質(zhì)的不同而不同，國有商業(yè)銀行績效與基準(zhǔn)利差存在顯著的負(fù)相關(guān)關(guān)系，非國有商業(yè)銀行績效與基準(zhǔn)利差存在不顯著的正相關(guān)關(guān)系。為明確產(chǎn)生差異的原因，本文進(jìn)行了深入分析，其中理論分析發(fā)現(xiàn)國有、非國有商業(yè)銀行績效變動方向不同的原因在于兩者的凈利息收入、非利息收入變動速度不一致；實(shí)證分析發(fā)現(xiàn)基準(zhǔn)利差對國有商業(yè)銀行與非國有商業(yè)銀行績效影響的顯著性差異是由凈利息收入變動引起的，兩者共同解釋了實(shí)證回歸的結(jié)果。最后，針對實(shí)證結(jié)果給出相應(yīng)的政策建議。
[Abstract]:As the core of the financial system, the bank's performance is not only on the micro-scale, but also the optimal allocation of social funds. The commercial banks of our country come from the planned economic system, have used to rely on the favourable policy to get the excess profit, the traditional profit mode that the deposit and loan spreads the main income source still has not changed. In order to achieve the goal of regulation and control, the central bank adjusts the benchmark interest rate of the deposit loan with frequent reverse economic situation. The benchmark interest rate is not only an important tool for macro-control of the national economy, but also the benchmark interest difference based on the benchmark interest rate is deeply influenced by the performance of the commercial bank. First, on the basis of introducing the relevant theories of the difference and the bank's performance, this paper makes a qualitative analysis of the role mechanism of the benchmark interest difference on the performance of the bank, and then, through the construction of the performance evaluation index system, the paper makes a comprehensive evaluation on the performance of the 16 commercial banks in 2007-2011 by using the factor analysis method. Price, and the final performance score is used as the explained variable for the following regression analysis; again, using the econometrics method, the correlation between the benchmark interest difference and the bank's performance is set up by using the econometrics method. The results show that the effect of the benchmark profit on the performance of the commercial bank of our country is different from the property of the ownership, and the performance of the state-owned commercial banks has a significant negative correlation with the benchmark profit, and the performance of the non-state-owned commercial banks is not significantly related to the benchmark profit. In order to clarify the cause of the difference, this paper makes an in-depth analysis, in which the theoretical analysis shows that the change of the performance of the state-owned and non-state-owned commercial banks is different from the net interest income of the two, and the fluctuation of the non-interest income is different The results show that the difference in the performance of state-owned commercial banks and non-state-owned commercial banks is caused by the change of net interest income. Finally, the corresponding policy construction is given for the empirical results.
【學(xué)位授予單位】：中原工學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.1;F832.33
本文編號：2458891
[Abstract]:As the core of the financial system, the bank's performance is not only on the micro-scale, but also the optimal allocation of social funds. The commercial banks of our country come from the planned economic system, have used to rely on the favourable policy to get the excess profit, the traditional profit mode that the deposit and loan spreads the main income source still has not changed. In order to achieve the goal of regulation and control, the central bank adjusts the benchmark interest rate of the deposit loan with frequent reverse economic situation. The benchmark interest rate is not only an important tool for macro-control of the national economy, but also the benchmark interest difference based on the benchmark interest rate is deeply influenced by the performance of the commercial bank. First, on the basis of introducing the relevant theories of the difference and the bank's performance, this paper makes a qualitative analysis of the role mechanism of the benchmark interest difference on the performance of the bank, and then, through the construction of the performance evaluation index system, the paper makes a comprehensive evaluation on the performance of the 16 commercial banks in 2007-2011 by using the factor analysis method. Price, and the final performance score is used as the explained variable for the following regression analysis; again, using the econometrics method, the correlation between the benchmark interest difference and the bank's performance is set up by using the econometrics method. The results show that the effect of the benchmark profit on the performance of the commercial bank of our country is different from the property of the ownership, and the performance of the state-owned commercial banks has a significant negative correlation with the benchmark profit, and the performance of the non-state-owned commercial banks is not significantly related to the benchmark profit. In order to clarify the cause of the difference, this paper makes an in-depth analysis, in which the theoretical analysis shows that the change of the performance of the state-owned and non-state-owned commercial banks is different from the net interest income of the two, and the fluctuation of the non-interest income is different The results show that the difference in the performance of state-owned commercial banks and non-state-owned commercial banks is caused by the change of net interest income. Finally, the corresponding policy construction is given for the empirical results.
【學(xué)位授予單位】：中原工學(xué)院
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.1;F832.33
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