本文選題：貨幣政策　切入點(diǎn)：商業(yè)銀行收益　出處：《湖南大學(xué)》2012年碩士論文

【摘要】：商業(yè)銀行作為我國金融市場(chǎng)的重要參與者和貨幣政策的重要執(zhí)行人，其生存狀況尤其是盈利狀況受到眾多專家學(xué)者的關(guān)注，專家們從不同的研究視角來觀察商業(yè)銀行盈利，并提出增加商業(yè)銀行盈利的方法建議。本文集中研究商業(yè)銀行作為貨幣政策信貸傳導(dǎo)渠道主要中介，尤其是在我國貨幣傳導(dǎo)渠道效率較低的情況下，貨幣政策變動(dòng)對(duì)商業(yè)銀行會(huì)產(chǎn)生怎樣的影響，程度如何。故本文對(duì)指導(dǎo)商業(yè)銀行如何準(zhǔn)確衡量貨幣政策風(fēng)險(xiǎn)，提高盈利具有重要意義。 本文在回顧貨幣政策傳導(dǎo)機(jī)制理論的基礎(chǔ)上，，完成貨幣政策工具與商業(yè)銀行盈利的相關(guān)性分析，指出存貸利率與存款準(zhǔn)備金率與商業(yè)銀行收益有較強(qiáng)的相關(guān)關(guān)系，然后將實(shí)證分析與理論分析相結(jié)合，以貨幣政策對(duì)商業(yè)銀行收益的影響為研究對(duì)象，利用凈資產(chǎn)收益率等指標(biāo)衡量商業(yè)銀行自身的收益狀況，以存貸款利率和存款準(zhǔn)備金率衡量貨幣政策的強(qiáng)度，收集13家上市商業(yè)銀行的面板數(shù)據(jù)，檢驗(yàn)貨幣政策對(duì)商業(yè)銀行的影響效果，并得出如下結(jié)論：商業(yè)銀行的存貸款利率與商業(yè)銀行凈資產(chǎn)收益率存在正相關(guān)關(guān)系；存款準(zhǔn)備金率與商業(yè)銀行凈資產(chǎn)收益率呈正相關(guān)關(guān)系，而這違反常理的結(jié)論與存貸利差擴(kuò)大密切相關(guān)；溫和通貨膨脹率對(duì)商業(yè)銀行盈利產(chǎn)生正面影響。 在得出上述結(jié)論后，結(jié)合理論分析以及實(shí)證結(jié)果，本文給出如何提高商業(yè)銀行盈利的政策建議。通過加強(qiáng)利率走勢(shì)分析、建立利率風(fēng)險(xiǎn)預(yù)防機(jī)制、防范政策性風(fēng)險(xiǎn)等方式，商業(yè)銀行既可以有效應(yīng)對(duì)貨幣政策變動(dòng)帶來的風(fēng)險(xiǎn)，提高商業(yè)銀行的收益水平。
[Abstract]:As an important participant in our financial market and an important executor of monetary policy, commercial banks have been paid attention to by many experts and scholars. This paper focuses on the study of commercial banks as the main intermediary of monetary policy credit transmission channel, especially in the case of low efficiency of monetary transmission channel in China. Therefore, this paper is of great significance to guide commercial banks to accurately measure monetary policy risks and increase profits. On the basis of reviewing the theory of monetary policy transmission mechanism, this paper analyzes the correlation between monetary policy tools and commercial banks' earnings, and points out that there is a strong correlation between deposit and loan interest rate and deposit reserve ratio and commercial bank income. Then combining the empirical analysis with the theoretical analysis, taking the monetary policy to the commercial bank income as the research object, using the net asset return and other indicators to measure the commercial bank's own income status. The intensity of monetary policy is measured by the interest rate on deposit and loan and the reserve ratio, and the panel data of 13 listed commercial banks are collected to test the effect of monetary policy on commercial banks. The conclusions are as follows: there is a positive correlation between the interest rate of deposit and loan of commercial bank and the rate of return on net assets of commercial bank, the ratio of deposit reserve and the rate of return of net assets of commercial bank have positive correlation, This unnatural conclusion is closely related to the widening of deposit and loan spreads; moderate inflation has a positive impact on commercial banks' earnings. After reaching the above conclusions, combined with the theoretical analysis and empirical results, this paper gives some policy suggestions on how to improve the profitability of commercial banks. Through strengthening the analysis of interest rate trend, establishing the interest rate risk prevention mechanism and preventing policy risks, etc. Commercial banks can effectively deal with the risks brought by the change of monetary policy and improve the income level of commercial banks.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F822.0;F832.33

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