【摘要】：為了適應經(jīng)濟金融的發(fā)展促進資源的優(yōu)化配置,我國從1996年起開始進行利率市場化改革。2013年7月20日我國商業(yè)銀行貸款利率完全放開是我國利率市場化改革進程中的里程碑,對我國借貸市場利率的全面放開具有重要意義。而我國存款利率市場化的改革則比較緩慢,這主要是因為存款利率的管制一旦放開可能會使信貸市場的存貸利差進一步收窄,導致商業(yè)銀行的凈利息收入減少,直接影響商業(yè)銀行績效;使我國銀行業(yè)形成徹底的市場競爭機制,擴大商業(yè)銀行的風險敞口,對商業(yè)銀行的風險造成影響,最終引起金融市場的動蕩。因此研究存款利率市場化進程中存貸利差收窄對商業(yè)銀行經(jīng)營績效和風險的影響就顯得十分必要。所以本文研在究存款利率市場化的背景下存貸利差收窄與商業(yè)銀行經(jīng)營績效和風險之間的關(guān)系,并為商業(yè)銀行在存貸利差收窄背景下的健康發(fā)展提供建議。本文第一章回顧了國內(nèi)外學者對存貸利差收窄以及利率市場化對商業(yè)銀行經(jīng)營績效和風險的影響分析,對相關(guān)文獻進行了研究綜述。本文第二章從利率市場化的發(fā)展進程入手,引出本文存貸利差收窄的視角。本章主要界定了存貸利差收窄的內(nèi)涵,分析我國存款和貸款利率市場化的變動情況和存貸利差收窄的原因。第三章和第四章分別分析了存貸利差收窄下商業(yè)銀行經(jīng)營績效以及風險的現(xiàn)狀;并對存貸利差收窄與商業(yè)銀行經(jīng)營績效以及風險的相關(guān)性進行了理論上的分析。第五章從實證的角度出發(fā),有針對性的選取了我國2005-2013年14家上市商業(yè)銀行的面板數(shù)據(jù),利用GMM模型實證分析存貸利差收窄對商業(yè)銀行風險和經(jīng)營績效的影響。研究發(fā)現(xiàn),存貸利差收窄將給銀行經(jīng)營績效帶來消極影響,但同時也會降低銀行經(jīng)營風險。在存貸利差收窄的背景下,銀行的風險與績效正相關(guān),且銀行在風險一定的情況下,隨著宏觀經(jīng)濟環(huán)境的變好以及收入多元化程度的提高,經(jīng)營績效也會相應的提高。文章的最后對存貸利差收窄的背景下商業(yè)銀行的經(jīng)營績效和風險管理提出了相應的政策建議。
[Abstract]:In order to adapt to the development of economy and finance and promote the optimal allocation of resources, China began to carry out the interest rate marketization reform in 1996. On July 20, 2013, the complete liberalization of the loan interest rate of commercial banks in China is a milestone in the process of interest rate marketization reform in China. To our country loan market interest rate completely liberalizes has the important significance. However, the reform of the marketization of deposit interest rate in our country is relatively slow. This is mainly because once the regulation of deposit interest rate is liberalized, it may further narrow the spread of deposit and loan interest in the credit market, resulting in a decrease in the net interest income of commercial banks. Directly affect the performance of commercial banks; It makes the banking of our country form the thorough market competition mechanism, expands the commercial bank's risk exposure, causes the influence to the commercial bank's risk, finally causes the financial market turbulence. Therefore, it is necessary to study the effect of narrow deposit and loan interest margin on the performance and risk of commercial banks in the process of marketization of deposit interest rate. Therefore, this paper studies the relationship between the narrowing of deposit and loan interest margin and the operating performance and risk of commercial banks under the background of marketization of deposit interest rate, and provides suggestions for the healthy development of commercial banks under the background of narrowing deposit and loan interest rates. The first chapter reviews the domestic and foreign scholars' analysis of the impact of the narrowing of deposit and loan interest margin and the marketization of interest rate on the performance and risk of commercial banks. The second chapter starts with the development process of interest rate marketization, and draws the angle of view of narrowing the interest margin of deposit and loan. This chapter mainly defines the connotation of the narrowing of deposit and loan interest margin, analyzes the change of deposit and loan interest rate marketization and the reason of narrowing deposit and loan interest margin. The third and fourth chapters analyze the current situation of commercial banks' operating performance and risk under the narrowing of deposit and loan interest margin, and analyze theoretically the correlation between the narrowing of deposit and loan interest margin and the performance and risk of commercial banks. In the fifth chapter, we select the panel data of 14 listed commercial banks from 2005 to 2013, and use the GMM model to analyze the impact of the narrowing of deposit and loan spreads on the risk and performance of commercial banks. It is found that the narrowing of deposit and loan spreads will have a negative impact on the bank's operating performance, but it will also reduce the bank's operating risk. Under the background of narrowing the spread of deposit and loan interest, the bank's risk is positively related to its performance, and with the improvement of macroeconomic environment and the improvement of income diversification, the management performance will be improved accordingly. At the end of the paper, the paper puts forward some policy suggestions on the management performance and risk management of commercial banks under the background of narrowing the spread of deposit and loan interest.
【學位授予單位】：湖南大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F832.2

【參考文獻】

中國期刊全文數(shù)據(jù)庫 前10條

1 李宏瑾;;利率市場化對商業(yè)銀行的挑戰(zhàn)及應對[J];國際金融研究;2015年02期

2 陸軍;趙越;;存款利率市場化與利率結(jié)構(gòu)變動[J];財貿(mào)研究;2015年01期

3 李仲林;;利率市場化與商業(yè)銀行風險承擔[J];財經(jīng)科學;2015年01期

4 彭星;李斌;黃治國;;存款利率市場化會加劇城市商業(yè)銀行風險嗎——基于中國24家城市商業(yè)銀行數(shù)據(jù)的動態(tài)GMM檢驗[J];財經(jīng)科學;2014年12期

5 陳彥斌;陳小亮;陳偉澤;;利率管制與總需求結(jié)構(gòu)失衡[J];經(jīng)濟研究;2014年02期

6 盛松成;潘曾云;;為什么存款利率上限放寬會使貸款利率上升[J];中國金融;2013年24期

7 巴曙松;嚴敏;王月香;;我國利率市場化對商業(yè)銀行的影響分析[J];華中師范大學學報(人文社會科學版);2013年04期

8 羅熹;;利率市場化下銀行經(jīng)營轉(zhuǎn)型[J];中國金融;2013年03期

9 嚴敏;;利率市場化對中小商業(yè)銀行的影響與對策研究[J];金融發(fā)展研究;2013年01期

10 吳林蔚;沈慶R，

本文編號：2403087