【摘要】：為了適應(yīng)經(jīng)濟(jì)金融的發(fā)展促進(jìn)資源的優(yōu)化配置,我國(guó)從1996年起開始進(jìn)行利率市場(chǎng)化改革。2013年7月20日我國(guó)商業(yè)銀行貸款利率完全放開是我國(guó)利率市場(chǎng)化改革進(jìn)程中的里程碑,對(duì)我國(guó)借貸市場(chǎng)利率的全面放開具有重要意義。而我國(guó)存款利率市場(chǎng)化的改革則比較緩慢,這主要是因?yàn)榇婵罾实墓苤埔坏┓砰_可能會(huì)使信貸市場(chǎng)的存貸利差進(jìn)一步收窄,導(dǎo)致商業(yè)銀行的凈利息收入減少,直接影響商業(yè)銀行績(jī)效;使我國(guó)銀行業(yè)形成徹底的市場(chǎng)競(jìng)爭(zhēng)機(jī)制,擴(kuò)大商業(yè)銀行的風(fēng)險(xiǎn)敞口,對(duì)商業(yè)銀行的風(fēng)險(xiǎn)造成影響,最終引起金融市場(chǎng)的動(dòng)蕩。因此研究存款利率市場(chǎng)化進(jìn)程中存貸利差收窄對(duì)商業(yè)銀行經(jīng)營(yíng)績(jī)效和風(fēng)險(xiǎn)的影響就顯得十分必要。所以本文研在究存款利率市場(chǎng)化的背景下存貸利差收窄與商業(yè)銀行經(jīng)營(yíng)績(jī)效和風(fēng)險(xiǎn)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(guó)內(nèi)外學(xué)者對(duì)存貸利差收窄以及利率市場(chǎng)化對(duì)商業(yè)銀行經(jīng)營(yíng)績(jī)效和風(fēng)險(xiǎn)的影響分析,對(duì)相關(guān)文獻(xiàn)進(jìn)行了研究綜述。本文第二章從利率市場(chǎng)化的發(fā)展進(jìn)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(guó)存款和貸款利率市場(chǎng)化的變動(dòng)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(yíng)績(jī)效以及風(fēng)險(xiǎn)的現(xiàn)狀;并對(duì)存貸利差收窄與商業(yè)銀行經(jīng)營(yíng)績(jī)效以及風(fēng)險(xiǎn)的相關(guān)性進(jìn)行了理論上的分析。第五章從實(shí)證的角度出發(fā),有針對(duì)性的選取了我國(guó)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(shí)證分析存貸利差收窄對(duì)商業(yè)銀行風(fēng)險(xiǎn)和經(jīng)營(yíng)績(jī)效的影響。研究發(fā)現(xiàn),存貸利差收窄將給銀行經(jīng)營(yíng)績(jī)效帶來(lái)消極影響,但同時(shí)也會(huì)降低銀行經(jīng)營(yíng)風(fēng)險(xiǎn)。在存貸利差收窄的背景下,銀行的風(fēng)險(xiǎn)與績(jī)效正相關(guān),且銀行在風(fēng)險(xiǎn)一定的情況下,隨著宏觀經(jīng)濟(jì)環(huán)境的變好以及收入多元化程度的提高,經(jīng)營(yíng)績(jī)效也會(huì)相應(yīng)的提高。文章的最后對(duì)存貸利差收窄的背景下商業(yè)銀行的經(jīng)營(yíng)績(jī)效和風(fēng)險(xiǎn)管理提出了相應(yīng)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(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】：2015
【分類號(hào)】：F832.2

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