【摘要】：2009年各上市商業(yè)銀行在信貸大規(guī)模擴(kuò)張的同時(shí),資本充足率均出現(xiàn)了不同程度的下降從而面臨補(bǔ)充資本金的壓力,于是各上市商業(yè)銀行先后提出了再融資計(jì)劃,從而形成了上市商業(yè)銀行的再融資熱潮。 上市商業(yè)銀行營(yíng)業(yè)收入的80%以上來(lái)源于利息收入,在這種現(xiàn)狀下,利率管制形成的存貸利差使得商業(yè)銀行單純依靠發(fā)放貸款就可以提高營(yíng)業(yè)收入、增加利潤(rùn)。正是較高的存貸利差使得上市商業(yè)銀行不斷地?cái)U(kuò)張信貸規(guī)模,從而需要不斷地融資以補(bǔ)充資本金的不足。 本文分利率管制和利率市場(chǎng)化兩種情況,分別分析了商業(yè)銀行的存貸利差模型,同時(shí)將存貸利差模型引入上市商業(yè)銀行的利潤(rùn)最大化模型并得出了結(jié)論。本文結(jié)論表明：(1)利率管制下將形成一個(gè)固定的存貸利差。商業(yè)銀行利潤(rùn)是銀行信貸規(guī)模的增函數(shù),固定的存貸利差將作為商業(yè)銀行利潤(rùn)與信貸規(guī)模線性關(guān)系的系數(shù),由此導(dǎo)致商業(yè)銀行將通過(guò)擴(kuò)大信貸規(guī)模來(lái)追求利潤(rùn)最大化目標(biāo)。同時(shí),銀行資本金增量與信貸規(guī)模增量之間存在線性關(guān)系(且系數(shù)為正),因此銀行在擴(kuò)張信貸規(guī)模時(shí),需要補(bǔ)充資本金,也即在利率管制下,商業(yè)銀行追求利潤(rùn)最大化的結(jié)果將導(dǎo)致銀行需要不斷補(bǔ)充資本金,從而形成“貸款——再融資——再貸款”的循環(huán)。(2)利率市場(chǎng)化條件下存貸利差是變動(dòng)的。利率水平由市場(chǎng)存款者和貸款者決定,并會(huì)形成一個(gè)不同于利率管制下的存貸利差作為銀行提供中介服務(wù)的價(jià)格。商業(yè)銀行在貸款市場(chǎng)上追求利潤(rùn)最大化時(shí)會(huì)出現(xiàn)一個(gè)最優(yōu)的新增貸款規(guī)模�？芍�,利率市場(chǎng)化條件下,商業(yè)銀行的最大化利潤(rùn)與新增貸款規(guī)模呈現(xiàn)倒U型關(guān)系,不再呈線性關(guān)系(利率管制下呈線性關(guān)系),商業(yè)銀行將不會(huì)單純依靠信貸規(guī)模的擴(kuò)張來(lái)增加利潤(rùn)。
[Abstract]:During the large-scale expansion of credit in 2009, the capital adequacy ratio of each listed commercial bank has declined to varying degrees, thus facing the pressure of replenishing capital, so each listed commercial bank has put forward refinancing plans one after another. As a result, the refinancing boom of listed commercial banks was formed. More than 80% of the operating income of listed commercial banks comes from interest income. In this situation, the deposit and loan interest margin formed by interest rate control makes commercial banks increase their operating income and profits simply by issuing loans. It is the higher deposit and loan interest rate that makes the listed commercial banks expand the credit scale constantly, so they need to continuously raise funds to supplement the shortage of capital. This paper analyzes the deposit and loan interest margin model of commercial banks, and introduces the deposit and loan interest margin model into the profit maximization model of listed commercial banks and draws a conclusion. The conclusions are as follows: (1) there will be a fixed deposit and loan spread under interest rate control. Commercial bank profit is the increasing function of bank credit scale. The fixed deposit and loan interest margin will be the coefficient of linear relationship between commercial bank profit and credit scale, which will lead commercial bank to pursue the goal of profit maximization by expanding credit scale. At the same time, there is a linear relationship between the increment of bank capital and the increment of credit scale (and the coefficient is positive), so banks need to replenish their capital, that is, under the interest rate control, when they expand the credit scale. The result of the commercial bank pursuing the profit maximization will cause the bank to need to replenish the capital continuously, thus form the cycle of "loan-refinancing-reloan". (2) under the interest rate marketization condition, the deposit and loan interest margin is changeable. The level of interest rate is determined by market depositors and lenders, and will form a difference between deposit and loan interest rates under interest rate control as the price of intermediary services provided by banks. When commercial banks pursue profit maximization in loan market, there will be an optimal new loan scale. Under the condition of marketization of interest rate, the maximization profit of commercial banks and the scale of new loans are inversely U-shaped, no longer linear (linear relationship under interest rate control). Commercial banks will not simply rely on the expansion of the scale of credit to increase profits.
【學(xué)位授予單位】：山東大學(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;F224

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