本文選題：利率市場化 + 商業(yè)銀行��； 參考：《山東大學》2017年碩士論文

【摘要】：利率作為資金的價格,是現代金融體系最重要的經濟變量之一。作為調控經濟的重要手段,國家的宏觀調控也經常利用利率的傳導作用來實現其促進經濟增長和穩(wěn)定物價的目的。利率的發(fā)展趨勢是市場化改革,而利率市場化背景下的利率波動會對金融工具、金融機構、金融市場甚至整個經濟的發(fā)展造成非常重要的影響。從世界以及我國利率的發(fā)展進程上來看,利率經過了由政府管制到由市場決定的發(fā)展過程。1996年6月1日,中國人民銀行放開了對于銀行間同業(yè)拆借利率的管制,標志著我國利率市場化正式開始,之后的利率市場化改革也隨著金融體制的改革不斷走向縱深,今天我國央行對貸款利率和存款利率的管制都已經取消,存貸款利率可以在一定程度上加以浮動。在當今利率市場化改革背景下,利率作為影響商業(yè)銀行績效的關鍵變量,其變動對上市銀行的經營績效具有決定性的影響,因此研究上市銀行的經營績效勢必繞不開利率市場化與利率波動的問題。在利率市場化改革的進程中,研究利率市場化與利率波動對于我國上市銀行總體以及不同類型的商業(yè)銀行經營績效的不同影響,不僅有利于上市銀行適應新背景下銀行業(yè)總體的經營環(huán)境,積極借鑒同層次的商業(yè)銀行的發(fā)展經驗,高效地應對利率市場的不斷波動,而且對于降低社會資金融通的摩擦成本,提升經濟的運行效率,減少金融市場資源錯配現象,具有十分重要的意義。本文選取了我國]6家上市商業(yè)銀行2008-2015年的相關面板數據,運用了定性分析、定量分析以及比較分析相結合的分析方法研究了利率市場化與利率波動對上市商業(yè)銀行經營績效的影響。文章首先對利率市場化與利率波動條件下的樣本銀行總體的經營績效進行了計量分析,然后將上市商業(yè)銀行的數據分為四大國有銀行、全國性股份制銀行、城商銀行三種類型,并分別進行了比較分析。最后根據實證分析的相關結果,提出了在利率市場化與利率波動的背景下不同類型的商業(yè)銀行提高經營績效的政策建議。研究結果表明:利率市場化系數R對樣本銀行總體的績效指標總資產收益率ROA具有顯著的正向影響,而且對城市商業(yè)銀行的影響要比對四大國有銀行以及股份制銀行的影響更大。利率市場化系數R對樣本銀行總體以及城市商業(yè)銀行的績效指標不良貸款率NPL具有顯著影響,且影響系數為負,而對于四大國有銀行以及股份制銀行影響并不顯著。名義利差NS與樣本銀行總體、股份制銀行、城商行的ROA都具有負相關的關系,與四大國有銀行以及城商行的NPL也具有負相關的關系。然而研究結果也同時顯示,名義利差NS對于四大國有銀行的資產收益率以及股份制銀行的不良貸款率并沒有顯著的影響。
[Abstract]:As the price of funds, interest rate is one of the most important economic variables in modern financial system. As an important means to adjust and control the economy, the national macro-control often uses the transmission of interest rate to achieve the purpose of promoting economic growth and stabilizing prices. The development trend of interest rate is marketization reform, and the fluctuation of interest rate under the background of interest rate marketization will have a very important impact on the development of financial instruments, financial institutions, financial markets and even the whole economy. From the point of view of the development of interest rates in the world and in China, interest rates have gone through a process of development from government regulation to market decisions. On June 1, 1996, the people's Bank of China liberalized the control of interbank lending rates. Marking the official beginning of interest rate marketization in our country, the interest rate marketization reform after that has also gone deep along with the reform of the financial system. Today, the central bank has abolished the control of the interest rate on loans and the interest rate on deposits. Interest rates on deposits and loans can be fluctuated to a certain extent. Under the background of interest rate marketization reform, interest rate, as a key variable affecting the performance of commercial banks, has a decisive impact on the operating performance of listed banks. Therefore, the study of the operating performance of listed banks is bound to go around the interest rate marketization and interest rate fluctuations. In the process of interest rate marketization reform, this paper studies the different influences of interest rate marketization and interest rate fluctuation on the overall performance of listed banks in China, as well as on the operating performance of different types of commercial banks. It is not only beneficial to the listed banks to adapt to the overall operating environment of the banking industry under the new background, to actively learn from the development experience of the commercial banks at the same level, but also to effectively cope with the constant fluctuations in the interest rate market, and to reduce the frictional cost of social capital financing. It is of great significance to improve the efficiency of economy and reduce the mismatch of financial market resources. This paper selects the relevant panel data of 6 listed commercial banks in China from 2008 to 2015, and applies qualitative analysis. Quantitative analysis and comparative analysis are combined to study the impact of interest rate liberalization and interest rate fluctuation on the operating performance of listed commercial banks. This paper first analyzes the overall operating performance of the sample banks under the conditions of interest rate liberalization and interest rate fluctuation, and then divides the data of listed commercial banks into four types: the state-owned banks, the national joint-stock banks and the City Merchants Bank. A comparative analysis was carried out respectively. Finally, according to the relevant results of empirical analysis, this paper puts forward some policy recommendations for different types of commercial banks to improve their operating performance under the background of interest rate liberalization and interest rate fluctuation. The results show that the interest rate marketization coefficient R has a significant positive effect on the total asset yield (ROA) of the sample banks. Moreover, it has more influence on the city commercial banks than on the big four state-owned banks and stock-holding banks. The interest rate marketization coefficient R has significant influence on the NPL of the sample banks and the city commercial banks' performance index, and the influence coefficient is negative, but it has no significant effect on the four state-owned banks and the joint-stock banks. The nominal spread NS has a negative correlation with the sample bank, the stock bank, the city commercial bank's ROA, and has the negative correlation with the four state-owned banks and the city commercial bank's NPL. However, the results also show that nominal interest rate NS has no significant effect on the return on assets of the four state-owned banks and the non-performing loan ratio of the joint-stock banks.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.33;F832.5

【相似文獻】

相關期刊論文 前10條

1 查恒亮;;我國商業(yè)銀行經營績效評價的實證研究[J];海南金融;2006年11期

2 曹永霞;;我國股份制商業(yè)銀行經營績效評價研究[J];北京工商大學學報(社會科學版);2007年06期

3 錢海婷;;基于平衡計分卡的商業(yè)銀行經營績效層次分析[J];陜西理工學院學報(社會科學版);2009年04期

4 ;商業(yè)銀行經營績效[J];金融管理與研究;2009年12期

5 紀建悅;李坤;;利益相關者關系與商業(yè)銀行經營績效的相關性[J];金融論壇;2010年10期

6 董曉林;程超;龍玲華;;主發(fā)起人類型、設立取址與村鎮(zhèn)銀行經營績效——以江蘇為例[J];財貿研究;2014年02期

7 余荔;商業(yè)銀行經營績效考評淺析[J];金融理論與實踐;2003年04期

8 王雪梅;沈靜;;基于平衡計分卡的商業(yè)銀行經營績效評價[J];知識經濟;2009年12期

9 孟令余;;我國商業(yè)銀行經營績效影響因素的實證分析[J];金融與經濟;2013年02期

10 劉書琪;姜繪繪;;中國商業(yè)銀行經營績效的實證分析[J];金融理論與教學;2013年06期

相關會議論文 前1條

1 李妙輝;梁磊;潘萬春;;基于平衡計分卡的商業(yè)銀行經營績效評價模型[A];管理科學與系統(tǒng)科學研究新進展——第8屆全國青年管理科學與系統(tǒng)科學學術會議論文集[C];2005年

相關碩士學位論文 前10條

1 李斌;中國上市銀行經營績效的因子分析評價[D];山東大學;2015年

2 張倩;在華外資銀行經營績效及影響因素研究[D];暨南大學;2015年

3 周琨;利率變動對我國商業(yè)銀行經營績效的影響研究[D];湘潭大學;2015年

4 張瑞政;基于camel評價體系的商業(yè)銀行經營績效與資本充足率相關性研究[D];山東財經大學;2016年

5 周沫;我國上市銀行經營績效評價研究[D];山東財經大學;2016年

6 胡彥君;巴塞爾Ⅲ四大監(jiān)管工具對銀行經營績效的影響[D];北京林業(yè)大學;2016年

7 趙靜;股權結構對我國商業(yè)銀行經營績效的影響[D];首都經濟貿易大學;2016年

8 張健;利率市場化背景下我國商業(yè)銀行的經營績效研究[D];山東大學;2016年

9 陶士琦;基于面板數據的商業(yè)銀行經營績效評價研究[D];湖南大學;2015年

10 苗楠楠;城鎮(zhèn)化對商業(yè)銀行經營績效的影響及應對對策[D];山東大學;2016年

，

本文編號：1820762