本文選題：利率政策 + 商業(yè)銀行�。� 參考：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2017年碩士論文

【摘要】：本文主要研究利率政策對商業(yè)銀行經(jīng)營績效的影響問題。雖然我國當(dāng)前已從名義上走完了利率市場化的“最后一公里”,但距離實(shí)際上完成利率市場化還有很長的路要走。近年來,國家根據(jù)當(dāng)前經(jīng)濟(jì)形勢和變化,使用利率工具頻繁調(diào)整利率政策,達(dá)到調(diào)控經(jīng)濟(jì)的目的。商業(yè)銀行作為金融市場中最重要的中介體,搭起了國家宏觀金融政策和市場微觀金融活動(dòng)的 橋梁’’。所以研究利率政策對商業(yè)銀行經(jīng)營績效的影響,并通過實(shí)證方法來分析具有一定的積極意義。同時(shí),對央行的政策調(diào)控和商業(yè)銀行的經(jīng)營活動(dòng)也有相應(yīng)的借鑒和參考。本文首先從理論分析角度對文中涉及的概念,包括利率政策、商業(yè)銀行經(jīng)營績效、績效評價(jià)方法、利率政策傳導(dǎo)機(jī)制等進(jìn)行詳細(xì)的闡述,在事實(shí)分析方面介紹了我國當(dāng)前利率政策的實(shí)施現(xiàn)狀和商業(yè)銀行的經(jīng)營績效現(xiàn)狀之后,對兩者之間的關(guān)系用圖表進(jìn)行了清晰的對比與分析,進(jìn)而以我國A股上市的16家商業(yè)銀行2007年-2015年數(shù)據(jù)為研究樣本,通過主成分分析法計(jì)算各家銀行的經(jīng)營績效,使用各個(gè)商業(yè)銀行每年財(cái)務(wù)報(bào)表上公布的凈利差數(shù)值作為利率政策的代表指標(biāo),利用Stata12.0軟件,通過構(gòu)建面板模型,選擇用個(gè)體固定效應(yīng)模型回歸分析研究利率政策對商業(yè)銀行經(jīng)營績效的影響。研究結(jié)果表明:商業(yè)銀行的凈利差對其經(jīng)營績效在當(dāng)期有顯著的正向影響,在滯后一期有顯著的負(fù)向影響。對此得出建議:商業(yè)銀行應(yīng)在利率市場化的環(huán)境下合理定價(jià),保持合理的存貸差范圍,同時(shí)提高預(yù)測利率變動(dòng)趨勢的能力,建立利率風(fēng)險(xiǎn)防范機(jī)制,多渠道差異化經(jīng)營,加大金融創(chuàng)新力度,深化金融的混業(yè)經(jīng)營,全面提高商業(yè)銀行經(jīng)營績效。
[Abstract]:This paper mainly studies the impact of interest rate policy on the performance of commercial banks. Although our country has finished the "last kilometer" of interest rate marketization in name at present, there is still a long way to go to complete the interest rate marketization. In recent years, according to the current economic situation and changes, the state frequently adjusts the interest rate policy with interest rate instruments to achieve the purpose of regulating and controlling the economy. As the most important intermediary in the financial market, commercial banks have set up a bridge between the national macro-financial policy and the market micro-financial activities. Therefore, it is of positive significance to study the impact of interest rate policy on the performance of commercial banks. At the same time, the central bank's policy control and commercial bank business activities are also relevant reference and reference. In this paper, the concepts involved in this paper, including interest rate policy, business performance of commercial banks, performance evaluation methods, transmission mechanism of interest rate policy and so on, are described in detail from the perspective of theoretical analysis. After introducing the current situation of the implementation of interest rate policy and the operating performance of commercial banks, the paper makes a clear comparison and analysis of the relationship between the two. Based on the data of 16 commercial banks listed in A shares from 2007 to 2015, the paper calculates the operating performance of each bank by principal component analysis. Using the net interest margin published in the annual financial statements of commercial banks as the representative of interest rate policy, using Stata12.0 software, through the construction of panel model, This paper chooses the individual fixed effect model regression analysis to study the impact of interest rate policy on the performance of commercial banks. The results show that the net interest margin of commercial banks has a significant positive impact on their operating performance in the current period and a significant negative impact in the lag period. It is suggested that commercial banks should make reasonable pricing in the environment of interest rate marketization, maintain a reasonable range of deposit and loan difference, improve the ability to predict the trend of interest rate change, establish interest rate risk prevention mechanism, and manage differently through multiple channels. We will intensify financial innovation, deepen the mixed operation of finance, and comprehensively improve the operating performance of commercial banks.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F822.0;F832.33

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