本文選題：存款利率定價(jià) + 利率市場(chǎng)化　； 參考：《天津財(cái)經(jīng)大學(xué)》2014年碩士論文

【摘要】：逐步實(shí)現(xiàn)存款利率市場(chǎng)化,是利率市場(chǎng)化進(jìn)程中最重要的一步。我國(guó)提出了《關(guān)于金融支持經(jīng)濟(jì)結(jié)構(gòu)調(diào)整和轉(zhuǎn)型升級(jí)的指導(dǎo)意見(jiàn)》,強(qiáng)調(diào)要穩(wěn)步推進(jìn)利率市場(chǎng)化改革,重視市場(chǎng)在資金配置中的基礎(chǔ)性作用,可見(jiàn)我國(guó)已經(jīng)逐步加快了利率市場(chǎng)化的進(jìn)程。同時(shí),自貿(mào)區(qū)的發(fā)展、互聯(lián)網(wǎng)金融的興起,也對(duì)存款利率市場(chǎng)化的進(jìn)程起到了催化作用。但是,目前我國(guó)仍處于存款利率市場(chǎng)化的初級(jí)階段,那么作為規(guī)模較大的大型商業(yè)銀行,理應(yīng)在這次改革中,最先建立存款利率定價(jià)體系,所以我們必須厘清影響存款利率定價(jià)的因素,以對(duì)大型商業(yè)銀行提高存款定價(jià)能力提供行之有效的對(duì)策建議。通過(guò)閱讀大量的國(guó)內(nèi)外相關(guān)文獻(xiàn),最終確定以金融抑制和金融深化理論、利率控制和利率市場(chǎng)化利率為理論基礎(chǔ),并以文獻(xiàn)涉及的國(guó)內(nèi)外的存款利率定價(jià)方法為參考�？紤]到取得樣本數(shù)據(jù)的難易程度,本文選擇以國(guó)有銀行和全國(guó)性股份制銀行為研究對(duì)象,并通過(guò)斯塔克伯格博弈模型分析以我國(guó)大型的商業(yè)銀行為研究對(duì)象的必要性。然后,本文通過(guò)構(gòu)建多元線性回歸模型,得出存款市場(chǎng)規(guī)模、銀行市場(chǎng)份額、中間業(yè)務(wù)收入占比、不良貸款占比、銀行規(guī)模和盈利能力與存款利率的上浮幅度呈負(fù)相關(guān)。此外,當(dāng)研究對(duì)象拓展為全國(guó)所有銀行,或地方性銀行,結(jié)論依然成立。研究結(jié)果表明：(1)大型商業(yè)銀行的存款利率上升幅度與市場(chǎng)規(guī)模和銀行市場(chǎng)份額呈負(fù)相關(guān)；(2)大型商業(yè)銀行的存款利率變動(dòng)與中間業(yè)務(wù)收入占比和不良貸款占比呈負(fù)相關(guān)；(3)當(dāng)銀行資產(chǎn)達(dá)到一定規(guī)模時(shí),大型商業(yè)銀行才會(huì)具有一定的規(guī)模效益；(4)高盈利銀行的存款利率變動(dòng)幅度會(huì)小于低盈利銀行。此外,本文借鑒美國(guó)存款利率市場(chǎng)的特征,得出大力發(fā)展中間業(yè)務(wù)、創(chuàng)新定價(jià)能力、拓展同業(yè)存單試點(diǎn)等策略建議。本文的創(chuàng)新之處在于：本文定義了銀行盈利能力和銀行資產(chǎn)規(guī)模兩個(gè)虛擬變量,通過(guò)對(duì)2012年6月8日存款利率放開(kāi)管制后的數(shù)據(jù)的分析,將利率上浮幅度作為被解釋變量,使模型更有說(shuō)服力,并通過(guò)對(duì)研究對(duì)象的拓展,定性分析了全國(guó)商業(yè)銀行和地方商業(yè)銀行的存款利率定價(jià)的影響因素。
[Abstract]:Gradually realizing the marketization of deposit interest rate is the most important step in the process of interest rate marketization. China has put forward the guiding opinions on the restructuring and Transformation of the Financial support economy, stressing the need to steadily promote market-oriented interest rate reform and to attach importance to the fundamental role of the market in the allocation of funds. Visible our country already accelerated the process of interest rate marketization step by step. At the same time, the development of free trade zone and the rise of Internet finance also play a catalytic role in the process of marketization of deposit interest rate. However, at present, our country is still in the primary stage of marketization of deposit interest rates. As a large commercial bank on a large scale, it should be the first time in this reform to establish a pricing system for deposit interest rates. Therefore, we must clarify the factors that affect the pricing of deposit interest rate, in order to provide effective countermeasures and suggestions for large commercial banks to improve the ability of deposit pricing. Through reading a large number of domestic and foreign related literature, it is determined that the theory of financial suppression and financial deepening, interest rate control and interest rate marketization as the theoretical basis, and reference to the domestic and foreign deposit interest rate pricing methods involved in the literature. Considering the difficulty of obtaining sample data, this paper chooses the state-owned banks and national joint-stock banks as the research objects, and analyzes the necessity of taking the large commercial banks in China as the research objects through Stackberg game model. Then, by constructing the multiple linear regression model, the paper draws the conclusion that the scale of deposit market, the market share of banks, the proportion of intermediate business income, the proportion of non-performing loans, the scale and profitability of banks are negatively correlated with the floating range of deposit interest rate. In addition, when the subject of the study expanded to all banks nationwide, or local banks, the conclusion still holds. The results show that the increase in deposit interest rate of large commercial banks is negatively correlated with market size and market share.) the change of deposit interest rate of large commercial banks is negative to the proportion of intermediate business income and non-performing loans. When the bank's assets reach a certain scale, Large commercial banks will only have certain economies of scale.) the change of deposit interest rate of high profit banks will be smaller than that of low profit banks. In addition, this paper draws lessons from the characteristics of the American deposit interest rate market, and draws some strategic suggestions such as vigorously developing intermediate business, innovating pricing ability and expanding the pilot of interbank certificates of deposit. The innovation of this paper lies in: this paper defines two fictitious variables of bank profitability and bank asset size. Through the analysis of the data after the deregulation of deposit interest rate on June 8, 2012, the floating range of interest rate is taken as the explanatory variable. It makes the model more convincing, and through the extension of the research object, qualitative analysis of the national commercial banks and local commercial banks of deposit interest rate pricing factors.
【學(xué)位授予單位】：天津財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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