本文選題：利率市場化 + 商業(yè)銀行�。� 參考：《中國海洋大學》2014年碩士論文

【摘要】：利率市場化是政府和中央銀行放松和取消對利率的管制，使利率水平根據(jù)資金的市場供求關系來決定。利率市場化改革是我國金融領域改革的重要內容。黨的十八屆三中全會的《決定》指出，要加快推進利率市場化。從1996年開始，我國開始了利率市場化的進程。經(jīng)過18年的推進，我國的利率市場化改革取得了重大的進步，其中，國內的債券市場利率、同業(yè)拆借市場利率和貼現(xiàn)利率都實現(xiàn)了利率市場化，貨幣市場利率和外幣存貸款利率也已基本實現(xiàn)了市場化定價；人民幣存貸款利率的市場化是利率市場化改革中的重中之重。2013年7月，中國人民銀行決定，自2013年7月20日起全面放開金融機構貸款利率管制。至此，我國的利率市場化改革還剩最后一步，即人民幣存款利率的市場化。2014年，中國人民銀行行長周小川在全國兩會期間的記者會上表示，存款利率最后要放開，這應該是利率市場化中最后一步，而且很可能在最近一兩年就能夠實現(xiàn)。中國人民銀行副行長易綱也表示，今明兩年央行將重點推進人民幣存款利率的改革，從而完全實現(xiàn)利率的市場化。 我國進行利率市場化的改革要借鑒外國的經(jīng)驗。國外的利率市場化開始于20世紀70年代，發(fā)達國家出現(xiàn)了“滯漲”現(xiàn)象，凱恩斯主義經(jīng)濟學陷入困境，新自由主義主義開始興起。國外的利率市場化改革可以分為漸進式改革和激進式改革，前者有利于改革的成功，而后者往往以失敗而告終。 本文主要通過理論和實證相結合的方法論述了利率市場化對商業(yè)銀行的影響，主要采用了文獻研究法、歸納法、比較分析法還有計量模型等多種方法。本文首先對國內外的相關研究文獻進行了綜述，并對利率的含義和利率市場化的相關理論進行了解釋，總結了我國利率市場化改革的進程，說明了我國利率市場化改革的必要性。其次，本文通過定性分析和定量分析兩種方法來探討我國利率市場化對商業(yè)銀行的影響。通過確立商業(yè)銀行績效評價指標和建立面板數(shù)據(jù)回歸模型得出了實證結論，結果表明，利率的變動對商業(yè)銀行的經(jīng)營績效有顯著的影響，在不久的將來我國的存貸款利率完全放開之后，存貸款利率上升是大概率事件；利率完全市場化將導致我國存款利率上升的幅度將大于貸款利率上升的幅度，從而凈息差將收窄；利率市場化將導致商業(yè)銀行競爭加劇，收入結構發(fā)生變化，利息收入占比下降、非利息收入占比上升。本文最后結合利率市場化的國際經(jīng)驗，從產(chǎn)品定價、內部結構、管理模式等方面提出了我國的商業(yè)銀行應對利率市場化的對策建議。
[Abstract]:The interest rate marketization is that the government and the central bank relax and deregulate the interest rate, and make the interest rate level decide according to the market supply and demand relationship of funds. The interest rate marketization reform is the important content of our country finance domain reform. The third Plenary session of the 18th CPC Central Committee pointed out that we should speed up the marketization of interest rates. Since 1996, China has started the process of interest rate marketization. After 18 years of promotion, China's interest rate marketization reform has made great progress. Among them, the domestic bond market interest rate, interbank lending market interest rate and discount interest rate have all realized the marketization of interest rate. Money market interest rates and foreign currency deposit and loan rates have also basically achieved market-oriented pricing; the marketization of renminbi deposit and loan rates is the most important part of the interest rate marketization reform. In July 2013, the people's Bank of China decided, Since July 20, 2013, the overall liberalization of financial institutions lending interest rate control. At this point, there is still one last step left in China's interest rate marketization reform, that is, the marketization of the RMB deposit rate. In 2014, Zhou Xiaochuan, the governor of the people's Bank of China, said at a press conference during the national two sessions that the deposit interest rate would finally be liberalized. This should be the last step in interest rate liberalization, and probably in the next year or two. Yi Gang, deputy governor of the people's Bank of China, also said the central bank will focus on reform of renminbi deposit rates this year and next to fully liberalize interest rates. Our country carries on the interest rate marketization reform to draw lessons from the foreign experience. Foreign interest rate marketization began in the 1970s, developed countries appeared the phenomenon of "stagflation", Keynesian economics fell into a dilemma, and neoliberalism began to rise. Foreign interest rate marketization reform can be divided into progressive reform and radical reform, the former is conducive to the success of the reform, while the latter often ends in failure. This paper mainly discusses the impact of interest rate marketization on commercial banks through the combination of theory and empirical methods, mainly using the literature research method, induction method, comparative analysis method and econometric model and other methods. This paper first summarizes the relevant research literature at home and abroad, and explains the meaning of interest rate and the relevant theory of interest rate marketization, summarizes the process of interest rate marketization reform in China. Explained our country interest rate marketization reform necessity. Secondly, this paper discusses the impact of interest rate marketization on commercial banks by qualitative analysis and quantitative analysis. The empirical conclusions are obtained by establishing performance evaluation index and panel data regression model of commercial banks. The results show that the change of interest rate has a significant impact on the performance of commercial banks. After the complete liberalization of deposit and loan interest rates in our country in the near future, the increase in deposit and loan interest rates is a big probability event; the complete marketization of interest rates will lead to an increase in deposit interest rates in China, which will be larger than the increase in loan interest rates. As a result, the net interest margin will be narrowed, and the marketization of interest rate will lead to the intensification of competition, the change of income structure, the decrease of interest income and the increase of non-interest income. Finally, based on the international experience of interest rate marketization, this paper puts forward the countermeasures and suggestions for Chinese commercial banks to deal with the marketization of interest rate from the aspects of product pricing, internal structure, management mode, and so on.
【學位授予單位】：中國海洋大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33

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