本文關(guān)鍵詞：利率市場化對我國上市商業(yè)銀行的績效影響　出處：《東華大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 利率市場化 商業(yè)銀行績效 “三性”原則 利率市場化指數(shù)

【摘要】：2015年10月,中國人民銀行下調(diào)金融機(jī)構(gòu)人民幣存貸款基準(zhǔn)利率和存款準(zhǔn)備金率,另對商業(yè)銀行和農(nóng)村合作金融機(jī)構(gòu)等不再設(shè)置存款利率浮動上限,標(biāo)志著我國的利率市場化進(jìn)程邁出決定性一步,也預(yù)示著我國長達(dá)20年的利率市場化進(jìn)程已經(jīng)接近尾聲。我國全面放開利率管制后,利率完全由市場上的資金供求狀況決定,利率變動更加頻繁,這必將對高度依賴存貸利差的商業(yè)銀行產(chǎn)生極大影響;另一方面,存貸利差的收窄,倒逼商業(yè)銀行調(diào)整業(yè)務(wù)結(jié)構(gòu)及經(jīng)營戰(zhàn)略,開辟新的資金運(yùn)用渠道,發(fā)掘新的贏利點(diǎn),從而推動整個(gè)金融行業(yè)往更加健康的方向發(fā)展。本研究以我國16家A股上市商業(yè)銀行2006-2015年的面板數(shù)據(jù)為樣本,從商業(yè)銀行“三性”經(jīng)營原則出發(fā),并利用主成分分析方法在眾多衡量商業(yè)銀行績效的指標(biāo)中提取能夠代表我國上市商業(yè)銀行綜合績效的綜合指標(biāo),同時(shí)使用賦值法構(gòu)建衡量利率市場化改革進(jìn)程的利率市場化指數(shù)IMI,從“分-總”兩個(gè)角度進(jìn)行實(shí)證研究,探討我國利率市場化對我國上市商業(yè)銀行安全性、流動性、效益性以及綜合績效的影響,并檢驗(yàn)非利息收入占比對利率市場化與我國上市商業(yè)銀行績效之間關(guān)系的調(diào)節(jié)作用,從而驗(yàn)證金融自由化理論在我國的適用性以及我國漸進(jìn)式利率市場化改革的合理性。研究表明:利率市場化與我國上市商業(yè)銀行的安全性之間具有較弱的負(fù)相關(guān)關(guān)系,對我國上市商業(yè)銀行的流動性有著顯著的負(fù)相關(guān)關(guān)系,但對效益性產(chǎn)生顯著的正向促進(jìn)作用,同時(shí),對商業(yè)銀行的綜合績效也能產(chǎn)生顯著的促進(jìn)作用。非利息收入占比對利率市場化與我國上市商業(yè)銀行績效之間的關(guān)系表現(xiàn)出顯著的調(diào)節(jié)作用。根據(jù)以上研究,本文為我國上市商業(yè)銀行應(yīng)對利率市場化提出了三點(diǎn)建議:堅(jiān)持銀行經(jīng)營“三性”原則,在風(fēng)險(xiǎn)可承受、資本可支撐的范圍內(nèi)賺取利潤,堅(jiān)守經(jīng)營底線;提高自身風(fēng)險(xiǎn)管控能力,建立更加健全的風(fēng)險(xiǎn)管理體制以及更加合理的資產(chǎn)負(fù)債組合等,提高自身應(yīng)對風(fēng)險(xiǎn)的能力;在自身風(fēng)險(xiǎn)管理能力和風(fēng)險(xiǎn)承擔(dān)邊界內(nèi)有秩序地推進(jìn)創(chuàng)新,使其經(jīng)營在安全性、流動性、效益性的前提下更具靈活性。
[Abstract]:In October 2015, the people's Bank of China lowered the renminbi deposit and loan benchmark interest rate and reserve requirement ratio of financial institutions, and no longer set a ceiling on the floating rate of deposit rates for commercial banks and rural cooperative financial institutions. It marks a decisive step in the process of interest rate marketization in our country, and also indicates that the interest rate marketization process of our country for up to 20 years has come to an end. The interest rate is completely determined by the supply and demand of funds in the market, and the interest rate changes more frequently, which will have a great impact on the commercial banks which depend on the deposit and loan interest rate difference. On the other hand, the narrowing of deposit and loan spreads has forced commercial banks to adjust their business structure and business strategy, open up new channels for the use of funds, and explore new profit points. In order to promote the development of the entire financial industry in a more healthy direction. This study takes 16 A-share listed commercial banks in China from 2006 to 2015 as a sample of panel data. Starting from the "three characters" management principle of commercial banks, and using principal component analysis (PCA) method, we can extract the comprehensive indicators which can represent the comprehensive performance of listed commercial banks in China from many indicators to measure the performance of commercial banks. At the same time, we use the assignment method to construct the interest rate marketization index (IMII), which is used to measure the process of interest rate marketization reform, and make an empirical study from the perspective of "sub-total". This paper discusses the effects of interest rate marketization on the security, liquidity, efficiency and comprehensive performance of listed commercial banks in China. It also examines the effect of non-interest income on the relationship between marketization of interest rate and the performance of listed commercial banks in China. Therefore, the applicability of financial liberalization theory in China and the reasonableness of progressive interest rate marketization reform in China are verified. There is a weak negative correlation between the marketization of interest rate and the security of listed commercial banks in China. There is a significant negative correlation to the liquidity of listed commercial banks in China, but it has a significant positive effect on the efficiency and at the same time. The proportion of non-interest income can play a significant role in regulating the relationship between the marketization of interest rate and the performance of listed commercial banks in China. This paper puts forward three suggestions for China's listed commercial banks to deal with the marketization of interest rate: adhere to the "three characteristics" principle of bank management, earn profits within the range of risk tolerance and capital support, and stick to the bottom line of operation; Improve their risk management ability, establish a more sound risk management system and a more reasonable portfolio of assets and liabilities, improve their ability to deal with risks; In order to promote innovation within its own risk management ability and risk bearing boundary, it makes its operation more flexible under the premise of safety, liquidity and benefit.
【學(xué)位授予單位】：東華大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33;F832.51

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