本文選題：利率市場(chǎng)化 + 交易商模型　； 參考：《西南政法大學(xué)》2016年碩士論文

【摘要】：在中國(guó)先前的利率管制背景下,凈利息收入是商業(yè)銀行的主要收入來(lái)源,也是用于衡量銀行業(yè)實(shí)際經(jīng)營(yíng)水平的主要指標(biāo)。近年來(lái)中國(guó)利率市場(chǎng)化改革不斷深入,管理當(dāng)局對(duì)存貸利差的管制逐步放松,銀行業(yè)存貸款定價(jià)區(qū)間逐步擴(kuò)大,這些變化將導(dǎo)致對(duì)凈利差的保護(hù)作用減弱,商業(yè)銀行將面臨更大的競(jìng)爭(zhēng)壓力。尤其是2015年10月24日,人民銀行下調(diào)了存貸款基準(zhǔn)利率和存款準(zhǔn)備金率,并宣布放開(kāi)存款利率上限浮動(dòng)區(qū)間,存款利率上限的放開(kāi)標(biāo)志著利率市場(chǎng)化改革大體上已經(jīng)完成,理論上資金已經(jīng)達(dá)到了自主定價(jià)的能力,銀行過(guò)去以利息收入為主要收入來(lái)源的盈利模式將面臨更加嚴(yán)峻的挑戰(zhàn)。銀行業(yè)如何面對(duì)利率市場(chǎng)化背景下的各種挑戰(zhàn),形成有效的自主定價(jià)能力,影響銀行利差的主要因素發(fā)生了怎樣的變化都成為了當(dāng)前急需解決的問(wèn)題�；谏鲜鲆暯�,根據(jù)Maudos-Guevara交易者模型,推導(dǎo)影響商業(yè)銀行利差的主要因素,并結(jié)合商業(yè)銀行實(shí)際經(jīng)營(yíng)狀況和目前中國(guó)網(wǎng)絡(luò)借貸不斷涌現(xiàn)的現(xiàn)狀選取控制變量,采用2007-2014年間35家銀行的面板數(shù)據(jù)建立計(jì)量模型,首先對(duì)全體商業(yè)銀行進(jìn)行總體回歸,以便從整體上分析商業(yè)銀行凈利差的決定因素,然后分別對(duì)國(guó)有銀行、全國(guó)性股份制銀行和城市商業(yè)銀行進(jìn)行回歸分析,得到不同類型商業(yè)銀行的利差決定因素,以便為各類型銀行提出具有針對(duì)性的經(jīng)營(yíng)對(duì)策。按照文章寫(xiě)作思路,首先對(duì)國(guó)內(nèi)、外已有的關(guān)于凈利差決定因素的文獻(xiàn)資料進(jìn)行梳理、綜述,從中分析提取得到文章的理論基礎(chǔ)與可能的創(chuàng)新點(diǎn),為后續(xù)研究提供理論與技術(shù)支持;其次,總結(jié)闡述學(xué)術(shù)界現(xiàn)有的凈利差計(jì)算方法和利差影響因素相關(guān)理論;隨后概括整理利率市場(chǎng)化改革的演變過(guò)程,分析近年來(lái)銀行業(yè)凈利差的變動(dòng)趨勢(shì);再次,根據(jù)已有的理論模型結(jié)合中國(guó)的經(jīng)濟(jì)實(shí)情選定變量建立利差影響因素的計(jì)量模型,并運(yùn)用相關(guān)數(shù)據(jù)進(jìn)行實(shí)證分析、檢驗(yàn);最后,得出結(jié)論和對(duì)策建議。研究結(jié)果表明影響我國(guó)商業(yè)銀行凈利差的主要因素有:市場(chǎng)集中度、運(yùn)營(yíng)成本、風(fēng)險(xiǎn)厭惡程度、利率風(fēng)險(xiǎn)、信用風(fēng)險(xiǎn)、交易規(guī)模和網(wǎng)絡(luò)借貸。對(duì)不同類型銀行進(jìn)行對(duì)比分析發(fā)現(xiàn)各類型商業(yè)銀行凈利差決定因素有所不同,國(guó)有銀行凈利差的主要影響因素為市場(chǎng)集中度和運(yùn)營(yíng)成本;股份制銀行的凈利差決定因素主要是運(yùn)營(yíng)成本和信用風(fēng)險(xiǎn);影響城商行凈利差的主要因素為風(fēng)險(xiǎn)厭惡程度、信用風(fēng)險(xiǎn)和網(wǎng)絡(luò)借貸。而交易規(guī)模對(duì)三類銀行的影響不一致,中間業(yè)務(wù)比對(duì)凈利差的影響不顯著�；谏鲜鲅芯拷Y(jié)論,得到幾點(diǎn)啟示:利率市場(chǎng)化背景下,商業(yè)銀行應(yīng)減少成本費(fèi)用,提高經(jīng)營(yíng)效率;建立管理機(jī)制,強(qiáng)化風(fēng)險(xiǎn)管理;大力發(fā)展銀行的中間業(yè)務(wù),達(dá)到業(yè)務(wù)多元化;重互聯(lián)網(wǎng)金融,開(kāi)展混業(yè)經(jīng)營(yíng)。各類銀行應(yīng)根據(jù)自身特點(diǎn)進(jìn)行有針對(duì)性的經(jīng)營(yíng)管理,國(guó)有銀行、股份制銀行應(yīng)著力減少成本費(fèi)用,而城商行應(yīng)不斷提升自身資產(chǎn)規(guī)模,增強(qiáng)競(jìng)爭(zhēng)力,并努力發(fā)展互聯(lián)網(wǎng)金融,力爭(zhēng)業(yè)務(wù)創(chuàng)新。
[Abstract]:Under the background of China's previous interest rate control, net interest income is the main source of income of commercial banks and the main indicator to measure the actual operating level of the banking industry. In recent years, the reform of interest rate marketization in China has been deepening, the regulation of the management authorities on the deposit and loan spreads is gradually loosened, and the pricing range of the bank deposit and loan has been gradually expanded. Some changes will lead to the weakening of the net profit margin, and the commercial banks will face greater pressure of competition. In October 24, 2015, the people's Bank of China reduced the benchmark interest rate and the deposit reserve ratio, and announced the opening of the upper limit of the deposit interest rate range. The liberalization of the deposit interest rate limit symbolized the reform of the interest rate marketization. In theory, funds have already reached the ability of independent pricing, and the bank's past profit model with interest income as the main source of income will face a more severe challenge. How does the banking industry face various challenges under the background of interest rate marketization to form an effective independent pricing capability and how the main factors affecting Bank spreads have occurred Based on the above perspective, based on the Maudos-Guevara trader model, this paper derives the main factors that affect the profit margin of commercial banks, and combines the actual operating conditions of commercial banks and the current situation of China's network lending to select control variables, and uses 35 Banks in 2007-2014 years. The board data set up a measurement model, first of all, the overall return to all commercial banks, in order to analyze the determinants of the net profit margin of commercial banks from the whole, and then analyze the state-owned banks, national joint-stock banks and urban commercial banks respectively, and get the determinants of different types of commercial banks, so as to be different types of commercial banks. The bank puts forward the pertinent management countermeasures. According to the writing idea of the article, first of all, it reviews the literature on the determinants of net profit margin at home and abroad, summarizes the theoretical basis and possible innovation points of the article from the analysis and extraction, and provides theoretical and technical support for the follow-up research. Secondly, it summarizes the academic circles now. There are some related theories of net profit margin calculation and difference of influence factors; then, the evolution process of interest rate marketization reform is summarized, and the change trend of net profit margin of banking industry in recent years is analyzed. Thirdly, based on the existing theoretical model and the selected variables in China's economic real situation, the measurement model of the influence factors of the profit difference is set up, and the related data are used. The results show that the main factors that affect the net profit margin of China's commercial banks are market concentration, operation cost, risk aversion, interest rate risk, credit risk, transaction scale and network lending. The comparison and analysis of different types of banks find commercial banks of various types. The determinants of net margin difference are different. The main factors affecting net profit margin of state-owned banks are market concentration and operating cost; the main determinants of net profit margin of joint-stock banks are operation cost and credit risk, and the main factors affecting net profit margin of urban commercial banks are risk aversion, credit risk and network lending. The size of transaction is the three category. In the context of interest rate marketization, commercial banks should reduce cost and cost, improve operation efficiency, establish management mechanism, strengthen risk management, develop middle business of banks, achieve business diversification and heavy Internet. All kinds of banks should carry out targeted management according to their own characteristics. State-owned banks and joint-stock banks should make efforts to reduce cost and cost. The city business banks should constantly improve their own assets, enhance their competitiveness, and strive to develop Internet Finance and strive for business innovation.

【學(xué)位授予單位】：西南政法大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類號(hào)】：F832.5;F832.33

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