本文選題：利率市場化　切入點：商業(yè)銀行風險　出處：《湘潭大學》2017年碩士論文

【摘要】：我國的利率市場化改革進程隨著近年來政府對金融機構貸款、存款利率管制的放開已基本完成,商業(yè)銀行如何在我國的基本經濟環(huán)境中借鑒國際經驗,選擇合理的策略應對利率市場化所帶來的挑戰(zhàn),并及時把握住隨之而來的機遇,使自身在改革中所受的風險沖擊最小化是立足于市場的關鍵。同時由于我國商業(yè)銀行在資產規(guī)模、股權結構、利潤結構、經營模式及客戶群體等方面都存在一定的差異性,那么利率市場化改革帶來的一系列金融市場的波動可能對不同類型商業(yè)銀行風險水平的影響各有不同。所以,各類商業(yè)銀行應對利率市場化帶來的種種問題時,如何找準自己的特色,以確保自身的發(fā)展健康平穩(wěn)可持續(xù)是商業(yè)銀行面臨的主要難題。為了更好的理解利率市場化對我國不同類型商業(yè)銀行風險之間的關系,以可貸資金理論、金融抑制與金融深化理論以及金融脆弱性理論為基礎,通過對利率市場化與商業(yè)銀行風險差異性影響機制的分析,為實證研究的進行提供了可行性。在實證研究部分,采用存貸利差與Z-Score分別作為利率市場化與商業(yè)銀行風險的代理變量,選取我國45家商業(yè)銀行2008-2015年的數據,將其分為國有銀行、股份制商業(yè)銀行以及城市商業(yè)銀行三類,采用固定效應與隨機效應相結合的方法對利率市場化與不同類型商業(yè)銀行風險間的關系進行實證研究,得出以下結論:第一,利率市場化緩解了國有銀行和股份制商業(yè)銀行風險,但是加劇了城市商業(yè)銀行的風險;第二,資產規(guī)模的上漲以及營業(yè)成本收入比的下降均會使國有銀行的風險有所緩解:第三,貸存比以及貸款增長率的上升緩解了股份制商業(yè)銀行的風險,但是加劇了城市商業(yè)銀行的風險。并依據結論提出相關政策建議,在利率市場化改革進程中,首先我國政府應當保證基準利率的有效性,其次我國商業(yè)銀行應當注重對利率定價機制的完善以及對風險管理能力的加強,并且在保證自身穩(wěn)定性的情況下積極發(fā)展中間業(yè)務以實現利潤來源的多樣化,同時還應該對客戶群體進行篩選和定位,從而促進其向特色化經營模式的轉型。
[Abstract]:With the government lending to financial institutions in recent years, the liberalization of deposit interest rate control has been basically completed. How can commercial banks learn from international experience in our country's basic economic environment?It is the key to base on the market to choose a reasonable strategy to deal with the challenge of interest rate marketization and grasp the opportunity in time so as to minimize the risk impact in the reform.At the same time, commercial banks in China have some differences in asset size, equity structure, profit structure, business model and customer group, etc.A series of financial market fluctuations brought about by the interest rate marketization reform may have different effects on the risk level of different types of commercial banks.Therefore, when all kinds of commercial banks deal with all kinds of problems brought by the marketization of interest rate, how to find their own characteristics to ensure their own healthy and sustainable development is the main problem that commercial banks face.In order to better understand the relationship between interest rate marketization and the risks of different types of commercial banks in China, it is based on the theory of loanable funds, the theory of financial repression and financial deepening, and the theory of financial fragility.Through the analysis of the influence mechanism of interest rate marketization and commercial bank risk difference, this paper provides the feasibility for the empirical research.In the part of empirical research, using deposit and loan interest margin and Z-Score as agent variables of interest rate marketization and commercial bank risk, 45 commercial banks in China are selected from 2008 to 2015 to divide them into state-owned banks.Three types of joint-stock commercial banks and city commercial banks are used to study the relationship between interest rate marketization and the risk of different types of commercial banks by means of the combination of fixed effect and random effect. The conclusions are as follows: first,The marketization of interest rates alleviates the risks of state-owned banks and joint-stock commercial banks, but exacerbates the risks of urban commercial banks; second,The increase of asset size and the decrease of operating cost / income ratio will alleviate the risk of state-owned banks. Thirdly, the increase of loan-deposit ratio and loan growth rate will alleviate the risk of joint-stock commercial banks.But it exacerbates the risk of urban commercial banks.In the process of interest rate marketization reform, first of all, our government should ensure the effectiveness of the benchmark interest rate.Secondly, China's commercial banks should pay attention to the improvement of interest rate pricing mechanism and the strengthening of risk management ability, and actively develop intermediate business in order to realize the diversification of profit sources under the condition of ensuring their own stability.At the same time, we should also screen and position the customer groups to promote their transformation to the characteristic business model.
【學位授予單位】：湘潭大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.33;F832.5

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