本文選題：利率市場(chǎng)化 + 商業(yè)銀行　； 參考：《山東大學(xué)》2017年碩士論文

【摘要】：利率作為資金的價(jià)格,是現(xiàn)代金融體系最重要的經(jīng)濟(jì)變量之一。作為調(diào)控經(jīng)濟(jì)的重要手段,國(guó)家的宏觀調(diào)控也經(jīng)常利用利率的傳導(dǎo)作用來(lái)實(shí)現(xiàn)其促進(jìn)經(jīng)濟(jì)增長(zhǎng)和穩(wěn)定物價(jià)的目的。利率的發(fā)展趨勢(shì)是市場(chǎng)化改革,而利率市場(chǎng)化背景下的利率波動(dòng)會(huì)對(duì)金融工具、金融機(jī)構(gòu)、金融市場(chǎng)甚至整個(gè)經(jīng)濟(jì)的發(fā)展造成非常重要的影響。從世界以及我國(guó)利率的發(fā)展進(jìn)程上來(lái)看,利率經(jīng)過(guò)了由政府管制到由市場(chǎng)決定的發(fā)展過(guò)程。1996年6月1日,中國(guó)人民銀行放開(kāi)了對(duì)于銀行間同業(yè)拆借利率的管制,標(biāo)志著我國(guó)利率市場(chǎng)化正式開(kāi)始,之后的利率市場(chǎng)化改革也隨著金融體制的改革不斷走向縱深,今天我國(guó)央行對(duì)貸款利率和存款利率的管制都已經(jīng)取消,存貸款利率可以在一定程度上加以浮動(dòng)。在當(dāng)今利率市場(chǎng)化改革背景下,利率作為影響商業(yè)銀行績(jī)效的關(guān)鍵變量,其變動(dòng)對(duì)上市銀行的經(jīng)營(yíng)績(jī)效具有決定性的影響,因此研究上市銀行的經(jīng)營(yíng)績(jī)效勢(shì)必繞不開(kāi)利率市場(chǎng)化與利率波動(dòng)的問(wèn)題。在利率市場(chǎng)化改革的進(jìn)程中,研究利率市場(chǎng)化與利率波動(dòng)對(duì)于我國(guó)上市銀行總體以及不同類型的商業(yè)銀行經(jīng)營(yíng)績(jī)效的不同影響,不僅有利于上市銀行適應(yīng)新背景下銀行業(yè)總體的經(jīng)營(yíng)環(huán)境,積極借鑒同層次的商業(yè)銀行的發(fā)展經(jīng)驗(yàn),高效地應(yīng)對(duì)利率市場(chǎng)的不斷波動(dòng),而且對(duì)于降低社會(huì)資金融通的摩擦成本,提升經(jīng)濟(jì)的運(yùn)行效率,減少金融市場(chǎng)資源錯(cuò)配現(xiàn)象,具有十分重要的意義。本文選取了我國(guó)]6家上市商業(yè)銀行2008-2015年的相關(guān)面板數(shù)據(jù),運(yùn)用了定性分析、定量分析以及比較分析相結(jié)合的分析方法研究了利率市場(chǎng)化與利率波動(dòng)對(duì)上市商業(yè)銀行經(jīng)營(yíng)績(jī)效的影響。文章首先對(duì)利率市場(chǎng)化與利率波動(dòng)條件下的樣本銀行總體的經(jīng)營(yíng)績(jī)效進(jìn)行了計(jì)量分析,然后將上市商業(yè)銀行的數(shù)據(jù)分為四大國(guó)有銀行、全國(guó)性股份制銀行、城商銀行三種類型,并分別進(jìn)行了比較分析。最后根據(jù)實(shí)證分析的相關(guān)結(jié)果,提出了在利率市場(chǎng)化與利率波動(dòng)的背景下不同類型的商業(yè)銀行提高經(jīng)營(yíng)績(jī)效的政策建議。研究結(jié)果表明:利率市場(chǎng)化系數(shù)R對(duì)樣本銀行總體的績(jī)效指標(biāo)總資產(chǎn)收益率ROA具有顯著的正向影響,而且對(duì)城市商業(yè)銀行的影響要比對(duì)四大國(guó)有銀行以及股份制銀行的影響更大。利率市場(chǎng)化系數(shù)R對(duì)樣本銀行總體以及城市商業(yè)銀行的績(jī)效指標(biāo)不良貸款率NPL具有顯著影響,且影響系數(shù)為負(fù),而對(duì)于四大國(guó)有銀行以及股份制銀行影響并不顯著。名義利差NS與樣本銀行總體、股份制銀行、城商行的ROA都具有負(fù)相關(guān)的關(guān)系,與四大國(guó)有銀行以及城商行的NPL也具有負(fù)相關(guān)的關(guān)系。然而研究結(jié)果也同時(shí)顯示,名義利差NS對(duì)于四大國(guó)有銀行的資產(chǎn)收益率以及股份制銀行的不良貸款率并沒(méi)有顯著的影響。
[Abstract]:As the price of funds, interest rate is one of the most important economic variables in modern financial system. As an important means to adjust and control the economy, the national macro-control often uses the transmission of interest rate to achieve the purpose of promoting economic growth and stabilizing prices. The development trend of interest rate is marketization reform, and the fluctuation of interest rate under the background of interest rate marketization will have a very important impact on the development of financial instruments, financial institutions, financial markets and even the whole economy. From the point of view of the development of interest rates in the world and in China, interest rates have gone through a process of development from government regulation to market decisions. On June 1, 1996, the people's Bank of China liberalized the control of interbank lending rates. Marking the official beginning of interest rate marketization in our country, the interest rate marketization reform after that has also gone deep along with the reform of the financial system. Today, the central bank has abolished the control of the interest rate on loans and the interest rate on deposits. Interest rates on deposits and loans can be fluctuated to a certain extent. Under the background of interest rate marketization reform, interest rate, as a key variable affecting the performance of commercial banks, has a decisive impact on the operating performance of listed banks. Therefore, the study of the operating performance of listed banks is bound to go around the interest rate marketization and interest rate fluctuations. In the process of interest rate marketization reform, this paper studies the different influences of interest rate marketization and interest rate fluctuation on the overall performance of listed banks in China, as well as on the operating performance of different types of commercial banks. It is not only beneficial to the listed banks to adapt to the overall operating environment of the banking industry under the new background, to actively learn from the development experience of the commercial banks at the same level, but also to effectively cope with the constant fluctuations in the interest rate market, and to reduce the frictional cost of social capital financing. It is of great significance to improve the efficiency of economy and reduce the mismatch of financial market resources. This paper selects the relevant panel data of 6 listed commercial banks in China from 2008 to 2015, and applies qualitative analysis. Quantitative analysis and comparative analysis are combined to study the impact of interest rate liberalization and interest rate fluctuation on the operating performance of listed commercial banks. This paper first analyzes the overall operating performance of the sample banks under the conditions of interest rate liberalization and interest rate fluctuation, and then divides the data of listed commercial banks into four types: the state-owned banks, the national joint-stock banks and the City Merchants Bank. A comparative analysis was carried out respectively. Finally, according to the relevant results of empirical analysis, this paper puts forward some policy recommendations for different types of commercial banks to improve their operating performance under the background of interest rate liberalization and interest rate fluctuation. The results show that the interest rate marketization coefficient R has a significant positive effect on the total asset yield (ROA) of the sample banks. Moreover, it has more influence on the city commercial banks than on the big four state-owned banks and stock-holding banks. The interest rate marketization coefficient R has significant influence on the NPL of the sample banks and the city commercial banks' performance index, and the influence coefficient is negative, but it has no significant effect on the four state-owned banks and the joint-stock banks. The nominal spread NS has a negative correlation with the sample bank, the stock bank, the city commercial bank's ROA, and has the negative correlation with the four state-owned banks and the city commercial bank's NPL. However, the results also show that nominal interest rate NS has no significant effect on the return on assets of the four state-owned banks and the non-performing loan ratio of the joint-stock banks.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33;F832.5

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