本文選題：利率市場(chǎng)化　切入點(diǎn)：我國(guó)中小型商業(yè)銀行　出處：《吉林財(cái)經(jīng)大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：一個(gè)國(guó)家金融市場(chǎng)的成熟度往往可以根據(jù)利率市場(chǎng)化的程度來(lái)衡量,我國(guó)改革金融體系的最終目標(biāo)就是讓資金市場(chǎng)自主決定供求關(guān)系。目前,為了實(shí)現(xiàn)讓利率隨著金融市場(chǎng)的供求關(guān)系波動(dòng),我國(guó)金融機(jī)構(gòu)已逐步開(kāi)始進(jìn)行利率定價(jià),進(jìn)入利率市場(chǎng)化定價(jià)時(shí)代指日可待。然而,在為經(jīng)濟(jì)發(fā)展和我國(guó)商業(yè)銀行的進(jìn)步提供助力的同時(shí),利率市場(chǎng)化也對(duì)我國(guó)商業(yè)銀行盈利能力的影響越來(lái)越明顯,商業(yè)銀行的盈利現(xiàn)狀也將面臨空前的挑戰(zhàn),各個(gè)金融機(jī)構(gòu)之間的競(jìng)爭(zhēng)也將會(huì)更加明顯,提高盈利能力水平能夠幫助商業(yè)銀行提高經(jīng)營(yíng)利潤(rùn),從而實(shí)現(xiàn)持續(xù)經(jīng)營(yíng),最終提高綜合競(jìng)爭(zhēng)實(shí)力。對(duì)于整個(gè)金融市場(chǎng)而言,我國(guó)中小型商業(yè)銀行是我國(guó)金融市場(chǎng)的重要組成部分,在利率市場(chǎng)化之后仍繼續(xù)保持盈利能力水平的穩(wěn)步提升,研究利率市場(chǎng)化對(duì)我國(guó)中小型商業(yè)銀行盈利能力的影響對(duì)其穩(wěn)健發(fā)展尤為重要。本文以利率市場(chǎng)化和銀行盈利能力的理論為基礎(chǔ),深入分析了利率傳導(dǎo)機(jī)制,并對(duì)我國(guó)中小型商業(yè)銀行盈利能力進(jìn)行衡量,選取有代表性的綜合盈利能力的五個(gè)指標(biāo):凈息差、資本收益率、資產(chǎn)收益率、成本收入比和非利息收入比,同時(shí),概述了我國(guó)利率市場(chǎng)化進(jìn)程和我國(guó)中小型商業(yè)銀行盈利能力的現(xiàn)狀,從利率市場(chǎng)化入手歸納總結(jié)了其對(duì)我國(guó)中小型商業(yè)銀行盈利能力的影響現(xiàn)狀,以我國(guó)中小型商業(yè)銀行為例,選取的樣本為中資全國(guó)性的八家中小型商業(yè)銀行,選取樣本銀行均來(lái)自wind數(shù)據(jù)庫(kù)中2006年-2015年度的財(cái)務(wù)指標(biāo),以一年期品種的銀行同業(yè)拆借利率和基準(zhǔn)利差為解釋變量,以宏觀和行業(yè)層面為控制因素,運(yùn)用面板數(shù)據(jù)回歸分析法進(jìn)行實(shí)證研究,研究一年期品種的銀行同業(yè)拆借利率和基準(zhǔn)利差對(duì)我國(guó)中小型商業(yè)銀行盈利能力的影響,進(jìn)而得出利率市場(chǎng)化對(duì)代表我國(guó)中小型商業(yè)銀行盈利能力指標(biāo)的正向或負(fù)向影響以及影響程度。結(jié)果表明相比一年期品種的銀行同業(yè)拆借利率,基準(zhǔn)利差對(duì)我國(guó)商業(yè)銀行盈利能力的影響程度更大。一年期品種的銀行同業(yè)拆借利率和基準(zhǔn)利差的變動(dòng)對(duì)我國(guó)中小型商業(yè)銀行的盈利能力產(chǎn)生影響并且具有時(shí)間滯后的影響。同時(shí)控制變量也對(duì)我國(guó)中小型銀行盈利能力產(chǎn)生較顯著影響。結(jié)合我國(guó)目前的經(jīng)濟(jì)體制,根據(jù)利率市場(chǎng)化對(duì)我國(guó)商業(yè)銀行盈利能力影響的實(shí)證分析結(jié)果,找出導(dǎo)致此結(jié)論的原因及關(guān)鍵點(diǎn),探討了我國(guó)中小型商業(yè)銀行如何應(yīng)對(duì)利率市場(chǎng)化的策略,并提出提高銀行盈利能力的對(duì)策和建議,從而提高我國(guó)中小型商業(yè)銀行的盈利能力,保證我國(guó)中小型商業(yè)銀行的穩(wěn)健發(fā)展。
[Abstract]:The maturity of a country's financial market is often measured by the degree of interest rate marketization. The ultimate goal of reforming our financial system is to allow the capital market to determine the relationship between supply and demand on its own. At present, In order to make the interest rate fluctuate with the supply and demand of the financial market, the financial institutions of our country have started to price the interest rate step by step and enter the era of the market-oriented pricing of interest rate. However, At the same time, the interest rate marketization has more and more obvious influence on the profitability of our commercial banks, and the present situation of commercial banks will also face unprecedented challenges. The competition among various financial institutions will also become more obvious. Raising the level of profitability can help commercial banks to increase their operating profits, thereby achieving continuous operation, and ultimately enhancing their comprehensive competitive strength. For the entire financial market, China's small and medium-sized commercial banks are an important part of our financial market. They continue to maintain a steady increase in their profitability after the interest rate is marketized. It is very important to study the influence of interest rate marketization on the profitability of small and medium-sized commercial banks in China. Based on the theory of interest rate marketization and bank profitability, this paper analyzes the transmission mechanism of interest rate. And to measure the profitability of small and medium-sized commercial banks in China, select five indicators of representative comprehensive profitability: net interest margin, return on capital, return on assets, cost-income ratio and non-interest income ratio, at the same time, This paper summarizes the process of interest rate marketization in our country and the present situation of profitability of small and medium-sized commercial banks in China, and sums up its influence on the profitability of small and medium-sized commercial banks from the interest rate marketization, taking the small and medium-sized commercial banks of our country as an example. The sample is eight small and medium-sized commercial banks from China. The sample banks are all from the financial indicators of 2006 to 2015 in the wind database, with one-year interbank offered rate and benchmark spread as the explanatory variables. Taking macro and industry level as controlling factors, using panel data regression analysis method to study the effect of one-year interbank offered rate and benchmark spread on profitability of small and medium-sized commercial banks in China. Then the positive or negative influence of interest rate marketization on profitability index of small and medium-sized commercial banks in China and the degree of influence are obtained. The results show that the interbank lending rate of one year variety is higher than that of one-year interbank offered rate. The effect of benchmark spread on the profitability of commercial banks in China is greater. The change of one-year interbank offered rate and benchmark interest rate has an impact on the profitability of small and medium-sized commercial banks in China and has a time span. At the same time, the control variables also have a significant impact on the profitability of small and medium-sized banks in China. According to the results of empirical analysis on the influence of interest rate marketization on the profitability of commercial banks in China, this paper finds out the reasons and key points leading to this conclusion, and probes into the strategies of how to deal with the marketization of interest rate for small and medium-sized commercial banks in China. And put forward the countermeasures and suggestions to improve the profitability of the banks, so as to improve the profitability of small and medium-sized commercial banks in China, and ensure the steady development of the small and medium-sized commercial banks in China.
【學(xué)位授予單位】：吉林財(cái)經(jīng)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;F830.42

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