本文選題：利率市場化 + 商業(yè)銀行　； 參考：《浙江大學(xué)》2017年碩士論文

【摘要】：利率市場化是經(jīng)濟(jì)發(fā)展到一定程度的必然產(chǎn)物,也是中國進(jìn)行金融改革的必然要求。隨著存款利率管制的全面放開,我國的利率市場化進(jìn)程對傳統(tǒng)銀行體系的影響也開始逐步顯現(xiàn),利率市場化的話題不斷升溫。在不斷推進(jìn)利改的過程中,商業(yè)銀行所面臨的機(jī)遇與挑戰(zhàn)并存。一方面利率市場化推動銀行業(yè)務(wù)結(jié)構(gòu)轉(zhuǎn)型,加快金融創(chuàng)新;另一方面,利率市場化也導(dǎo)致存貸利差收窄,銀行績效降低,影響銀行經(jīng)營的穩(wěn)定性。我國利率市場化起步較晚,但發(fā)展速度較快,如何在不斷推進(jìn)利率市場化的情況下,保持銀行經(jīng)營的穩(wěn)定性,增強(qiáng)銀行績效是現(xiàn)下研究的一個熱點(diǎn)話題。本文一方面通過利率市場化對銀行績效影響的理論分析,將利率市場化與我國實(shí)際情況相結(jié)合,探究了我國利率市場化影響銀行績效的傳導(dǎo)途徑及其間接效應(yīng)。另一方面采用定量分析來研究利率市場化對銀行績效的影響,首先通過描述性統(tǒng)計(jì)與顯著性檢驗(yàn)發(fā)現(xiàn)上市銀行的盈利性受利改重要時間節(jié)點(diǎn)的顯著影響。其次本文用更嚴(yán)謹(jǐn)?shù)膶?shí)證模型進(jìn)行了檢驗(yàn),結(jié)果顯示:利率市場化對上市商業(yè)銀行績效有顯著正向影響,利率市場化程度越高,上市商業(yè)商業(yè)銀行的績效越高,這是我國利率市場化帶來的益處。接著本文又通過利改對不同類型的上市商業(yè)銀行績效的實(shí)證檢驗(yàn),結(jié)果表明實(shí)際GDP增長率是影響大型國有銀行和股份制商業(yè)銀行績效的顯著因素;上市城市商業(yè)銀行的存貸利差越大,資產(chǎn)收益率越大。最后,我們根據(jù)上述實(shí)證結(jié)果,從銀行和貨幣當(dāng)局兩個層面出發(fā),提出了如下建議:實(shí)現(xiàn)業(yè)務(wù)結(jié)構(gòu)轉(zhuǎn)型,適應(yīng)時代需求;加強(qiáng)利率風(fēng)險管控,減緩市場風(fēng)險;提升資產(chǎn)負(fù)債管理水平,強(qiáng)化產(chǎn)品定價能力;完善金融監(jiān)管制度,約束不良經(jīng)營。
[Abstract]:Interest rate marketization is the inevitable outcome of economic development to a certain extent, and also the inevitable requirement of China's financial reform. With the deregulation of deposit interest rate, the influence of interest rate marketization on the traditional banking system is beginning to appear, and the topic of interest rate marketization is heating up. In the process of promoting profit reform, commercial banks are faced with both opportunities and challenges. On the one hand, the marketization of interest rate promotes the transformation of banking business structure and accelerates financial innovation; on the other hand, the marketization of interest rate also leads to the narrowing of deposit and loan spreads and the decline of bank performance, which affects the stability of bank management. The interest rate marketization in our country starts late, but the development speed is fast. How to keep the stability of the bank operation and enhance the bank performance is a hot topic in the current research under the condition of pushing forward the interest rate marketization continuously. On the one hand, through the theoretical analysis of the influence of interest rate marketization on bank performance, this paper combines the interest rate marketization with the actual situation of our country, and probes into the transmission way and its indirect effect of interest rate marketization affecting bank performance. On the other hand, quantitative analysis is used to study the impact of interest rate marketization on bank performance. Firstly, through descriptive statistics and significance test, it is found that the profitability of listed banks is significantly affected by the important time node of profit change. Secondly, this paper uses a more rigorous empirical model to test, the results show that the marketization of interest rate has a significant positive impact on the performance of listed commercial banks, the higher the degree of interest rate marketization, the higher the performance of listed commercial banks. This is our country interest rate marketization brings the benefit. Then the paper tests the performance of different types of listed commercial banks through profit reform. The results show that the real GDP growth rate is a significant factor affecting the performance of large state-owned banks and joint-stock commercial banks. The bigger the deposit and loan spreads of commercial banks in listed cities, the greater the return on assets. Finally, according to the above empirical results, from the banking and monetary authorities, we put forward the following suggestions: to achieve business structure transformation, to adapt to the needs of the times, to strengthen interest rate risk control, to mitigate market risk; Improve asset liability management, strengthen product pricing capacity, improve the financial regulatory system, and restrain bad management.
【學(xué)位授予單位】：浙江大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33;F832.5;F830.42

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