本文選題：利率市場化　切入點：商業(yè)銀行　出處：《廣西大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：2015年10月中國放開了對存款利率上限的管制,這意味著中國利率市場化改革已基本完成。利率市場化改革是金融改革的重中之重,而商業(yè)銀行是金融體系的關(guān)鍵組成部分,其發(fā)展?fàn)顩r與一國金融領(lǐng)域的整體發(fā)展密切相關(guān)。利率市場化的推進勢必會對商業(yè)銀行的經(jīng)營績效產(chǎn)生影響,如何應(yīng)對利率市場化帶來的變革成為商業(yè)銀行當(dāng)前要面對的客觀問題。因此,探討利率市場化對商業(yè)銀行績效的影響并為商業(yè)銀行提供相應(yīng)的應(yīng)對建議,顯得十分必要。本文梳理了中國利率市場化的改革進程,從利差效應(yīng)、競爭效應(yīng)和利率波動效應(yīng)三個方面分析了利率市場化影響中國商業(yè)銀行績效的機制和路徑,運用直接層面與間接層面相結(jié)合的指標(biāo)體系測算了中國1996-2015年利率市場化改革程度,實證分析了利率市場化對商業(yè)銀行績效的影響,并比較了利率改革對不同類型銀行的沖擊程度。從結(jié)果來看,利率市場化對中國商業(yè)銀行的績效產(chǎn)生了顯著影響,利率市場化與商業(yè)銀行績效之間呈現(xiàn)倒U型關(guān)系;利率市場化與非國有銀行、地方性銀行間的倒U型關(guān)系顯著,與國有銀行、全國性銀行間的倒U型關(guān)系不顯著。在此基礎(chǔ)上,本文提出了商業(yè)銀行應(yīng)對利率市場化改革的建議,主要有:推進業(yè)務(wù)結(jié)構(gòu)重整、提升經(jīng)營管理效率和強化風(fēng)險抵御能力等。
[Abstract]:In October 2015, China liberalized the upper limit of deposit interest rate, which means that China's interest rate marketization reform has been basically completed. Interest rate marketization reform is the most important part of financial reform, and commercial banks are a key component of the financial system. Its development is closely related to the overall development of a country's financial field. The promotion of interest rate marketization will inevitably have an impact on the business performance of commercial banks. How to deal with the change brought by interest rate marketization has become an objective problem for commercial banks. Therefore, this paper discusses the impact of interest rate marketization on commercial banks' performance and provides corresponding suggestions for commercial banks. This paper combs the reform process of China's interest rate marketization, and analyzes the mechanism and path of interest rate marketization affecting the performance of Chinese commercial banks from three aspects: interest rate difference effect, competition effect and interest rate fluctuation effect. This paper calculates the degree of interest rate marketization reform in China from 1996 to 2015 by using the index system combining direct and indirect levels, and analyzes the impact of interest rate marketization on the performance of commercial banks. The impact of interest rate reform on different types of banks is compared. From the results, the marketization of interest rate has a significant impact on the performance of Chinese commercial banks, and the relationship between interest rate marketization and commercial bank performance is inverted U-shaped. The relationship between interest rate marketization and non-state-owned banks and local banks is significant, but it is not significant with state-owned banks and national banks. On this basis, the paper puts forward some suggestions for commercial banks to deal with the reform of market-oriented interest rate. There are mainly: to promote the restructuring of the business structure, improve the efficiency of management and strengthen the ability to resist risks.
【學(xué)位授予單位】：廣西大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33;F830.42;F832.5

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本文編號：1611350