存贷款利差定价分析被引量：19

AN ANALYZING FRAMEWORKS ON INTEREST MARGINS BETWEEN DEPOSITS AND LOANS

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摘要存贷款利差合理水平取决于违约率、损失率、流动性风险、资本缓冲与信贷类资产的比率,以及无风险基准利率。银行业内部管理水平不足和存贷款市场的总体失衡会导致利差水平扩大和提高。我国当前的存贷款利差水平相对于其合理水平而言过低,不仅不利于银行业长期健康发展,而且也对整个金融体系累积了巨大的体系性风险。 Interest spreads between deposits and loans rest on probability of default （PD）, loss at given default （LGD）, liquidity, ratio of capital cushion to credit assets （RCCCA）, and short interests. Nonequilibrium of financial markets, and managing deficiency of financial institutions, result in increasing level of interest spreads. The analyzing results indicate present practical spread level of China seems to be on the low side, which is unfavorable to banking, as well as financial systems.

作者黄国平吉昱华伍旭川

机构地区中国社会科学院金融研究所中国保险业监督管理委员会政策研究室中国人民银行研究局

出处《经济理论与经济管理》 CSSCI 北大核心 2007年第10期37-44,共8页 Economic Theory and Business Management

关键词利差定价金融风险利率信用价差 margin pricing financial risk interest rate credit spreads

分类号 F832.2 [经济管理—金融学] F832.4 [经济管理—金融学]

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