利率市场化对银行利差的冲击研究——以河南省为例

借助突变点检验和数据生成结构分析等方法,本文发现国有商业银行、股份制商业银行的利差数据在2011年发生突变,其原因可能是我国经济增长态势出现转折性变化所致。而在研究期内,城市商业银行和农村信用社的利差则日渐缩减。分析表明:经济因素是利差变化的主导因素;大银行利差对经济发展指标较为灵敏;中小银行利差持续收窄;不同规模的银行利差有趋同的态势。我国实施价格型调控的基础已经具备,应继续进行利率市场化改革。而中小银行应坚持走集约化、差异化、电子化的发展道路;大型银行应扩大中间业务收入、提高中小企业贷款比例,增强盈利能力。

By means of structural break testing and data generating process analysis, this paper finds the interest margin data of state-owned commercial banks, joint-stock commercial banks has changed dramatically in 2011. It may be due to the country＇ s economic growth slowdown. During the research period, the interest margin of city commer- cial banks and rural credit cooperatives are increasingly reduced. The analysis shows that the economic factors are the major cause of the change in interest margin. The interest margin of big banks is more sensitive to the economic indica- tors. The interest margin of small and medium-sized banks continues to narrow. And the interest margins of banks of dif- ferent sizes show different tendencies. China already have the basis of interest rate regulation, and should continue the market-oriented interest rate reform. Small and medium banks should stick to the intensive, differentiated and electron- ic development path. Big banks should extend their intermediate income, increase the proportion of loans for small and medium enterprises and enhance the profitability.