摘要
2015年10月,央行放开存款利率上限,标志着中国利率市场化改革已基本完成,市场竞争加剧,影响商业银行净利差的因素因此也发生变化。基于此背景,运用银行公司微观模型推导不同类型商业银行的净利差影响因素,并根据中国28家商业银行2010—2014年的面板数据进行实证检验,研究发现:运营成本和市场集中度是影响净利差的主要因素;流动性风险和信贷风险对净利差也有显著影响;不同类型银行的净利差影响因素有所不同。
With the deposit interest rate upper limit released by central bank on October 2015 ,the interest rate liberalization reform of China is basically completed, the market competition intensifies, and the determinants of commercial bank＇ s net interest margin also change. Based on this background, using the bank firm model empirically to test the factors affecting net interest margin according to China＇ s 28 commercial banks＇ panel data from 2010 to 2014. The results show that the main factors affecting commercial bank＇ s net interest margin are the operation cost and the market concentration degree;credit risk and liquidity risk also have a significant influence;different types of commercial banks have different affecting factors.
作者
韩振国
王亚军
HAN Zhenguo WANG Yajun(Southwest University of Political Science and Law, Chongqing 401120 ,China)
出处
《首都经济贸易大学学报》
CSSCI
2017年第1期18-24,共7页
Journal of Capital University of Economics and Business
基金
重庆市研究生科研创新项目"利率市场化对商业银行盈利影响的实证分析"(CYS14094)
关键词
利率市场化
银行公司微观模型
成本函数模型
商业银行
净利差
interest rate liberalization
the bank firm model
the cost function model
commercial bank
net interest margin
