利率变动对我国商业银行经营绩效的影响

The Impact of Interest Rate Fluctuation on the Performance of Commercial Banks in China

从盈利性、安全性和流动性三个方面分析利率变动对我国商业银行经营绩效的影响,并以12家上市银行为研究对象,选取2010年到2015年的面板数据,建立个体固定效应模型进行实证分析,发现利率变动与净利润增长率、不良贷款率负相关,与存贷比例正相关,且存在时间滞后效应,指出在利率变动的环境中,商业银行要提高经营绩效,应该积极调整业务结构、转变经营模式以及提高风险定价和管理能力。

The aim of the study is to examine the influence of interest rate changes on commercial banks＇ performance from three aspects such as profitability, security and liquidity. This article employed panel data and the individual fixed effects model on the basis of the 12 listed banks in China spanning the period from 2010 to 2015.The empirical results indicate that interest rate changes have negative effect on net profit growth rate and nonperforming loans rate but have positive effect on loan-to-deposit ratio. Moreover, it was found that there was a time lag effect. So, according to the article, the commercial banks should actively adjust the business structure, transform management mode and enhance risk management capabilities to improve business perform.