我国商业银行利差影响因素研究

On the Influencing Factors of Interest Spread of Commercial Banks in China

借鉴Maudos和Solis构建的利差决定的综合化模型,采用2009年—2016年中国50家商业银行的非平衡面板数据,分析商业银行利差的影响因素,结果表明:风险厌恶程度、运营成本对商业银行利差具有显著的正向影响;中间业务收入、成本收入比对商业银行利差具有显著的负向影响;市场垄断程度、交易规模、信用风险、利率风险等对商业银行利差无显著影响.

Based on the integrated model of interest margin determination built by Maudos and Solis(2009), this paper uses the unbalanced panel data of 50 commercial banks in China from 2009 to 2016 to empirically investigate the influence factors of the interest margin of commercial banks. The empirical results show that:(1)the degree of risk aversion and operating costs have significantly positive effects on the commercial bank interest margin;(2)the intermediate business income and cost income ratio has significant negative effects on the interest margin of commercial banks;(3)the degree of market monopoly, transaction size, credit risks and interest rate risks have no significant impact on the interest margin of commercial banks.