存贷利差对我国商业银行盈利能力影响的实证分析

Empirical Analysis on the Impact of the Interest Spread on the Profitability of Chinese Commercial Banks

存贷利差是影响商业银行盈利能力的重要因素之一。本文首先回顾了我国的利率市场化进程,分析了我国商业银行的盈利能力现状,然后利用16家A股上市银行的数据进行存贷利差对商业银行盈利能力影响的实证分析。结果表明,存贷利差与商业银行盈利能力存在显著的正相关关系。为了抵御存贷利差收窄对银行盈利能力之不利影响,本文建议持续推进利率风险管理,增强传统资产负债业务的盈利能力,大力发展中间业务,加强对商业银行资金投向的监管。

The lending-deposit spread rate is one of the most crucial factors in determining the profitability of commercial banks.This paper first looks back on the process of interest rate liberalization in China,and then analyses the profitability of its commercial banks.Through the method of empirical analysis with data and information of banks listed in the Shanghai and Shenzhen stock market,we draw a conclusion that there is a positive correlation between the interest spread and profitability. To avoid the negative influence created by the narrowing interest spread,we sincerely recommend a sustainable and better management of interest rate risk,as well as an enhancement in asset&liability business,intermediary business and regulation in its asset usage.