利率市场化进程中商业银行存贷利差变动趋势分析

An analysis of the trend of changes in deposit and loan spreads of commercial banks in the process of interest rate marketization

存贷款利差是影响商业银行盈利和风险管理能力的重要因素之一。文章立足于中国利率市场化改革的大背景,选取我国2008至2019年度15家上市银行的存贷款利差数据,对其收窄变动趋势及影响进行实证分析。研究结果表明,随着利率市场化的不断推进,商业银行存贷利差的走向呈先扩大再收窄的态势;存贷利差收窄给商业银行经营带来冲击的同时,也会影响银行的经营风险。因而,保持合理的存贷利差非常重要。

The spread between deposits and loans is one of the important factors affecting the profitability and risk management capabilities of commercial banks.Based on the general background of China's interest rate marketization reform,this article selects the deposit and loan spread data of 15 listed banks in China from 2008 to 2019,and conducts an empirical analysis of its narrowing trend and its impact.The research results show that with the continuous advancement of interest rate marketization,the trend of commercial banks'deposit-loan spreads is expanding first and then narrowing;the narrowing of deposit and loan spreads will not only impact the operation of commercial banks,but also affect the operating risks of banks.Therefore,it is very important to maintain a reasonable deposit and loan spread.