《巴塞尔协议Ⅲ》净稳定资金比例对商业银行盈利性的影响研究

The impact of Basel Ⅲ-based net stable funding ratio on the profitability of commercial banks

为防范流动性风险,我国采用净稳定资金比例作为商业银行的监测工具,该工具如何影响商业银行盈利性成为关注的焦点。基于2012年第1季度至2021年第3季度我国70家商业银行的微观数据,采用动态面板模型分别从银行季度总资产收益率、非利息收入比率和净息差这三个角度实证检验净稳定资金比例对我国不同类型商业银行盈利性的影响。研究结论表明:净稳定资金比例的提高显著增加了季度总资产收益率,但会降低非利息收入比率和净息差。

This paper examines how net stable funding ratio,a monitoring tool used by China against the risk of liquidity,affects the profitability of different types of commercial banks.To be specific,a dynamic panel model is adopted to look into the banks′return on total assets,non-interest income ratio and net interest margin based on the statistics of 70 domestic commercial banks from the first quarter of 2012 to the third quarter of 2021.Research results suggest that a greater net stable funding ratio can markedly increase the overall return on total assets for banks but decrease the ratio of non-interest profit and net interest margin.