价值工程
價值工程
개치공정
VALUE ENGINEERING
2014年
5期
156-158,159
,共4页
利率市场化%城商行%净利差率%HO-Saunders模型
利率市場化%城商行%淨利差率%HO-Saunders模型
리솔시장화%성상행%정리차솔%HO-Saunders모형
interest rate liberalization%City Commercial Bank%net interest margins%HO-Saunders Model
本文运用HO-Saunders模型实证分析了利率市场化对城商行的影响。结果显示，利率市场化对城商行带来了一系列影响：资产质量有所提升；利率风险加大，城商行风险管理水平面临挑战；定价能力有所提升；储备的机会成本降低，短期内流动性风险增加；吸储成本提高，存款竞争压力增大。要应对挑战，城商行应从加强资产质量管理、完善利率风险管理体系、构建有效定价机制、实现多元化发展等方面入手。
本文運用HO-Saunders模型實證分析瞭利率市場化對城商行的影響。結果顯示，利率市場化對城商行帶來瞭一繫列影響：資產質量有所提升；利率風險加大，城商行風險管理水平麵臨挑戰；定價能力有所提升；儲備的機會成本降低，短期內流動性風險增加；吸儲成本提高，存款競爭壓力增大。要應對挑戰，城商行應從加彊資產質量管理、完善利率風險管理體繫、構建有效定價機製、實現多元化髮展等方麵入手。
본문운용HO-Saunders모형실증분석료리솔시장화대성상행적영향。결과현시，리솔시장화대성상행대래료일계렬영향：자산질량유소제승；리솔풍험가대，성상행풍험관리수평면림도전；정개능력유소제승；저비적궤회성본강저，단기내류동성풍험증가；흡저성본제고，존관경쟁압력증대。요응대도전，성상행응종가강자산질량관리、완선리솔풍험관리체계、구건유효정개궤제、실현다원화발전등방면입수。
The impact of interest rate liberalization on City Commercial Banks is evaluated based on the HO-Saunders Model in this paper. It is found that, the interest rate liberalization improves City Commercial Banks' quality of assets, increases the interest rate risk and challenge the interest rate risk management ability, improves the ability of pricing, reduces the opportunity cost of saving and increases the liquidity risk in the in the short term, raises the cost of deposits and increase the deposits competition. To deal with the challenge of interest rate liberalization, City Commercial Banks should enhance the asset management, improve the interest rate risk management system, build effective pricing mechanism and achieve diversified development.
