CAJ | 학술논문

本文以VAR模型对我国银行业盈利结构的实证检验表明,信贷规模与利差是影响商业银行利润的主要因素,但银行净利润对于资产规模的脉冲效应大于对利差水平的脉冲效应。高投资驱动增长模式是信贷规模扩张、银行高利润的根源。推进利率市场化改革是实现我国银行利润增长模式转型的必由之路。
본문이VAR모형대아국은행업영리결구적실증검험표명,신대규모여리차시영향상업은행리윤적주요인소,단은행정리윤대우자산규모적맥충효응대우대리차수평적맥충효응。고투자구동증장모식시신대규모확장、은행고리윤적근원。추진리솔시장화개혁시실현아국은행리윤증장모식전형적필유지로。
Empirical tests using VAR model on the profit structure of China＇s banking industry shows that, credit scaleand spread is the main factor that affects the profits of commercial banks. The Impulsive effect of the bank＇ s net profit on the asset size is greater than that of spread. High investment-driven growth mode is the root of the credit expansion and the high profits of the bank. Taking the ideal level of profitability into consideration, so far, the only way to realize the transformation on China＇ s economy growth mode and bank profits mode is to converse the regulation ideas and to promote the reform of the market-oriented resource allocation mechanism, such as interest rate liberalization.