金融理论与实践
金融理論與實踐
금융이론여실천
FINANCIAL THEORY AND PRACTICE
2015年
4期
75-80
,共6页
利率市场化%地方银行%盈利能力%面板门槛模型
利率市場化%地方銀行%盈利能力%麵闆門檻模型
리솔시장화%지방은행%영리능력%면판문함모형
interest rate marketization%local bank%profitability%panel threshold model
以河南省24家银行机构的数据为依据，采用面板门槛模型来检验利率市场化对地方银行盈利能力是否存在门槛效应。实证结果显示：我国利率市场化对地方银行盈利能力存在着单一门槛效应。随着中间业务收入占比的提高，利率市场化带来的净利差收窄对地方银行盈利能力的负向影响呈递减趋势。地方银行应积极调整信贷结构，保持稳定合理的净利差水平；加快实施业务转型，改变传统的盈利模式；进一步提升银行存贷利率的定价能力。
以河南省24傢銀行機構的數據為依據，採用麵闆門檻模型來檢驗利率市場化對地方銀行盈利能力是否存在門檻效應。實證結果顯示：我國利率市場化對地方銀行盈利能力存在著單一門檻效應。隨著中間業務收入佔比的提高，利率市場化帶來的淨利差收窄對地方銀行盈利能力的負嚮影響呈遞減趨勢。地方銀行應積極調整信貸結構，保持穩定閤理的淨利差水平；加快實施業務轉型，改變傳統的盈利模式；進一步提升銀行存貸利率的定價能力。
이하남성24가은행궤구적수거위의거，채용면판문함모형래검험리솔시장화대지방은행영리능력시부존재문함효응。실증결과현시：아국리솔시장화대지방은행영리능력존재착단일문함효응。수착중간업무수입점비적제고，리솔시장화대래적정리차수착대지방은행영리능력적부향영향정체감추세。지방은행응적겁조정신대결구，보지은정합리적정리차수평；가쾌실시업무전형，개변전통적영리모식；진일보제승은행존대리솔적정개능력。
Based on the data of 24 commercial banks data in Henan province, this paper uses panel threshold model to test whether interest rate marketization on local bank’s profitability exists threshold effect or not. The empirical results show that:China's interest rate marketization on local bank’s profit-ability which exist single threshold effect. With the improvement of intermediary operating income rate, the negative influence of the net interest margin's narrowed gap on the local bank profitability showed a decling trend step by step. Local Banks should actively adjust the credit structure to keep stable and reasonable level of net interest margin, speed up the implementation of business transformation to change the traditional profitability pattern, and enhance the bank loan interest rates' pricing power.
