CAJ | 학술논문

本文首先分析了我国商业银行利差的发展历程，然后在做市商模型的基础上引入中间业务变量，对银行利差的影响因素进行综合理论分析。在此基础上引入数学表达式中未出现但应考虑的变量建立综合的回归模型，并运用我国上市商业银行数据进行实证研究。研究发现，无论静态回归还是动态回归中，银行的市场垄断程度、运营成本对利差的影响程度都是最大的，并且均显著；中间业务中的佣金与手续费收益对利差有显著的负相关作用；动态回归分析亦显示，利差与上一期的利差也有显著的正相关关系。
본문수선분석료아국상업은행리차적발전역정，연후재주시상모형적기출상인입중간업무변량，대은행리차적영향인소진행종합이론분석。재차기출상인입수학표체식중미출현단응고필적변량건립종합적회귀모형，병운용아국상시상업은행수거진행실증연구。연구발현，무론정태회귀환시동태회귀중，은행적시장롱단정도、운영성본대리차적영향정도도시최대적，병차균현저；중간업무중적용금여수속비수익대리차유현저적부상관작용；동태회귀분석역현시，리차여상일기적리차야유현저적정상관관계。
Firstly, we analyze the development of the interest spread of China＇s commercial banks, and then market maker model is augmented here with non - traditional activities variables to make a comprehensive theoretical analysis for the determinants of interest spread. Based on the theoretical analysis, the study in- troduces the variables that should be considered but hasn＇t appeared in the mathe- matical model, and then establishes a comprehensive regression model. Moreover, the empirical research is conducted based on the relevant data of China＇s listed com- mercial banks. The static and dynamic models involved both suggest that the market monopoly degree and operating costs are the most fundamental factors that influ- ence the interest spread significantly; The income from fees and commissions in the non- traditional activities has significantly negative effect on the interest spread; The dynamic regression documents the evidence that the interest spread and that in the preceding period show significantly positive relationship.