摘要
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。
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.
出处
《金融理论与实践》
北大核心
2015年第4期75-80,共6页
Financial Theory and Practice
基金
教育部人文社科规划基金项目(14YJA790077)
河南省政府决策研究课题(2014327)
河南省教育厅科学技术研究重点项目(14A790018)资助
关键词
利率市场化
地方银行
盈利能力
面板门槛模型
interest rate marketization
local bank
profitability
panel threshold model
