摘要
利率市场化改革是我国正在进行的改革之一。中国的商业银行可以借此提高自身的竞争力,以此来应对经济新常态下各种可能的挑战。鉴于此,本文希望通过分析利率市场化对商业银行经营绩效的影响为商业银行适应利率市场化改革,进行转型升级提供参考。通过层次分析法构建利率市场化指数,并通过主成分分析法构建绩效评价体系,最后进行实证检验。实证检验结果表明,利率市场化的推进和管制利差增大会对商业银行的经营绩效造成负面影响,而实际经济增长率和市场利率水平的提升有助于商业银行经营绩效的提高。
Interest rate liberalization is one of the reform in our country. China？s commercial banks have to improve their competitiveness in order to cope with the challenges. This paper hopes to analyze the impact of interest rate liberalization on the performance of commercial banks to provide a reference for commercial banks to adapt to the interest rate liberalization. This paper constructs the interest rate liberalization index and the performance evaluation system about this problem. The empirical results show that interest rate liberalization and the increase of interest spreads will have a negative impact on the performance of com-mercial banks, while the economic growth and the increase of real interest will help commercial banks to improve business performance.
出处
《上海管理科学》
2017年第4期97-103,共7页
Shanghai Management Science
关键词
利率市场化
经营绩效
层次分析法
主成分分析法
interest rate liberalization
operating performance
analytic hierarchy process
principal com-ponent analysis
