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| 存贷款利差定价分析 | |
| 引用本文： | 黄国平,吉昱华,伍旭川. 存贷款利差定价分析[J]. 经济理论与经济管理, 2007, 0(10): 37-44 |
| 作者姓名： | 黄国平 吉昱华 伍旭川 |
| 作者单位： | 中国社会科学院金融研究所,北京,100732;中国保险业监督管理委员会政策研究室,北京,100032;中国人民银行研究局,北京,100800 |
| 摘 要： | 存贷款利差合理水平取决于违约率、损失率、流动性风险、资本缓冲与信贷类资产的比率,以及无风险基准利率。银行业内部管理水平不足和存贷款市场的总体失衡会导致利差水平扩大和提高。我国当前的存贷款利差水平相对于其合理水平而言过低,不仅不利于银行业长期健康发展,而且也对整个金融体系累积了巨大的体系性风险。 |
| 关 键 词： | 利差 定价 金融风险 利率 信用价差 |
| 文章编号： | 1000-596X(2007)10-0037-08 |
| 收稿时间： | 2007-06-25 |
| 修稿时间： | 2007-06-25 |
AN ANALYZING FRAMEWORKS ON INTEREST MARGINS BETWEEN DEPOSITS AND LOANS |
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| HUANG Guo-ping,JI Yu-hua,WU Xu-chuan. AN ANALYZING FRAMEWORKS ON INTEREST MARGINS BETWEEN DEPOSITS AND LOANS[J]. Economic Theory and Business Management, 2007, 0(10): 37-44 | |
| Authors: | HUANG Guo-ping JI Yu-hua WU Xu-chuan |
| Affiliation: | 1. Institute of Finance and Banking of Chinese Academy of Social Science, Beijing, 100732 China;2. Development and Reform Department of China Insurance Regulatory Commission, Beijing, 100032 China;3. Research Bureau of People's Bank of China, Being, 100800 China |
| Abstract: | Interest spreads between deposits and loans rest on probability of default(PD),loss at given default(LGD),liquidity,ratio of capital cushion to credit assets(RCCCA),and short interests.Non-equilibrium of financial markets,and managing deficiency of financial institutions,result in increasing level of interest spreads.The analyzing results indicate present practical spread level of China seems to be on the low side,which is unfavorable to banking,as well as financial systems. |
| Keywords: | margin pricing financial risk interest rate credit spreads |
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