我国商业银行利差容忍度测度

文章假定我国商业银行贷款实际利率等于市场利率，模拟存款利率上限放开情境，选择2005年到2010年作为研究区间，对我国10家商业银行的利差容忍度进行测度。结果显示，2005年到2010年，随着我国商业银行，尤其是国有大型商业银行，经营效率的不断提高，对利差缩小的容忍能力显著增强，并且中型规模商业银行对利率市场化改革过程中利差缩小的容忍能力普遍强于国有大型商业银行，国有大型商业银行强于小型股份制银行。

The Estimation of Spread Tolerance of China's Commercial Banks

The article assumes that in China's commercial banks,the actual interest rate on loan is equal to market rate.So it simulates the condition that the ceiling of deposit interest rate is lifted,and uses data from 2005 to 2010 to estimate the spread tolerance of 10 China's commercial banks.The results show that from 2005 to 2010,as the operational efficiencies of China's commercial banks,especially the state-owned large commercial banks,got improved consistently,the spread tolerance of commercial banks was not...