利率市场化对商业银行利差变动的影响分析—基于资产负债结构的计量框架与实证研究

基于科学区分总体利差变动与利率市场化政策导致的利差变动的思路,从中央银行基准利率调控和商业银行资产负债结构差异入手,研究利率市场化对商业银行存贷利差变动的影响。结果显示,利率市场化对存款利率新增上浮区间的影响明显加大,而对贷款利率新增下浮区间的影响总体较小,利率市场化不是当前净利差收窄的主要原因。

Analysis of the Impact of Interest Rate Marketization on Commercial Bank Interest Spread Changes--Based on Measurement Framework Asset Liability Structure

Based on the thought distinguishing overall changes in spread and the marketization of interest rate policy to change, from the difference between the central bank benchmark interest rate control and the structure of assets and liabilities of commercial banks, we study the impact of interest rate marketization on commercial bank deposit and lending interest rate spread movements. Results show that interest rate marketization is not the main reason of the net interest margin narrowed.