利率场化背景下对银行净利差的实证分析——以-atlantispress.pdf

Advances in Social Science, Education and Humanities Research (ASSEHR), volume 117 2017 International Conference on Social Science (ICoSS 2017) Empirical Analysis on Banks Net Interest Margin under the Background of Interest Rate Liberation: Taking the Banking Sector in Weihai for Example Xiaoming Wang Department of International Economics and Trade, Business School, Shandong University at Weihai, Weihai, 264209, China. 806339447@ Abstract. With the continuous reform of Chinas interest rate market, the deposit and lending spreads gradually narrowed, which undoubtedly makes the deposit and loan spreads as the main source of income of commercial banks face enormous challenges. For small and medium commercial banks, the situation is more severe. Taking the Banking Sector in Weihai for Example, by stata using quarter panel data from 2009 to 2012, Cross-sectional study differences of all kinds of banks net interest margin, To determine the basis of its policies impact ability; Longitudinal study of 2012 in the middle of two microscopic effect of reform measures, and Combined with the macroeconomic factors, the optimal timing of implementation of policy Suggestions are put forwards. Keywords: Interest rateliberalization; Net interest margin; Central bank benchmark spread. 利率市场化背景下对银行净利差的实证分析 ——以威海市银行业为例 王晓明1 (山东大学(威海)商学院、国际经济与贸易系,山东省 威海市 264209) 摘要：随着我国利率市场化改革的不断进行,存贷利差呈现逐步收窄的趋势,这无疑使以存贷利差为主要收入来源的商业 银行面临巨大的挑战。对中小型商业银行而言,形势更是严峻。以威海市银行业为例，通过stata 利用2009 年至2012 年的季 度面板数据，横向研究各类银行净利差的差异情况，以判断其应对政策冲击的基础能力；纵向研究2012 年年中两次改革措 施的微观效果，并结合宏观经济因素，对政策的最佳实施时机提出建议。 关键词：利率市场化；净利差；央