摘要
本文利用中国26家商业银行1999—2006年的数据,实证检验了商业银行净利差率影响因素及其变化,揭示了利率市场化改革对商业银行利率定价行为的影响。结论如下:(1)资本充足性监管对商业银行利率定价行为影响显著,基准利率对商业银行定价行为影响逐渐减弱;(2)商业银行自主定价能力正逐步形成,其中以2004年利率市场化改革措施影响最为明显;(3)经营区域限制因素对商业银行净利差决定因素产生一定影响。
By making empirical examination on determinants of net interest margin and their changes with the relevant data published by 26 commercial banks during the period of 1999 to 2006, this article studies the effect of Interest Rate Liberalization （IRL） reform on pricing behavior of commercial banks in China. The conclusions are as follows ： （ 1 ） Comparing with the benchmark rates of deposits and loans, increasingly stringent capital adequate supervision has a significant impact on pricing behavior of commercial banks; （2） IRL reform in 2004 has a most obvious effect on pricing behavior of commercial banks, and the ability of independent pricing is gradually taking shape in Chinese commercial banks ; （ 3 ） Regional operating restrictions also has an impact on determinants of net interest margin in commercial banks.
出处
《金融研究》
CSSCI
北大核心
2008年第4期69-84,共16页
Journal of Financial Research
基金
国家自然科学基金项目(批准号:70673021)资助
