| 摘要: |
| 基于62家城商行2014－2020年的面板数据，本文构建动态面板数据模型，采用两阶段系统广义矩估计法，在利率市场化背景下，控制微观银行特征和宏观经济变量后，实证考察城商行盈利能力的影响因素。结果表明：城商行盈利能力具有较强持续性特征；净利差与资产收益率呈现正相关关系，且净利差效应在东部城商行中较高；非息收入与城商行盈利能力关联度不高；城商行盈利能力与其资产规模、成本收入比、不良贷款率呈现负相关；与其资本充足率、贷存比、经济增长率呈现正相关。基于此，提出政策性建议，以期推动城商行“十四五”时期提升盈利能力和持续健康发展，回归本源、服务实体，助推我国经济向高质量发展阶段迈进。 |
| 关键词: 利率市场化；城市商业银行；盈利能力；系统广义矩估计 |
| DOI： |
| 分类号:F832.3 |
| 基金项目: |
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| Research on the Factors Influencing the Profitability of City Commercial Banks under the Interest Rate Marketization——Based on the Panel Data of 62 Urban Firms from 2014 to 2020 |
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LI Wei1，LI Bo1，21,2
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1.the Bank of Suzhou;2.Shanghai University of Finance and Economics
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| Abstract: |
| Based on the panel data of 62 urban commercial banks from 2014 to 2020，this paper builds a dynamic panel data model and uses the two-stage system generalized moment estimation method to empirically investigate the factors influencing the profitability of urban commercial banks after controlling the characteristics of micro banks and macroeconomic variables in the context of interest rate liberalization.The results show that the profitability of city firms has a strong persistent feature；There is a positive correlation between net interest margin and return on assets，and net interest margin effect is higher in eastern city firms.The correlation between non-interest income and the profitability of city firms is not high；The profitability of urban commercial banks is negatively correlated with their asset size，cost to income ratio and non-performing loan ratio.Its capital adequacy ratio，loan-to-deposit ratio and economic growth rate are positively correlated.Based on this，this paper puts forward policy suggestions to promote urban commercial banks to improve profitability and sustainable and healthy development during the “14th Five-year Plan” period，return to their origin and service entities，and boost China’s economy to the stage of high-quality development. |
| Key words: Interest Rate Liberalization；City Commercial Bank；Profitability；Systemic Generalized Method of Moments |
