Процентная ставка и прибыльность коммерческих банков Индии

Основная цель данного исследования заключается в выявлении взаимосвязи между процентной ставкой (денежнокредитной политикой) и прибыльностью банка наряду с присущими банку отраслевыми и макроэкономическими переменными. Методология исследования включает сбалансированные панельные данные 50 индийских акционерных коммерческих банков за 12 лет с 2008 по 2020 г. Использованы модели регрессии с фиксированным и случайным эффектом. В связи с наличием гетероскедастичности представлены результаты для робастной стандартной ошибки. Результат показывает положительную связь между спредом процентных ставок и двумя показателями прибыльности банков — рентабельностью активов (ROA) и рентабельностью собственного капитала (ROE), в то время как процентная ставка имеет незначительную отрицательную связь с прибыльностью банка. Сделан вывод, что центральный банк может увеличить или уменьшить процентный спред для поддержания профицита или дефицита ликвидности в экономике. Банкам рекомендовано вносить соответствующие изменения в кредитную или депозитную ставку по отношению к учетной ставке, чтобы сделать канал передачи информации эффективным. Также необходимо определить другие факторы, которые влияют на прибыльность банка. Это поможет менеджеру банка повысить его прибыльность.

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