| 摘要: | 由於全球景氣趨緩，全球吹起降息風，美國聯準會（Fed）於2001年十度調降聯邦基金利率，而國內央行十一度調降重貼現率，造成國內銀行紛紛調降存款，以因應經濟情勢。而牌告利率調整如此頻繁，會對銀行利息成本產生多大影響，不同分類銀行如何調整為適當呢？乃本文之研究動機。 本研究主要目的，設計一【存款利率調整系統】，藉由模擬牌告利率的調整，衡量其對各別銀行存款部位的影響。並設計利率情境，即不同的利率調幅、解約率曲線及活存流失率，來分析利率調整造成「利息成本節省」及「存款流失利差」兩方面的影響，找尋各別銀行之最適利率調幅，並分析不同分類銀行其利率調幅的差異，冀能有助於銀行業者擬定牌告利率政策。 本文利用Excel Visual Basic Application(VBA)程式，設計【存款利率調整系統】，執行巨集後，可輸入相關變數，得到各部位影響的利息成本數。若將樣本銀行分類，再配合利率情境的設定，及資料庫之關連，可得到多家銀行各別的最大利息成本節省數，即最適利率調幅。並採無母數Kurskal－Wallis Test，來檢定三類不同定存占存款比重及存款規模大小，對利息成本節省比例是否顯著？歸納本研究之結論： 1.在假設各樣本銀行每次利調幅與存款解約率均相同，且調降幅度在-0.05﹪與-0.41﹪之間，經模擬36次調降牌告利率，發現：定存占存款比重越高，存款規模越小的銀行，其利息成本節省數佔總利息支出的比率愈大。 2.Kurskal－Wallis Test 檢定定存比重不同及存款規模不同之分類銀行變數與利息成本節省比例，經發現彼此存在顯著的差異 3.實證發現：各分類銀行利率情境相同時，只有解約率曲線在不同分類銀行有差異；（1）若解約率曲線相同，最適利率調幅相近，（2）若解約率曲線不同，解約率曲線越陡，最適利率調幅越小，而解約率曲線越平坦，最適利率調幅越大。 4.牌告利率調整，若能考量銀行活存及定存結構與存款規模之不同，及其解約率與活存流失率之可能變化，儘管不同銀行有不同的存款結構，仍然可以找到最適利率調幅，即利息成本節省最大。 Through the slow moving of global business prosperity, it becomes a trend to descend interest rate. In 2001, the Fed has declined its fund rate up to ten times already. Meanwhile, the center bank also descended rediscount rate over eleven times. This made local banks have to lower deposit rate in order to follow this trend. How great influence did it impact interest cost? What was the best regulative policy for different branch banks under frequently adjust interest rate? The major purpose of this research is to design a regulative saving interest rate system. To measure the influence of bank deposit by the scenario of adjusted interest rate. The interest rate scenario, that is, use different range of interest rate, surrender rate curve, and current deposit flow away rate to analysis the influence on “interest cost save” and “deposit flow away spread” that caused by regulative interest . To seek appropriate interest range for individual bank and analysis the interest range difference between different classified banks in order to set out the interest rate policy. The regulative saving interest rate system is based on Excel Visual Basic Application program. The instruction is to execute the macro and to input the related variables. Nonparametric Test: Kurskal-Wallis Test. Conclusion: 1. Prerequisite: doing 36 simulations under the interest range rate and the deposit surrender rate is the same and the descended range is between -0.05% and -0.41%. Result: the higher percentage fixed deposit to saving, the smaller saving scale, the greater rate interest cost save to total saving. 2. Kurskal-Wallis Test: there is an obvious difference between different interest cost save and classified banks that have different deposit ratio and saving scale. 3. Demonstration: if the scenario of interest rate is the same, the surrender curve only has difference in different classified banks. If the surrender rate is the same, the most suitable range is similar. If surrender rate is different, the greater surrender curve is, the smaller most suitable range is and vice versa. 4. Interest rate regulation: to take the differences existence into the consideration in terms of the structure of current deposit, fixed deposit, the size of deposit scale and the possible changes between surrender rate and current flow away rate, different banks have deposit structure. It is possible to find out the most suitable interest range, that is, the greatest interest costs save. |
