我国银行业竞争程度测算及其影响因素分析

发布时间：2018-01-03 08:00

本文关键词：我国银行业竞争程度测算及其影响因素分析　出处：《山东大学》2013年硕士论文　论文类型：学位论文

【摘要】：随着国民经济的快速发展,金融业尤其是银行业在我国国民经济发展中的作用越来越重要。并且国际经济环境越来越复杂,国家之间的联系也越来越密切,外资银行在我国也在逐渐发展壮大,所以研究我国银行业的竞争有利于政府更好的规制银行业的竞争,完善我国的金融系统,使得我国银行业朝着健康有序的方向发展。目前国内外有许多研究银行业竞争的文献,基本上使用两种方法,即结构性研究方法和非结构性研究方法。结构性研究方法使用传统的市场集中度、赫芬达尔—赫希曼指数等来测量银行业的市场结构,再进一步研究市场结构对市场行为进而对市场绩效的影响。非结构性方法不需要测算这些指标,主要包括Bresnahan-Lau模型和Panzar-Rosse模型等,其中Panzar-Rosse模型有着不可替代的优点,并且是目前比较流行的研究银行业竞争程度的模型。本文采用Panzar-Rosse模型,结合我国实际情况建立了适合于我国的回归方程,使用我国15家商业银行1996-2011年的面板数据,对我国目前的银行业竞争程度进行了测度,并分析比较了国有控股商业银行和普通股份制商业银行的竞争程度,以及我国银行业全面对外开放之前和之后的竞争程度。更进一步的,计算了从1996年以来我国银行业每年的H值,以此为基础探究了影响我国银行业竞争的因素文章分为以下几个部分：第一部分为引言,介绍了本文的写作背景、研究意义以及逻辑框架。第二部分为文献综述,回顾了测量银行业竞争程度的相关指标.以及国内外这个领域前人的研究成果；第三部分介绍了我国银行业的发展阶段,以及资产规模、存款规模和贷款规模的增长等,还介绍了外资银行在我国的发展进程。第四部分和第五部分为文章的主体部分,第四部分运用Panzar-Rosse模型研究了我们银行业目前的竞争状态,不同性质银行之间的竞争状况,以及我国银行业全面开放之前和全面开放之后的银行业的竞争程度。第五部分在第四部分研究的基础上进一步探究了影响我国银行业竞争的因素；第六部分对文章进行了总结,并提出相关的政策建议。经过对模型的回归估计得出以下结论：我国银行业目前整体上处于垄断竞争的状态,并且竞争激烈程度较高；5大国有控股商业银行之间的竞争程度高于全国整体水平,并且远远超过普通股份制商业银行的竞争程度,已接近完全竞争的状态；普通股份制商业银行的竞争程度仅为H值等于0.389,虽为垄断竞争的状态,但竞争的程度不够激烈；我国银行业全面对外开放即2006年之后,并没有显著提高我国银行业竞争的激烈程度。所以,对于规范我国银行业的竞争,政府还有许多工作可以做,只有按照经济运行规律进行政策制定,才能促进银行业朝着健康、有序的方向发展。
[Abstract]:With the rapid development of national economy, the role of financial industry, especially banking, in the development of our national economy is becoming more and more important, and the international economic environment is becoming more and more complex, and the relationship between countries is becoming more and more close. Foreign banks in China are also gradually growing, so the study of the competition of our banking industry is conducive to the government to better regulate the competition of the banking industry, improve the financial system of our country. Make our banking industry develop in a healthy and orderly direction. At present, there are many domestic and foreign literature on banking competition, basically using two methods, namely, structural research method and non-structural research method, and structural research method using traditional market concentration. The Herfindah-Herschmann index is used to measure the market structure of banking, and to further study the influence of market structure on market behavior and market performance. The non-structural method does not need to measure these indicators. Including Bresnahan-Lau model and Panzar-Rosse model, Panzar-Rosse model has irreplaceable advantages. And it is a popular model to study the degree of banking competition. In this paper, the Panzar-Rosse model is used to establish the regression equation suitable for our country, and the panel data of 15 commercial banks in China from 1996 to 2011 are used. This paper measures the degree of competition in China's banking industry, and analyzes and compares the degree of competition between state-owned holding commercial banks and ordinary joint-stock commercial banks. And the degree of competition before and after China's banking industry opened to the outside world. Furthermore, the annual H value of China's banking industry has been calculated since 1996. On this basis, this paper probes into the factors that affect the competition of China's banking industry. The article is divided into the following parts: the first part is the introduction, introduces the writing background, research significance and logical framework of this paper. The second part is the literature review. This paper reviews the related indicators to measure the degree of banking competition, as well as the previous research results in this field at home and abroad. The third part introduces the development stage of China's banking industry, as well as the growth of the scale of assets, deposits and loans. It also introduces the development process of foreign banks in China. Part 4th and part 5th are the main parts of the article. Part 4th uses Panzar-Rosse model to study the current competitive state of our banking industry and the competition among banks of different natures. And the degree of banking competition before and after the full opening of China's banking industry. 5th part of the 4th part of the study on the basis of further explore the factors affecting the competition of China's banking industry; Part 6th summarizes the article and puts forward relevant policy recommendations. Through the regression estimation of the model, the following conclusions are drawn: the banking industry of our country is in the state of monopoly competition, and the competition degree is high; (5) the degree of competition among the state-owned holding commercial banks is higher than that of the whole country, and far exceeds the competition degree of the ordinary joint-stock commercial banks, which is close to the state of complete competition; The competition degree of ordinary joint-stock commercial banks is only H value = 0.389, although it is the state of monopoly competition, but the degree of competition is not fierce enough; Since 2006, China's banking industry has opened to the outside world in a comprehensive way, and has not significantly improved the degree of competition in China's banking sector. Therefore, the government still has a lot of work to do to standardize the competition of our banking industry. Only by making policies according to the law of economic operation, can we promote the banking industry to develop healthily and orderly.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.3

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