中国银行业结构、效率与绩效研究

发布时间：2018-01-16 13:38

本文关键词：中国银行业结构、效率与绩效研究　出处：《山东大学》2012年硕士论文　论文类型：学位论文

【摘要】：产业组织理论的核心内容是市场结构与市场绩效的关系,产权结构、市场结构与企业经营绩效之间的关系一直是产业经济学领域争论不休的论题,由此也诞生了一系列的绩效决定论。市场结构与市场绩效的表现有着密切的联系,对二者关系的研究,则可以通过调整产业结构来达到提高市场绩效的目的。银行系统的稳定是金融稳定的核心,这是从20世纪金融业研究中得出的一项基本结论。金融是经济的核心,银行业是金融的三大支柱之一。完善的金融制度和健康运行的金融机构是经济可持续发展的必要保证,反之,则会阻碍经济的发展,2007年底由美国次贷危机引发的金融危机给美国乃至全球的经济造成了不可磨灭的灾难就是最好的例证。所以,银行业的改革始终是经济改革过程中的重中之重。随着改革开放的序幕拉开,银行业的改革也在不断推进,金融体系正在逐步完善。1978-1983年,中国银行、中国农业银行先后从中国人民银行分离出来,打破中国人民银行“一统天下”的格局。1984-1994年,中国工商银行和中国建设银行先后成立,中信实业银行、深圳发展银行、广东发展银行等12家全国性股份制商业银行成立,逐步形成以中央银行为核心、以四大国有专业银行为主体各大股份制商业银行迅速发展的银行体系。1995-2003年,正式实施《商业银行法》和《中国人民银行法》,开创商业银行法制化建设新时代。2003至今：对国有银行进行股份制改造,银行业监管职能正式从中央银行独立出来。银行业改革经历了从混业经营到分业经营再到混业经营的发展历程,银行体系正在一步一步的进行完善。本文以我国银行业为研究对象,按照产权结构的不同,对国有商业银行和股份制商业银行分别讨论其与市场竞争结构之间的关系。除此之外,也讨论了绩效与经营效率的关系。市场竞争结构选用的指标为四银行集中率,赫芬达尔指数和市场份额,分别从资产,贷款,利税和存款角度计量。经营效率的核算采用的是数据包络分析法,采用的指标有技术效率、纯技术效率和规模效率,技术效率的前提是规模报酬不变,纯技术效率的前提是规模报酬可变。本文分别采用静态面板和动态面板进行回归,静态面板中用到了固定效应模型和随机效应模型,并运用豪斯曼检验进行筛选。考虑到本文用的是短面板,动态面板分析采用系统矩估计方法。回归结果显示,技术效率对我国银行业的绩效普遍没有解释力度,国有商业银行的寡头地位并没有给其带来垄断利润,反而还侵占了股份制银行的利润空间。所以从本文得到的结果来看,针对我国银行业的竞争结构,应该降低银行准入门槛,鼓励股份制银行和城市商业银行的发展,鼓励市场竞争,从本文的角度来说,对固有商业银行和股份制商业银行的盈利能力都有促进作用。
[Abstract]:The core content of industrial organization theory is the relationship between market structure and market performance. The relationship between property structure, market structure and business performance has been a controversial topic in the field of industrial economics. As a result, a series of performance determinism has emerged. Market structure and performance of market performance are closely related to the study of the relationship between the two. The stability of banking system is the core of financial stability, which is a basic conclusion from the financial research in 20th century. Finance is the core of the economy, and banking is one of the three pillars of finance. A sound financial system and healthy financial institutions are the necessary guarantee for the sustainable development of the economy, otherwise, it will hinder the development of the economy. In end of 2007, the financial crisis caused by the subprime mortgage crisis in the United States has caused an indelible disaster to the economy of the United States and even the whole world. The reform of the banking industry has always been the top priority in the process of economic reform. With the opening up of the reform and opening up, the banking sector reform is also moving forward, the financial system is gradually improving. 1978-1983, Bank of China. Agricultural Bank of China has been separated from the people's Bank of China, breaking the "one country" pattern of the people's Bank of China. 1984-1994, Industrial and Commercial Bank of China and China Construction Bank were established one after another. CITIC Industrial Bank, Shenzhen Development Bank, Guangdong Development Bank and other 12 national joint-stock commercial banks were established, gradually taking the Central Bank as the core. The banking system, with the four major state-owned specialized banks as the main body, the rapidly developing joint-stock commercial banks. From 1995 to 2003, the Commercial Bank Law and the people's Bank of China Law were formally implemented. To start a new era of legalization construction of commercial banks. 2003 to date: to reform the stock system of state-owned banks. The banking supervision function is officially independent from the central bank. The banking reform has experienced the development process from mixed operation to separate operation and then to mixed operation, and the banking system is being perfected step by step. This article takes the banking industry of our country as the research object, according to the different structure of property right, discusses the relationship between the state-owned commercial banks and the joint-stock commercial banks separately and the market competition structure. The relationship between performance and operational efficiency is also discussed. The index of market competition structure is the concentration rate of four banks, the Huffendal index and market share, which are measured from the angles of assets, loans, profits, taxes and deposits respectively. The accounting of operating efficiency is based on data envelopment analysis. The indicators adopted include technical efficiency, pure technical efficiency and scale efficiency. The premise of technical efficiency is that the scale reward is invariable, and the premise of pure technical efficiency is variable scale reward. In this paper, static panel and dynamic panel are used to regression, static panel use fixed effect model and random effect model, and use Hausmann test to screen. The method of system moment estimation is used in dynamic panel analysis. The regression results show that the technical efficiency has no explanation for the performance of our banking industry, and the oligopoly status of the state-owned commercial banks has not brought them monopoly profits. On the contrary, it also encroaches on the profit space of the joint-stock banks. Therefore, in view of the competitive structure of the banking industry in China, we should lower the entry threshold of the banks from the results obtained in this paper. Encouraging the development of joint-stock banks and city commercial banks, encouraging market competition, from the point of view of this article, to the inherent commercial banks and joint-stock commercial banks have a role in promoting profitability.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3;F224

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