中国银行业市场结构、效率与绩效关系研究

发布时间：2018-03-05 15:02

本文选题：中国银行业　切入点：绩效评价　出处：《南京大学》2013年硕士论文　论文类型：学位论文

【摘要】：2008年的全球金融危机以及随之而来的欧债危机使得我国实体经济受到了极大的冲击,但是以服务实体经济为宗旨的中国银行业却业绩斐然,2011年全年的净利润已突破1万亿元人民币。然而中国银行业如此成绩的取得并非其完善的市场结构和较高的经营效率,而是其长期存在的垄断市场结构。随着我国对外开放进程的加速,金融领域的开放程度也不断增加,这迫使我国银行业必须改变传统的高垄断和低效率经营模式,提升自身的绩效水平,以应对国际资本进入所带来的冲击。要提升中国银行业的绩效水平就要研究市场结构、效率与绩效的关系,目前关于银行业市场结构、效率与绩效关系的研究一般都是基于产业组织理论中的两大经典假说——“市场力量假说”和“效率结构假说”。为此本文选取了2004年至2011年16家目前中国最主要的商业银行的最新面板数据作为实证研究样本,对我国银行业的市场结构、效率与绩效的关系进行了回归分析。在市场结构方面,本文选取了市场份额和市场集中度(HHI指数)作为分析指标；在效率结构方面,本文运用数据包络法(DEA),选取股东权益、职工人数和存款作为投入指标,税前利润作为产出指标,采用投入导向型方法测算了16家样本银行2004年至2011年的DEA效率。本文有别于以往的研究,对“市场力量假说”和“效率结构假说”分别构建实证分析模型并进行回归,结果发现上述两大假说在中国银行业市场均不成立。但是我们也发现中国银行业的市场集中度与银行绩效存在显著负相关关系,银行效率与绩效存在显著正相关关系,这就为我国当前的深化银行业市场结构改革和经营管理体制改革提供了经验证据,同时也说明我国这些年来持续降低国有银行的垄断势力,提高银行之间相互竞争程度,积极推动国有银行和股份制银行上市,提高银行经营效率的努力是正确的,也收到了明显的成效。
[Abstract]:In 2008, the global financial crisis and the European debt crisis caused a great impact on the real economy of our country. However, China's banking sector, which aims to serve the real economy, has achieved remarkable results. In 2011, its net profit for the whole year exceeded 1 trillion yuan. However, China's banking sector did not achieve such a result with its perfect market structure and high operating efficiency. With the acceleration of China's opening to the outside world, the degree of opening up in the financial field is also increasing, which forces the banking industry of our country to change the traditional mode of high monopoly and low efficiency management. Improve their own performance level to cope with the impact of international capital entry. In order to improve the performance level of China's banking industry, we must study the market structure, the relationship between efficiency and performance. The research on the relationship between efficiency and performance is based on two classical hypotheses in industrial organization theory, namely, "market forces hypothesis" and "efficiency structure hypothesis". From 2004 to 2011, this paper selects 16 of China's most important businesses. The latest panel data from industrial banks serve as a sample of empirical research, This paper makes regression analysis on the relationship between market structure, efficiency and performance of Chinese banking industry. In the aspect of market structure, this paper selects market share and market concentration index (HHI index) as the analysis index. This paper uses the data envelopment method to calculate the DEA efficiency of 16 sample banks from 2004 to 2011 by using the data envelopment method, selecting shareholders' rights and interests, the number of employees and deposits as input indicators, and pre-tax profits as output indicators, and using the input-oriented method to measure the DEA efficiency of 16 sample banks from 2004 to 2011. In this paper, different from previous studies, empirical analysis models of market forces hypothesis and efficiency structure hypothesis are constructed and regressed. The results show that the above two hypotheses do not hold true in China's banking market. However, we also find that there is a significant negative correlation between banking market concentration and bank performance, and a significant positive correlation between bank efficiency and performance. This provides empirical evidence for deepening the reform of the banking market structure and the reform of the management system of the banking industry in China. At the same time, it also shows that our country has continuously reduced the monopoly power of the state-owned banks in recent years and raised the degree of mutual competition among the banks. It is correct to actively promote the listing of state-owned banks and joint-stock banks and to improve the operational efficiency of banks.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.3;F224

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