我国商业银行市场结构与市场绩效研究

发布时间：2018-01-27 11:28

本文关键词： 银行业市场结构市场绩效传统共谋假说效率结构假说　出处：《山东大学》2014年硕士论文　论文类型：学位论文

【摘要】：商业银行是一类非常特殊的企业,对国民经济和社会发展具有举足轻重的作用。我国商业银行经历了曲折的改革过程,其市场结构不断演变,竞争程度也日益提高,但目前商业银行业的整体竞争能力还比较低下。另外,伴随着我国银行业全面开放以及整个国民经济信息化速度的加快,银行业面临的问题尤其是产业组织方面的问题日益显性化。为有效提高银行整体竞争能力和解决产业组织方面的问题,就必须对银行业市场结构和市场绩效以及二者之间的关系进行研究,以从现实情况中找到解决问题的途径。本文拟通过对我国银行业市场结构与市场绩效的诸多衡量指标进行实证分析,从而获得对我国银行业市场结构与绩效状况的基本认识和判断,在此基础上对关于市场结构与市场绩效关系的“传统共谋假说”和“效率结构假说”是否在中国银行业成立进行检验,以求对中国银行业市场结构和绩效的关系作深入了解,在理论上和实务上有一定的借鉴意义。本文以产业组织理论为背景,通过对市场结构与市场绩效理论基础进行阐述、对市场结构理论、市场绩效理论以及二者之间的关系在国内外的研究现状进行整理与总结,在此基础上构造我国银行业市场结构与市场绩效以及二者关系的实证模型,并以5家大型国有银行、12家股份制银行为基本样本,以2003-2011为样本区间,从市场份额、市场集中度、进入与退出壁垒三方面对我国银行业市场结构进行实证分析,从资产收益率、资本收益率角度对我国银行业市场绩效进行实证分析,并对我国银行业市场结构与市场绩效关系进行相关性分析。实证结果发现,我国银行业的市场结构属于寡头垄断型,但这种寡占局面正被逐步打破,市场竞争程度在逐步提高。但到目前为止,相对于股份制商业银行以及其他商业银行,五大国有商业银行对银行业的垄断程度仍然较高。但与国有行垄断地位不相符的是,股份制商业银行和城市商业银行的绩效却优于国有银行。对我国银行业市场结构与市场绩效关系的实证研究表明,“传统共谋假说”和“效率结构假说”在中国银行业均不成立。文章对这一结果进行了分析,并提出应从完善市场壁垒、推进利率市场化、提高银行运行效率等方面优化我国银行业市场结构,提高银行业绩效。
[Abstract]:The commercial bank is a special type of enterprise, which plays an important role in the national economic and social development. China's commercial banks experienced a tortuous process of reform, the market structure changes, the degree of competition is also increasing, but the current commercial banks overall competitiveness is still relatively low. In addition, with the opening China's banking industry and the whole national economy informatization to speed up, the banking industry is facing problems especially in industrial organization problems increasingly apparent. In order to effectively improve the overall competitive ability of the banking industry organization and solve the problems, it is necessary to study the relationship between banking market structure and market performance and the two, in order to find the way to solve the problem from the reality.
This paper makes an empirical analysis on the market structure and market performance of China's banks in many indicators, in order to obtain the basic understanding and judgment of industry market structure and performance of China's banks, on the basis of the relationship between market structure and market performance of the "traditional collusion hypothesis" and "efficiency structure hypothesis" is established in Chinese banking inspection, in order to Chinese on the relationship between banking market structure and performance for in-depth understanding, has certain significance in theory and practice.
Based on the background of industrial organization theory, based on the market structure and market performance of theoretical basis, the theory of market structure, research status of the relationship between market performance theory and the two at home and abroad were collected and summarized, an empirical model of China's banking market structure and market performance and the relationship between the two constructs, and in 5 large state-owned banks, 12 joint-stock banks as the basic sample, with 2003-2011 sample data from the market share, the market concentration, the empirical analysis of China's banking market structure barriers to entry and exit three, from the perspective of asset returns, China's banking market performance an empirical analysis of the rate of return on capital, and the relationship between market structure and market performance of China's banks were analyzed. The empirical results show that the market structure of China's banking industry belongs to oligopoly But this type of oligopoly situation is being gradually broken, the market competition degree increased gradually. But so far, compared with joint-stock commercial banks and other commercial banks, five degree of monopoly of state-owned banks is still high. But with the state-owned monopoly status does not match, joint-stock commercial banks and city commercial bank's performance is better than state-owned banks. The empirical research on the relationship between market structure and market performance of China's Bank show that the "traditional collusion hypothesis and efficiency structure hypothesis are not established in the Chinese banking industry. This article analyzes the results and proposes to improve the market barriers, and promote the interest rate market and improve the bank efficiency aspects of the optimization of China's banking market structure, improve the performance of banking industry.

【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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