中国上市商业银行的市场绩效研究

发布时间：2019-02-22 19:16

【摘要】：金融业处于现代经济发展的核心位置,商业银行又是金融业最重要的微观主体。高市场绩效运行的商业银行不仅直接有利于银行本身有效的运行,还在很大程度上促进了金融业的持续、快速、健康发展。随着我国金融市场的全面开放以及巴塞尔新协议对资本的新要求,尤其近年来,国外金融机构越来越多的进入我国的资本市场,开展各种金融业务,其高质量的服务水平和高额的经营绩效更加大了我国商业银行改革的压力,我国的商业银行不仅受到来自国外金融机构的挑战,本国各商业银行之间也时时刻刻进行着竞争,尤其2013年横空出世的余额宝,打乱了银行利率市场化的节奏,也使得银行的储蓄存款被大大分流,各银行之间的竞争愈演愈烈。本文依据产业组织理论,结合国内外已有的研究成果,基于SCP范式下市场结构与市场绩效的关系,来研究作为商业银行最有活力的一部分,即中国上市商业银行的市场绩效。在本文第三章,以中国16家上市的商业银行为研究对象,通过对五家国有银行、八家全国性股份制上市商业银行和三家上市的城市银行在市场结构方面进行具体的对比分析,从中找出影响市场结构的主要因素。在本文第四章,运用因子分析法,对中国上市商业银行市场绩效进行综合评价,以商业银行的市场份额为权重,分析近五年来中国上市商业银行的市场绩效情况,得出其市场绩效呈现上升的趋势,市场的资源配置效率有所提高。通过对第三、第四章的综合分析,本文在第五章,对中国上市商业银行市场绩效的影响因素进行了多元线性回归分析,通过实证分析表明,对中国上市商业银行的市场绩效具有显著正相关影响因素的是市场份额、市场集中度、资本充足率和流动性比率。与其市场绩效具有显著负相关影响因素的是成本收入比、不良贷款率、存贷款比率。对八家全国性股份制上市商业银行和三家上市的城市银行来说,市场份额依然是其核心内容,市场集中度和市场壁垒以及国家的政策倾斜等也在一定程度上影响了其市场绩效,从而对整个商业银行的市场资源配置、规模结构效率等产生了一定的影响。基于上述结论,论文在第六章提出了提高中国上市商业银行市场绩效的四点建议：改善上市商业银行市场结构、优化上市商业银行治理结构、防范商业银行金融风险、鼓励商业银行金融创新。
[Abstract]:Financial industry is the core of modern economic development, and commercial banks are the most important micro-body of financial industry. Commercial banks with high market performance are not only conducive to the effective operation of the banks themselves, but also promote the sustained, rapid and healthy development of the financial industry to a great extent. With the opening up of the financial market in China and the new requirements for capital in the new Basel Accord, especially in recent years, more and more foreign financial institutions have entered the capital market of our country and carried out various kinds of financial business. The high quality service level and the high management performance have increased the pressure of the commercial bank reform in our country. The commercial banks in our country are not only challenged by foreign financial institutions, but also compete with each other all the time. In particular, Yu'e Bao, which was born in 2013, has disrupted the pace of interest rate liberalization in banks, and has made the savings deposits of banks much more segregated, and competition between banks has intensified. Based on the theory of industrial organization, combined with the existing research results at home and abroad, and based on the relationship between market structure and market performance under SCP paradigm, this paper studies the market performance of Chinese listed commercial banks as the most dynamic part of commercial banks. In the third chapter, taking 16 commercial banks listed in China as the research object, this paper makes a concrete comparative analysis on the market structure of five state-owned banks, eight national joint-stock listed commercial banks and three listed city banks. Find out the main factors that influence the market structure. In the fourth chapter of this paper, the market performance of Chinese listed commercial banks is evaluated by factor analysis, and the market performance of Chinese listed commercial banks is analyzed in the last five years, taking the market share of commercial banks as the weight. It is concluded that the market performance is on the rise and the resource allocation efficiency of the market has been improved. Through the comprehensive analysis of the third and fourth chapters, in the fifth chapter, this paper carries on the multiple linear regression analysis to the influencing factors of the market performance of the listed commercial banks in China. Market share, market concentration, capital adequacy ratio and liquidity ratio have significant positive correlation factors on the market performance of listed commercial banks in China. The cost-income ratio, non-performing loan ratio and deposit-loan ratio have significant negative correlation with their market performance. For the eight national joint-stock listed commercial banks and the three city banks listed on the market, market share is still its core content. Market concentration, market barriers and the state's policy inclination also affect its market performance to a certain extent. Therefore, it has a certain influence on the allocation of market resources and the efficiency of scale structure of the whole commercial bank. Based on the above conclusions, this paper puts forward four suggestions to improve the market performance of listed commercial banks in China: to improve the market structure of listed commercial banks, to optimize the governance structure of listed commercial banks, and to prevent the financial risks of commercial banks. We will encourage financial innovation in commercial banks.
【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.51;F832.33;F272.5

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