商业银行竞争、业务多元化与稳定性研究

发布时间：2018-01-10 00:01

本文关键词：商业银行竞争、业务多元化与稳定性研究　出处：《首都经济贸易大学》2017年硕士论文　论文类型：学位论文

【摘要】：随着我国经济进入“新常态”,银行业的发展也呈现出新的态势,商业银行改革不断深化、民间资本不断涌入、互联网金融迅速发展,在新的经济金融形势下,银行作为我国金融市场的核心,有关其稳定性的研究有着丰富的理论与现实意义。本文基于46家国内商业银行2006-2015年平衡面板数据,实证研究商业银行竞争程度、业务多元化与稳定性之间的关系,结果表明:(1)商业银行市场势力与稳定性呈正相关关系,竞争程度的提高不利于银行稳定性,支持“竞争-脆弱”假说;(2)银行市场集中度与稳定性存在“倒U型”关系,我国目前处于“倒U型”左侧,提高市场集中度有利于银行稳定性;(3)业务多元化与银行稳定性呈“倒U型”关系,不同银行开展非利息业务对稳定性的影响不同;(4)市场势力强的银行业务多元化程度更高,提高商业银行市场竞争度、集中度不利于银行开展业务多元化。
[Abstract]:As China's economy has entered a "new normal", the development of the banking industry is also showing a new trend of commercial banks, the deepening of reform, the influx of private capital, the rapid development of Internet banking, in the new economic and financial situation, the bank as the core of financial market in our country, studies on the stability of the rich the theoretical and practical significance. In this paper, 46 domestic commercial banks 2006-2015 balance based on panel data, an empirical study of commercial bank competition, the relationship between diversification and stability, the results show that: (1) the relationship between commercial bank market power was positively related to the stability of the degree of competition, is not conducive to the improvement of bank stability, support "competition fragile." hypothesis; (2) the banking market concentration and the stability of inverted "U" relationship, China is currently in the "left inverted U", improve the market concentration is conducive to the stability of the banking industry; (3) There is a reverse U relationship between diversification and stability of banks. The influence of non interest businesses on the stability of different banks is different. (4) the diversification of banks with strong market power is higher, and the market competitiveness of commercial banks is increased. Concentration degree is not conducive to the development of business diversification.

【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

【参考文献】