外资银行进入对我国商业银行全要素生产率的影响研究

发布时间：2018-05-15 04:13

本文选题：外资银行 + 全要素生产率　；参考：《湘潭大学》2017年硕士论文

【摘要】：随着国际资本市场全球化、金融市场自由化,各国银行业的国际化程度也在不断增加。而银行体系在一个国家经济结构中扮演着非常重要的角色,外资银行的进入必定会通过多种途径对当地银行业市场产生影响。就我国而言,银行业进入全面深化改革的集中攻坚期,亟待推进银行业体系的完善与优化,外资银行公司治理结构良好、技术优势明显、产品研发和业务创新能力较强,使我国商业银行面临更加剧烈的市场竞争压力的同时,也为我国商业银行不断改善经营管理、提高竞争力带来了新的动力和契机。因此,研究外资银行进入对我国商业银行全要素生产率的影响,为推动我国银行业进一步开放、改革、发展提供政策建议,进而促进我国商业银行全要素生产率的提升。立足于溢出效应理论,本文剖析了外资银行进入对我国商业银行全要素生产率的影响机制,结合我国不同所有制银行的异质性,分析了外资银行进入对不同类型商业银行全要素生产率的影响。首先,本文选取了我国2004-2015年34家商业银行相关数据,其次,运用DEA-Malmquist模型进行全要素生产率测度,发现我国商业银行全要素生产率年均增长1.41%,其中,国有商业银行全要素生产率增长的贡献相对较小,而股份制商业银行、城市商业银行全要素生产率分别以年均1.12%、1.50%增长,在整个行业的全要素生产率增长中起到了绝大部分的作用。从变化趋势来看,国有商业银行表现出较为明显的“追赶效应”,与股份制商业银行、城市商业银行全要素生产率的差距不断缩小,三类银行运行边界趋于收敛。在此基础上,本文根据前面的理论分析与指标选择,建立模型并进行回归分析。通过Hausman检验和LM检验选择了随机效应模型研究外资银行进入对我国商业银行全要素生产率的影响,其中对不同所有制银行差异性影响的研究采用的是分组回归。研究结果显示:一、外资银行进入对我国商业银行全要素生产率具有积极促进作用;二、外资银行进入对我国城市商业银行全要素生产率的影响最为明显,股份制银行次之,但对国有商业银行全要素生产率的影响不确定。因此,加大外资银行引入力度,规范其有序竞争,进一步加强与外资银行之间的互利合作,深化我国银行业改革从而更好的发挥外资银行进入对我国商业银行全要素生产率积极影响。
[Abstract]:With the globalization of the international capital market and the liberalization of the financial market, the degree of internationalization of the banking industry is increasing. The banking system plays a very important role in the economic structure of a country, and the entry of foreign banks will influence the local banking market through many ways. As far as our country is concerned, the banking industry has entered the period of comprehensive deepening reform, it is urgent to promote the perfection and optimization of the banking system. The foreign banks have a good corporate governance structure, obvious technological advantages, strong product development and business innovation ability. At the same time, it also brings new impetus and opportunity for our commercial banks to improve their management and competitiveness. Therefore, this paper studies the impact of foreign banks' entry on the total factor productivity of Chinese commercial banks, in order to promote the further opening, reform and development of China's banking industry, and then promote the promotion of the total factor productivity of our commercial banks. Based on the theory of spillover effect, this paper analyzes the influence mechanism of the entry of foreign banks on the total factor productivity of commercial banks in China, combined with the heterogeneity of different ownership banks in China. This paper analyzes the influence of foreign bank entry on the total factor productivity of different types of commercial banks. Firstly, this paper selects the relevant data of 34 commercial banks in China from 2004 to 2015. Secondly, using the DEA-Malmquist model to measure the total factor productivity, we find that the average annual growth of total factor productivity of commercial banks in China is 1.41%, among which, The contribution of total factor productivity growth of state-owned commercial banks is relatively small, while the total factor productivity of joint-stock commercial banks and urban commercial banks increases by 1.12% or 1.50% per year respectively. In the industry as a whole, total factor productivity growth has played a major role. From the point of view of the changing trend, the state-owned commercial banks show obvious "catch-up effect", and the gap between the total factor productivity of urban commercial banks and the joint-stock commercial banks is narrowing, and the operating boundaries of the three kinds of banks tend to converge. On this basis, according to the previous theoretical analysis and index selection, the model and regression analysis. By means of Hausman test and LM test, the stochastic effect model is selected to study the impact of foreign banks entry on the total factor productivity of commercial banks in China. The results show that: first, the entry of foreign banks has a positive role in promoting the total factor productivity of commercial banks in China; second, the entry of foreign banks has the most obvious impact on the total factor productivity of Chinese urban commercial banks, followed by joint-stock banks. However, the impact on the total factor productivity of state-owned commercial banks is uncertain. Therefore, increasing the introduction of foreign banks, standardizing their orderly competition, and further strengthening mutually beneficial cooperation with foreign banks, Deepening the reform of China's banking industry and giving full play to the entry of foreign banks have a positive impact on the total factor productivity of Chinese commercial banks.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F832.6

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