商业银行市场集中度与风险——基于中国16家上市银行面板数据分析

发布时间：2018-06-15 15:24

本文选题：市场势力 + 市场集中度　；参考：《中央财经大学学报》2017年01期

【摘要】：笔者研究中国商业银行市场集中度与风险的关系,分别选取郝氏指数、勒纳指数来表征商业银行的市场集中度与商业银行市场势力。通过对中国16家上市商业银行建立固定效应面板数据模型,分析2007—2015年间国内16家商业银行风险的影响因素。研究结果表明:商业银行的市场集中度越高、资产规模越大,商业银行信用风险越小;中国商业银行的市场集中度和市场势力正在逐步降低;商业银行金融创新会提升商业银行信用风险与破产风险。笔者认为,中国上市商业银行的市场化进程正在逐步加深,风险控制能力应该进一步提升。同时,对于商业银行的去行政化应该加速推进,继续深入市场化运作,最终形成制度完善、市场化运作的商业银行市场。
[Abstract]:The author studies the relationship between market concentration and risk of Chinese commercial banks and selects Hao's index and Lerner index to represent the market concentration degree of commercial banks and market power of commercial banks. Based on the fixed effect panel data model of 16 listed commercial banks in China, this paper analyzes the risk factors of 16 commercial banks in China from 2007 to 2015. The results show that: the higher the market concentration of commercial banks, the larger the scale of assets, the smaller the credit risk of commercial banks, and the lower the market concentration and market power of Chinese commercial banks are. Commercial bank financial innovation will enhance commercial bank credit risk and bankruptcy risk. The author believes that the marketization process of Chinese listed commercial banks is deepening step by step, and the ability of risk control should be further improved. At the same time, the deadministration of commercial banks should be accelerated, and the market of commercial banks should continue to be market-oriented, and finally the market of commercial banks should be formed with perfect system and market-oriented operation.
【作者单位】：中国人民大学财政金融学院;中国民生银行总行金融市场部;
【基金】：教育部人文社会科学重点研究基地重大项目“基于微观基础的宏观金融政策研究”(项目编号:16JJD790057)
【分类号】：F832.33

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