市场竞争对我国商业银行经营多元化的影响研究
发布时间：2018-07-28 21:00
【摘要】：在技术进步、贷款脱媒、金融创新活动加剧的大背景之下,中国银行业竞争环境与格局改变,传统利息业务优势减弱,商业银行探索多元化战略成为大势所趋。本文从中国商业银行竞争微观角度出发,采用2003-2015年103家我国商业银行的非平衡面板数据,在利用似不相关回归技术对银行Lerner指数计算的基础上,分别建立线性和非线性固定效应模型检验分析了银行竞争程度与经营多元化的影响。研究结果发现:1、我国商业银行的市场势力与收入多元化呈正相关关系,市场势力增强促进了收入多元化发展,市场竞争增强抑制收入多元化。我国不同类型的商业银行市场竞争程度对多元化的激励影响存在差异,具体而言,大型国有银行市场势力与收入多元化正相关,城市商业银行市场势力与收入多元化负相关,全国性股份制银行与农村商业银行尚无明确的发展方向与趋势。2、我国商业银行的市场势力与资产多元化正相关,整体来看我国银行市场势力降低、市场竞争增强,会抑制资产多元化,更倾向集中于传统信贷业务。大型国有银行与银行业整体影响结果一致,城市商业银行与此相反,其他类型银行结论不显著。3、目前我国商业银行竞争对经营多元化的影响不存在非线性相关关系。4、综合收入与资本多元化的角度来看,我国银行业,特别是大型国有银行依赖市场势力发展多元化发展,市场竞争减弱促进其经营多元化,而城市商业银行在市场竞争压力下市场势力减弱促进了经营多元化,但亦需关注风险。
[Abstract]:Under the background of technological progress, loan disintermediation and the intensification of financial innovation, the competitive environment and pattern of China's banking industry have changed, the advantages of traditional interest business have been weakened, and the exploration of diversification strategy of commercial banks has become the trend of the times. From the point of view of the competition of Chinese commercial banks, this paper uses the non-equilibrium panel data of 103 Chinese commercial banks from 2003 to 2015, and calculates the Lerner index of the banks by using the seemingly unrelated regression technique. The linear and nonlinear fixed effect models are established to test and analyze the influence of competition degree and diversification. The research results show that the market power of commercial banks in China is positively related to income diversification, and the market power has promoted the development of income diversification, and the market competition has inhibited the income diversification. The market competition degree of different types of commercial banks in China has different incentive effects on diversification. In particular, the market power of large state-owned banks is positively related to income diversification, while the market power of urban commercial banks is negatively related to income diversification. There is no clear direction and trend of development between national joint-stock banks and rural commercial banks. The market power of commercial banks in China is positively related to the diversification of assets. As a whole, the market power of banks in our country is reduced and the market competition is strengthened. Will restrain the diversification of assets, more tend to focus on traditional credit business. The overall impact of the large state-owned banks is consistent with that of the banking sector, whereas the urban commercial banks have the opposite effect. The conclusion of other types of banks is not significant. 3. At present, there is no nonlinear correlation relationship between the competition of commercial banks and diversification of business. 4. From the angle of comprehensive income and capital diversification, the banking industry of our country, Especially, large state-owned banks rely on market forces to develop diversification, market competition weakens to promote diversification, and city commercial banks weaken market forces to promote diversification under the pressure of market competition, but they also need to pay attention to risks.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
本文编号：2151558
[Abstract]:Under the background of technological progress, loan disintermediation and the intensification of financial innovation, the competitive environment and pattern of China's banking industry have changed, the advantages of traditional interest business have been weakened, and the exploration of diversification strategy of commercial banks has become the trend of the times. From the point of view of the competition of Chinese commercial banks, this paper uses the non-equilibrium panel data of 103 Chinese commercial banks from 2003 to 2015, and calculates the Lerner index of the banks by using the seemingly unrelated regression technique. The linear and nonlinear fixed effect models are established to test and analyze the influence of competition degree and diversification. The research results show that the market power of commercial banks in China is positively related to income diversification, and the market power has promoted the development of income diversification, and the market competition has inhibited the income diversification. The market competition degree of different types of commercial banks in China has different incentive effects on diversification. In particular, the market power of large state-owned banks is positively related to income diversification, while the market power of urban commercial banks is negatively related to income diversification. There is no clear direction and trend of development between national joint-stock banks and rural commercial banks. The market power of commercial banks in China is positively related to the diversification of assets. As a whole, the market power of banks in our country is reduced and the market competition is strengthened. Will restrain the diversification of assets, more tend to focus on traditional credit business. The overall impact of the large state-owned banks is consistent with that of the banking sector, whereas the urban commercial banks have the opposite effect. The conclusion of other types of banks is not significant. 3. At present, there is no nonlinear correlation relationship between the competition of commercial banks and diversification of business. 4. From the angle of comprehensive income and capital diversification, the banking industry of our country, Especially, large state-owned banks rely on market forces to develop diversification, market competition weakens to promote diversification, and city commercial banks weaken market forces to promote diversification under the pressure of market competition, but they also need to pay attention to risks.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
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