利率市场化对商业银行市场结构的影响研究

发布时间：2018-03-15 11:14

本文选题：利率市场化　切入点：市场结构　出处：《北京交通大学》2017年硕士论文　论文类型：学位论文

【摘要】：商业银行和利率问题一直是经济学的研究热点,随着经济的不断发展和改革的不断进行,学术界虽然在上述两个方面取得了一定的成绩,但是却甚少涉及到利率市场化下商业银行市场结构的变化。利率市场化方面的研究焦点主要集中在利率市场化改革的方法和时机选择及利率市场化改革对商业银行风险的影响;就商业银行市场结构方面而言,大多数学者都是分析商业银行市场结构和银行绩效、经济发展之间的相互联系。本文从商业银行市场结构这一角度出发,通过对比分析国际上主要国家利率市场化改革对商业银行市场结构带来的影响,探索中国商业银行业结构未来可能的改变趋势。本文的主要研究内容为:中国利率市场化与商业银行市场结构的分析其中参考了利率市场化对美日商业银行市场结构的影响和利率市场化对中国商业银行市场结构影响的实证分析。在数据和样本的选择上,本文主要使用了 2010年至2015年五家大型国有商业银行、十二家中型股份制银行的财务年报数据,中国人民银行年报,银监会监管报告和金融统计年鉴的数据。在模型的使用方面,本文主要使用了集中度比率模型CRn,赫芬代尔指数HHI。反应市场结构的主要数据就是市场的集中度情况,但除此之外商业银行的差异化服务和行业壁垒也在一定程度上影响着商业银行的市场结构,因此本文对市场集中度、差异化服务和行业壁垒进行多元线性回归分析并得出结论。最后根据商业银行的性质分别从银行个体和市场主体两方面提出相关建议。我国商业银行市场结构目前正处在由寡头垄断向垄断竞争缓慢过度的过程中,市场竞争程度不断加大,五大国有商业银行的市场力量不断被削弱,但在当前阶段,五大国有商业银行仍然是市场上的主要控制力量。以商业银行市场结构作为出发点,研究利率市场化改革对我国商业银行市场结构的影响,这是本文的一大创新。本文通过大量原始数据的搜集与整理以及实证分析,对利率市场化下商业银行市场结构的现状与变化进行了深入研究,期望为利率市场化进一步改革提出一些有益的建议。
[Abstract]:The issue of commercial banks and interest rates has always been a hot research topic in economics. With the continuous development of the economy and the continuous progress of reform, the academic community has made certain achievements in these two aspects. However, the research on interest rate marketization mainly focuses on the methods and timing of interest rate marketization reform and the influence of interest rate marketization reform on commercial banks' risk. As far as the market structure of commercial banks is concerned, most scholars analyze the interrelation among market structure, performance and economic development of commercial banks. Through the comparative analysis of the international interest rate market-oriented reform of major countries on the market structure of commercial banks brought about by the impact, The main contents of this paper are as follows: the analysis of the market structure of China's interest rate and commercial bank, which refers to the interest rate marketization to the American and Japanese commercial bank market. Empirical analysis of the influence of structure and interest rate marketization on the market structure of Chinese commercial banks. This paper mainly uses the annual financial data of five large state-owned commercial banks and 12 medium-sized joint-stock banks from 2010 to 2015, and the annual report of the people's Bank of China. In the use of the model, this paper mainly uses the concentration ratio model CRN, the Huffindale index HHI. the main data reflecting the market structure is the market concentration. However, in addition, the differentiated services and industry barriers of commercial banks also affect the market structure of commercial banks to some extent, so this paper focuses on the degree of market concentration. The multivariate linear regression analysis of differentiated services and industry barriers is carried out and the conclusion is drawn. Finally, according to the nature of commercial banks, relevant suggestions are put forward from two aspects: individual bank and market main body. Market structure of Commercial Banks in China. Was in the process of a slow transition from oligopoly to monopoly competition. The degree of market competition is increasing and the market power of the five state-owned commercial banks has been continuously weakened. However, at the present stage, the five state-owned commercial banks are still the main controlling forces in the market, taking the market structure of the commercial banks as the starting point. It is an innovation of this paper to study the influence of market-oriented interest rate reform on the market structure of commercial banks in China. The present situation and changes of the market structure of commercial banks under the interest rate marketization are deeply studied, and some useful suggestions for the further reform of the interest rate marketization are proposed.
【学位授予单位】：北京交通大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

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