中国商业银行市场结构与效率关系的实证研究

发布时间：2018-01-02 17:42

本文关键词：中国商业银行市场结构与效率关系的实证研究　出处：《哈尔滨工业大学》2014年硕士论文　论文类型：学位论文

【摘要】：2008年次贷危机后，各国金融业开始注重风险的防范，对于银行业的管理也逐步重视。但我国国有银行在长期内处于垄断地位，同时政府和中央银行通过各种计划性、行政性指令来替代商业银行可能做出的最优经济决策，导致商业银行的非理性的经济选择以及银行非优化的资源配置，其中银行的管理和资源配置能力是实现银行效率的关键。研究商业银行的市场结构及其影响因素，并对银行市场结构的垄断竞争程度与其效率之间的关系进行研究具有重要意义。本文以银行市场结构与效率理论为前提，选择指标对两者进行单独统计分析。在SCP理论的基础上对银行市场结构和银行效率的关系进行分析，并结合相关理论对两者之间的关系进行论证，在此基础上建立实证模型。其中银行市场结构变量选择市场集中度（CRn）、赫芬达尔指数（HHI）进行衡量，通过数据包络分析（DEA）法进行分析得出银行效率，根据分析结果选择综合效率对银行效率进行衡量。研究样本选取中国4家国有银行和12家代表性股份制银行并选取2004年至2012年作为研究区间。首先，进行银行市场结构的相关数据处理和分析；其次，利用deap软件对银行的投入和产出数据进行处理，得出银行效率；最后，eviews7.2对银行市场结构和银行效率数据进行回归，在回归前为保证实证结果的可信度对样本数据做了单位根检验和协整检验。根据理论分析和实证研究得出：第一，我国商业银行市场结构集中度水平都越来越低，说明我国商业银行从垄断型的市场结构逐步向竞争型发展；我国银行业高垄断高集中度的市场结构并不是因为各商业银行之间竞争所形成的，而是由我国政府和中央银行的政策指导所形成的。第二，银行效率总体上是属于上升趋势，综合效率和配置效率两者的走势基本一致，技术效率基本平稳，所以银行综合效率的提高，大部分是由于银行配置资源能力的提升。第三，银行效率并非影响市场结构的主要因素，，但是商业银行市场集中度对银行效率有较强的负影响。所以，我国的市场结构的形成不是银行行为所导致的，而是行政性政策所引导的；如果想要改善市场结构，则需要通过改善银行管理方式，提高银行效率，进而达到降低市场集中度的目的。
[Abstract]:In 2008 after the subprime crisis, the financial industry began to pay attention to risk prevention, for the management of the banking industry is also gradually attention. But China's state-owned banks in a monopoly position in the long term, while the government and the central bank through various planning, optimal economic decision-making administrative instructions to replace the commercial banks can make the result of commercial banks non rational economic choice and bank non optimized allocation of resources, including the management of the bank and the allocation of resources is the key to realize the efficiency of the bank. The factors of market structure of commercial bank and its influence, and has important significance to study the relationship between the degree of monopolistic competition on bank market structure and efficiency.
In this paper, the banking market structure and efficiency theory as the premise, select the index for a separate statistical analysis of the two. On the relationship between banking market structure and efficiency on the basis of SCP analysis, combined with the theory of the relationship between the two, on the basis of an empirical model. The banking market structure variables selection the market concentration index (CRn), Beh Finn Dahl (HHI) was measured by data envelopment analysis (DEA) method to analyze the efficiency of the bank, according to the results of comprehensive efficiency on bank efficiency measure.
The selection of sample China 4 state-owned banks and 12 joint-stock banks and representative from 2004 to 2012 as the study interval. First, the data is processed and analyzed the structure of the banking market; secondly, to deal with the bank's input and output data using deap software, the efficiency of the banks; finally, eviews7.2 on the efficiency of data bank the market structure and bank return before reunification in order to ensure the credibility of the empirical results of the sample data to do unit root test and cointegration test.
According to the theoretical analysis and empirical research: first, the market structure of China's commercial banks are more and more low level of concentration, that China's commercial banks from the market structure of monopolistic competition gradually to the development of China's banking industry; high concentration high monopoly market structure is not due to the competition between the commercial banks formed but, formed by the Chinese government and the central bank's policy guidance. Second, bank efficiency are generally rising trend, comprehensive efficiency and allocative efficiency of the two trends are basically the same, the technical efficiency is basically stable, so the comprehensive efficiency increase, largely due to the allocation of resources to enhance the ability of the bank. Third, the main the factors of bank efficiency is not influence the structure of the market, but the commercial bank market concentration has a negative impact on the efficiency of banks is strong. Therefore, the formation of market structure in China is not silver However, if we want to improve the market structure, we need to improve the way of bank management and improve the efficiency of banks, so as to achieve the purpose of reducing market concentration.

【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F224

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