中国商业银行市场结构与绩效关系的实证研究

发布时间：2018-01-16 16:07

本文关键词：中国商业银行市场结构与绩效关系的实证研究　出处：《云南师范大学》2014年硕士论文　论文类型：学位论文

【摘要】：在金融体制改革的影响下，国有商业银行、股份制商业银行、地方性商业银行、外资银行以及农村合作信用社等不同形式并存的银行市场格局已形成。近年来我国商业银行陆续上市、股份制商业银行相继成立以及金融领域对外开放的扩张力度也在持续上升，因此改善本国的商业银行市场结构从而改变其高垄断、低绩效的经营模式并最终实现较高程度的绩效显得日益重要。所以本文先用不同的计量指标分别研究了本国商业银行市场结构和绩效水平，然后在此基础上再对两者之间的关系进行回归分析，最后以实证分析得出的结果为基础在符合我国国情的条件下为改进我国商业银行的绩效水平提出一些建议。在本文中，分别以SCP理论以及我国2005年-2012年最主要的16家商业银行为理论基础和研究样本。首先运用CRn指标和HHI指标研究了我国商业银行市场结构的现状和发展趋势，结论是尽管目前我国商业银行市场结构仍然处于垄断地位，但也在逐步朝着垄断竞争方向深化。然后从中国银行的盈利能力和运营能力出发，分别用总资产收益率、总资本收益率和数据包络分析方法分析研究了商业银行的绩效水平。再以上述分析得出的相关数据为基础对我国商业银行市场结构与绩效创建回归分析模型，探讨两者之间的关系，，得出的结果表明：我国商业银行市场结构与其盈利能力存在正相关关系，与其运营能力存在负相关关系，且负相关关系更加明显，这在一定程度上支持了SCP理论。最后，根据分析得出的结果，从政府管制、金融监管、金融人才、银行制度等方面提出建议，希望能够对提高我国商业银行绩效水平具有一定的借鉴意义。
[Abstract]:Under the influence of financial system reform, state-owned commercial banks, joint-stock commercial banks and local commercial banks. Foreign banks and rural cooperative credit cooperatives and other forms of different forms of banking market pattern has formed. In recent years, China's commercial banks have been listed on the market. The joint-stock commercial banks have been established one after another and the opening to the outside world in the financial field is also increasing. Therefore, the market structure of domestic commercial banks has been improved to change their high monopoly. Low performance business model and ultimately achieve a higher level of performance is becoming increasingly important. So this paper uses different measurement indicators to study the market structure and performance level of domestic commercial banks. Then on the basis of the regression analysis of the relationship between the two. Finally, based on the results of empirical analysis, some suggestions are put forward to improve the performance level of commercial banks in China under the conditions in accordance with the national conditions of our country. In this article. Based on the SCP theory and the 16 most important commercial banks from 2005 to 2012, this paper studies the market of commercial banks in China by using CRn index and HHI index. The present situation and development trend of field structure. The conclusion is that although the market structure of Chinese commercial banks is still in a monopoly position, it is gradually deepening towards monopoly competition. Then, it starts from the profitability and operation ability of Chinese banks. Using the total return on assets. The performance level of commercial banks is analyzed by the methods of total capital return and data envelopment analysis. Based on the relevant data obtained from the above analysis, a regression model is established for the market structure and performance of commercial banks in China. The results show that the market structure of commercial banks has a positive correlation with their profitability, and has a negative correlation with their operational ability, and the negative correlation is more obvious. Finally, according to the analysis results, from the government regulation, financial supervision, financial talent, banking system and other aspects of the recommendations. Hope to improve the performance of commercial banks in China has a certain reference significance.
【学位授予单位】：云南师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

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