【作者】 方莹；

【导师】 严太华；

【作者基本信息】 重庆大学 ， 金融学， 2005， 硕士

【摘要】 通过对中国银行业市场集中度、进入壁垒及退出壁垒的实证分析,发现我国银行业中新兴力量发展速度缓慢,四大寡头的垄断地位在短期之内难以动摇。相对而言,国有银行太大,新兴银行太小,缺少大小适度的中等银行过渡,致使整个行业呈现出头重脚轻、两级分化的市场结构特征。无论是新银行进入市场,还是在位银行退出市场,都面临着各种层层高筑的市场壁垒,产业结构优化受到严重限制。将银行经营管理能力的测度分为企业增值能力与业务拓展能力两个基本层面,分别建立DEA(data evelopment analysis)模型,从不同角度审视和剖析了我国商业银行运行效率。在个别分析的基础上再加以综合,将企业增值技术效率与业务拓展技术效率分别作为横轴与纵轴变量,建立起二维平面分布图,比较各区域中银行分布的不同特点,揭示他们各自在市场竞争中的综合实力,并根据存在的现实问题指出今后改进的方向。为了检验中国银行业的运行状况是否可以印证各种理论假说描述的情形。论文基于Berger 模型及各种市场假设条件进行了多次回归,证明我国商业银行的市场结构、效率与绩效之间并不存在任何一种理论假说描述的规律。对此,论文认为最根本的原因在于:我国特定历史条件下产生了国有银行大规模低效率运转状况。鉴于新兴银行与国有银行发展历程的差异性,得出国有银行与新兴银行之间存在模型结构性变动的判断。将虚拟变量引入修正模型,再次进行回归检验。最后,得到一个解释能力约为70%的回归方程,在较大程度上反映了市场结构、效率、绩效三因素之间的内在联系。结合我国商业银行各方面现实状况阐述了模型的经济内涵和实践意义。论文基于上述研究结果,提出应该通过国有银行组织分拆、新兴银行横向联合、完善银行退出机制、建立存款保险制度等手段优化市场结构,并通过放松利率管制、提高金融信息化程度等手段改进和提高我国商业银行效率。更多还原

【Abstract】 This article carried out the empirical analysis on the centralization and get-in and get-out barriers of Chinese banking, based on which it revealed the slow development of newly-emerging banks and unshakable position of four oligarchs in the short term. The lack of the medium-sized banks to transit from the overlarge state-run banks to too small-sized new banks resulted in the top-heaviness and polarization of the bank market structure. Either the new getting in or the existent getting out of the market, there were various high market barriers that made the industry structure optimization to be confined. Through dividing the banking administration ability into two basic aspects, Benefit Creating Ability and Business Expanding Ability, it set up two DEA models separately and analyzed commercial bank’s efficiency from different angles. Based on the above-mentioned solution individually, a two-dimentional distribution map was achieved, which regarded the two efficiency indexes as its abscissa and ordinate variables. According to different characteristics in different areas, it reflected how about their current comprehensive power in market competition, and which measure should be taken against the existing problems in near future. For examining whether our banking situation could confirm the variety of hypotheses, this article had carried on a few times of regression tests, on the basis of Berger model and various conditions assumed by those hypotheses. After all, it was proved that there was not relationship among market structure, efficiency and performance of Chinese commercial banking as any existing hypothesis described. As to this, it was assumed that the most basic reason might lie in the historical problems, which produced the efficiency-lacked state-run banks with huge scale. In view of the difference developing courses between the new banks and the state-run banks, a judgment was concluded that there existed a structural change of models between the two. So, it introduced a mute variable into the revised model to examine again. Finally, a regression equation was achieved with an explaining ability about 70%, which could reflect the inner link among the three factors to a great extent. Further more, the article gave its economic explanation and practice direction, accounting for the realistic situation in Chinese bank industry. Because of the above-mentioned conclusions, it proposed a series of policy recommendations to optimize the structure of market, such as reforming the organization of the state-run, establishing alliance among the newly-emerging, improving get-out mechanism, setting up deposit insurance system. In addition, it also advised to elevate the Chinese commercial banking efficiency, by means of loosing the interest rate control, promoting the finance-informationlized degree, etc.更多还原