我国商业银行市场结构与绩效关系研究

【作者】 傅坤；

【导师】 傅康生；

【作者基本信息】 南京师范大学 ， 金融学， 2008， 硕士

【摘要】 中国加入WTO的保护期已过,外资银行的全面进入以及带来的激烈竞争将使我国银行业面临前所未有的挑战,因此,改进我国银行业的市场结构,提高整个银行业的绩效,增强市场竞争力将成为当务之急。本文运用产业组织学的理论,在理性借鉴前人研究成果的基础上,采用实证分析的方法深入研究了我国银行业的市场结构、绩效及二者之间的关系,并提出相关政策建议。本文首先介绍了论文分析的理论基础,即产业组织理论的内涵、研究范畴以及历史演进,并对市场结构和绩效各相关因素进行了定义和说明。其次,从市场集中度、规模经济、产品差异化和进入壁垒四个角度对我国银行业的市场结构进行了分析,通过研究发现,我国银行业的市场结构垄断程度较高,属于极高寡占型,但这种寡头垄断的局面正被逐步打破,市场竞争程度在逐步提高。运用资产收益率和资本收益率、不良贷款率、资本充足率四个指标研究了我国银行业的市场绩效,研究表明,我国商业银行的绩效在逐年提升,显示了充分的活力和竞争力,但与世界顶级的银行或金融集团相比还有一定差距。再次,在阐述了传统共谋假说和有效结构假说的基础上,运用计量经济学方法对我国商业银行市场结构和绩效之间的关系进行了实证回归分析,回归结果支持有效结构假说,说明我国商业银行的经营绩效已开始逐渐改善。最后,在前文分析的基础上,提出了进一步优化我国商业银行市场结构以提高市场绩效的政策建议,如提高银行业的竞争程度,推进行业的有效集中,提高银行内部运营效率,向混业经营模式迈进,完善我国银行业监管体系等。更多还原

【Abstract】 The protecting period after China entered WTO has already passed away. China will meet unprecedented challenges since foreign banks are ready to enter China’s market in an all-round way and will bring fierce competition. Therefore, it is emergent to improve the market structure, increase the performance and strengthen the market competing ability of our country’s banking industry. On basis of previous research findings, applying the industry organization theory, the dissertation makes analysis on the market structure, market performance and their relationship of our country’s banking industry empirically after which it proposes related policy suggestions.Firstly, this dissertation introduces the theoretic basis of its analysis, that is, the definition, category and historical evolvement of the industry organization theory. It also defines and illustrates the factors related to market structure and market performance.Secondly, this dissertation analyzes the market structure of our country’s banking industry in four respects of market concentration, economy of scale, production differentiation and entry barriers. The research finds that the market structure of our country’s banking industry is of high monopolization. But this situation is getting better and the market competition is increasing. It also analyzes the market performance of our country’s banking industry by using ROA, ROE, rate of non-performing loan and capital adequacy. The research finds that the performance of the banking industry is gradually increasing annually, showing adequate vitality and competition, but there is still a certain gap between our banking industry and the world top-class banks or financial group.Thirdly, on basis of the Collusion Hypothesis and the Efficient Structure Hypothesis, this dissertation analyzes the relationship between the market structure and market performance of our country’s banking industry adopting econometrics. The result supports the Efficient Structure Hypothesis, showing that the performance of our country’s commercial banks has begin to improve gradually.Finally, this dissertation proposes the policy suggestions for further promoting the market structure and market performance of our country’s banking industry. For example, increase the competition of the banking industry, advance effective concentration of the industry, increase the banks’ internal efficiency, move forward to mixed operation model and complete our supervision system.更多还原