【作者】 赵静；

【导师】 谢小燕；

【作者基本信息】 西南财经大学 ， 数量经济学， 2009， 硕士

【摘要】 金融是经济发展过程中的一个至关重要的元素,在中国一个银行主导的金融体系里,银行业的发展对经济增长的作用更加重要。中国银行业曾经受国家政策的保护,具有很高的进入和退出壁垒,这便形成了最初四大国有银行的垄断地位。随着中国金融改革与开放政策的放宽,新兴股份制银行和区域性银行的兴起与发展,以及外资银行的进入,原来的市场格局被逐渐打破,逐步形成了目前四大国有银行、股份制银行、区域性银行以及外资银行并存的局面。由于历史的原因,四大国有银行无论是市场份额还是市场集中度,都仍然具有明显优势,通过计算1994年至2007年我国银行业CR4指数和HHI指数,经过验证,我国银行业整体上到2007年为止,不管是存款市场还是贷款市场,都处在高度垄断的状态。与此同时,就银行的经营绩效而言,四大国有银行却又处于劣势,资产收益率远远不及股份制是那个业银行,庞大的规模没有带来相应的高利润。可见,银行的规模并不能决定银行的利润。2006年底,中国的金融业已经全面开放,外资银行将享受到国民待遇。当前越来越多的外资银行正在积极地进入中国的金融市场,参与银行业的竞争时,便意味着中国的银行业将面临着越来越严峻的挑战。经过数年的银行改革,中资银行虽然在各方面都取得了不错的成绩,如资本充足率的提高,不良资产率的显著降低,产权制度和治理结构的变革取得了很大的突破,从国有独资银行向股份制商业银行转变等。但是和外资银行相比,仍然存在一定的差距,例如中资银行在服务质量、信息技术、网络银行、管理制度等和外资银行还存在明显的差距。中国目前仍然处在利率市场化的初级改革阶段,银行在市场定价方面仍然处于被动地位。在全球资本市场的逐渐成熟的条件下,融资方式在不久的将来也会发生很大的变化,这些都给银行业的发展带来了进一步的竞争和压力。中国的银行业如何应对这些变化和竞争?银行业的市场结构、市场行为和市场绩效又将如何变化?这些问题无疑都是中国银行业亟待解决的。本文试图对上述问题做一个有意义的探讨,对目前中国银行业的市场结构、市场行为和市场绩效做一个总体上的评估,以求给出一些有价值的对策。以下是本文的主要结构框架：一、第一章是导论部分,主要介绍了本文的写作背景,所要阐述的问题,以及研究问题的文献综述。二、第二章开始是本文的主体部分,其中第二章主要介绍了产业组织理论的发展及其学派,各学派之间的侧重点以及与之相匹配的政策意见。本文在本章提出了实证的最初模型和实证的假定条件。三、第三章本文着重介绍了基于市场分割理论的银行业产业组织理论,侧重介绍了银行业市场行为绩效的表现及其主要测度指标的计算方法、使用方法和意义。四、第四章是实证部分,也是本文的重点。利用1994年-2007年我国银行业主要的15家银行较为完整的数据,对我国银行业市场结构、市场行为、市场绩效进行了测度,并使用DEA方法研究分析了我国银行业的效率,最后分析了我国银行业市场结构、效率和绩效之间的关系,对实证假定进行验证,并作出解释。五、第五章是政策研究部分,根据实证的结果,本文总结了政府所应采取的政策,主要从产业组织所面临的问题和产业组织的改进意见两方面来论述这个问题,是本文的结论部分。六、本文的创新点主要体现在,一方面是实证部分,本文通过设定虚拟变量检验了数据融合的截面干扰和时序干扰,并将我国银行业市场根据资产规模的大小分为三类分别进行实证研究,得出了较为符合实证假定的结果。另一方面在政策研究上,本文根据实证得到的结果对我国银行业未来管制政策做了一定的评述,具有较强的实用性。更多还原

【Abstract】 Finance is in the process of economic development, a critical element in China, a bank-dominated financial system, the banking sector’s development role in economic growth even more important. China’s banking sector has been the protection of national policy, with high barriers to entry and exit, which will form the initial four major state-owned banks dominance. With the reform and opening-up policy of China’s financial liberalization, emerging joint-stock banks and regional banks, the rise and development, as well as foreign banks enter the market reason to break the pattern is gradually formed four major state-owned banks, joint-stock banks, regional banks, as well as foreign banks coexist.Due to historical reasons, the four major state-owned banks, whether the market or the market concentration, are still a clear advantage, the market structure in the city, an oligopolistic structure. In the meantime, the bank’s operating performance, the four major state-owned banks at a disadvantage but, profit margins than new joint-stock banks. Can be seen that the size of the banks can not decide on bank profits. By the end of 2006, China’s financial industry has a fully open, foreign banks will enjoy national treatment. At present more and more foreign banks are aggressively entering China’s financial markets to participate in competition in the banking sector, which means that China’s banking industry will face more severe challenges.After several years of banking reform, although in all Chinese banks have made a good product, such as capital adequacy ratio referred to non-performing assets ratio significantly lower, property rights system and governance structure has made great changes in the breakthrough From the state-owned banks to joint-stock commercial banks will be changed and so on. However, compared to foreign banks, and there are still some gaps, such as the Chinese-funded banks in the quality of services, information technology, Internet banking, management system and so on have yet to be upgraded and improved. China is currently still in the primary market-oriented interest rate reform period, banks in the market is still pricing in a passive position. In the global capital markets gradually mature under the conditions of financing in the near future will be great changes have taken place, these have brought about a further development of the banking industry competition and pressure.China’s banking sector is to respond to these changes and competition? Banking market structure, market behavior and market performance, how will the change? These questions are no doubt China’s banking industry urgently need to resolve.更多还原