【摘要】：在市場化條件下,競爭會(huì)通過對特許權(quán)價(jià)值、風(fēng)險(xiǎn)轉(zhuǎn)移、授信行為、危機(jī)傳染效應(yīng)、監(jiān)管效率等途徑影響銀行的市場行為與資產(chǎn)質(zhì)量,并進(jìn)而對銀行穩(wěn)定性構(gòu)成影響。在金融改革不斷深化的背景下,我國銀行體系的競爭度與穩(wěn)定性呈現(xiàn)出動(dòng)態(tài)變化趨勢,銀行業(yè)監(jiān)管面臨新的挑戰(zhàn),因此,研究我國銀行業(yè)競爭的變化及其與銀行穩(wěn)定性之間的關(guān)系,具有一定的理論與現(xiàn)實(shí)意義。以我國20家主要商業(yè)銀行為樣本,運(yùn)用基于Panzar-Rosse市場競爭模型測度的H統(tǒng)計(jì)量顯示：伴隨著金融體制改革的深化和金融業(yè)對外開放的深入,我國銀行業(yè)的市場競爭程度不斷提高,目前已經(jīng)進(jìn)入“壟斷競爭、進(jìn)入自由”的市場型態(tài)。運(yùn)用基于《股份制商業(yè)銀行風(fēng)險(xiǎn)評級體系(暫行)》所構(gòu)建的銀行穩(wěn)定性測度指標(biāo)體系和“映射法”而合成的銀行穩(wěn)定性指數(shù)(BSI)顯示,各樣本銀行的穩(wěn)定性在總體上呈上升趨勢,其中城市商業(yè)銀行的穩(wěn)定性最好,11家全國性股份制商業(yè)銀行的穩(wěn)定性在整體上優(yōu)于大型商業(yè)銀行,工農(nóng)中建四大銀行完成股份制改革和成功上市后,其穩(wěn)定性明顯改善。在對已有實(shí)證框架進(jìn)行修正的基礎(chǔ)上,以20家商業(yè)銀行為樣本,以H統(tǒng)計(jì)量為銀行業(yè)競爭度衡量指標(biāo),以BSI為銀行穩(wěn)定性衡量指標(biāo),并引入實(shí)際GDP增長率、通貨膨脹率、銀行規(guī)模、資產(chǎn)多樣化程度、存貸比等控制變量,利用面板數(shù)據(jù)模型實(shí)證檢驗(yàn)了中國銀行業(yè)競爭程度與銀行穩(wěn)定性之間的關(guān)系。實(shí)證結(jié)果表明：競爭程度(H統(tǒng)計(jì)量)與銀行穩(wěn)定性(BSI)之間存在顯著的U型關(guān)系,當(dāng)H統(tǒng)計(jì)量衡量的銀行業(yè)競爭程度處于0-0.7743這一區(qū)間時(shí),競爭程度的提高能促進(jìn)銀行穩(wěn)定性的增強(qiáng)；當(dāng)H統(tǒng)計(jì)量超過0.7743時(shí),銀行業(yè)市場競爭的加劇會(huì)導(dǎo)致銀行的不穩(wěn)定。另外,實(shí)際GDP增長率、通貨膨脹率與BSI分別顯著負(fù)相關(guān)、正相關(guān),表明穩(wěn)定的宏觀經(jīng)濟(jì)運(yùn)行有利于我國銀行體系穩(wěn)定性的提高。資產(chǎn)多樣化程度、銀行規(guī)模與BSI負(fù)相關(guān),即資產(chǎn)多樣化程度的提高、銀行規(guī)模的擴(kuò)大,有利于增強(qiáng)銀行穩(wěn)定性。存貸比與BSI正相關(guān),即存貸比的提高不利于改善銀行的穩(wěn)定性。為提高我國商業(yè)銀行的穩(wěn)定性,首先構(gòu)建一個(gè)具有一定集中度的競爭性銀行體系,保持銀行業(yè)競爭的適度性。其次加強(qiáng)宏觀經(jīng)濟(jì)預(yù)警,保持實(shí)體經(jīng)濟(jì)的穩(wěn)定運(yùn)行。再次各商業(yè)銀行基于自身實(shí)際情況實(shí)行差異化競爭戰(zhàn)略,逐步形成核心競爭力。
[Abstract]:Under the condition of market-oriented, the competition will influence the market behavior and the asset quality of the bank through the way of the value of the concession, the risk transfer, the credit behavior, the crisis transmission effect and the supervision efficiency, and further influence the stability of the bank. Under the background of the deepening of the financial reform, the competition degree and stability of our bank system are in a dynamic changing trend, and the banking supervision is facing the new challenge. Therefore, the relationship between the change of the competition of the banking industry and the stability of the bank is studied. It has a certain theoretical and practical significance. Taking the 20 main commercial banks in China as a sample, using the measure of the market competition model of Panzar-Rose, it is shown that with the deepening of the reform of the financial system and the deepening of the opening of the financial industry, the market competition of our banking industry is increasing. The market type of the "The monopoly of competition and the entry of freedom" has been entered at present. The bank stability index (BSI), which is synthesized based on the index system and "mapping method" of the bank stability measure based on the risk rating system (temporary) of the joint-stock commercial bank, shows that the stability of each sample bank is generally on the rise. The stability of the city commercial banks is the best, and the stability of the 11 national joint-stock commercial banks is better than that of the large commercial banks. On the basis of the revision of the existing empirical framework,20 commercial banks are used as a sample, and the H-statistic is used as a measure index of the competition degree of the banking industry, and the index of the bank stability is measured by the BSI, and the real GDP growth rate, the inflation rate, the size of the bank and the degree of the asset diversification are introduced. The relationship between the competition degree of China's banking and the stability of the bank is verified by the panel data model by using the panel data model. The empirical results show that there is a significant U-type relationship between the degree of competition (H) and the stability of the bank (BSI), and the increase of the degree of competition can promote the enhancement of the stability of the bank when the competition degree of the banking is in the range of 0-0.7743. When the amount of H is more than 0.7743, the intensification of the banking market competition can lead to the instability of the bank. In addition, the real GDP growth rate and the inflation rate are negatively correlated with the BSI, and the positive correlation shows that the stable macro-economic operation is beneficial to the improvement of the stability of the banking system in our country. The degree of asset diversification, the scale of the bank and the BSI are negatively correlated, that is, the increase of the degree of asset diversification, the expansion of the size of the bank, and the enhancement of the stability of the bank. The ratio of deposit and loan is related to BSI, that is, the improvement of the loan-to-loan ratio is not conducive to the improvement of the stability of the bank. In order to improve the stability of the commercial banks in China, a competitive banking system with a certain degree of concentration is first established to maintain the adaptability of the competition of the banking industry. Secondly, the macro-economic early warning is strengthened, and the stable operation of the real economy is maintained. The commercial banks, on the basis of their own practical situation, carry out the differential competition strategy and gradually form the core competitiveness.
【學(xué)位授予單位】：長沙理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33

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