【摘要】：在技術(shù)進(jìn)步、貸款脫媒、金融創(chuàng)新活動加劇的大背景之下,中國銀行業(yè)競爭環(huán)境與格局改變,傳統(tǒng)利息業(yè)務(wù)優(yōu)勢減弱,商業(yè)銀行探索多元化戰(zhàn)略成為大勢所趨。本文從中國商業(yè)銀行競爭微觀角度出發(fā),采用2003-2015年103家我國商業(yè)銀行的非平衡面板數(shù)據(jù),在利用似不相關(guān)回歸技術(shù)對銀行Lerner指數(shù)計算的基礎(chǔ)上,分別建立線性和非線性固定效應(yīng)模型檢驗分析了銀行競爭程度與經(jīng)營多元化的影響。研究結(jié)果發(fā)現(xiàn):1、我國商業(yè)銀行的市場勢力與收入多元化呈正相關(guān)關(guān)系,市場勢力增強促進(jìn)了收入多元化發(fā)展,市場競爭增強抑制收入多元化。我國不同類型的商業(yè)銀行市場競爭程度對多元化的激勵影響存在差異,具體而言,大型國有銀行市場勢力與收入多元化正相關(guān),城市商業(yè)銀行市場勢力與收入多元化負(fù)相關(guān),全國性股份制銀行與農(nóng)村商業(yè)銀行尚無明確的發(fā)展方向與趨勢。2、我國商業(yè)銀行的市場勢力與資產(chǎn)多元化正相關(guān),整體來看我國銀行市場勢力降低、市場競爭增強,會抑制資產(chǎn)多元化,更傾向集中于傳統(tǒng)信貸業(yè)務(wù)。大型國有銀行與銀行業(yè)整體影響結(jié)果一致,城市商業(yè)銀行與此相反,其他類型銀行結(jié)論不顯著。3、目前我國商業(yè)銀行競爭對經(jīng)營多元化的影響不存在非線性相關(guān)關(guān)系。4、綜合收入與資本多元化的角度來看,我國銀行業(yè),特別是大型國有銀行依賴市場勢力發(fā)展多元化發(fā)展,市場競爭減弱促進(jìn)其經(jīng)營多元化,而城市商業(yè)銀行在市場競爭壓力下市場勢力減弱促進(jìn)了經(jīng)營多元化,但亦需關(guān)注風(fēng)險。
[Abstract]:Under the background of technological progress, loan disintermediation and the intensification of financial innovation, the competitive environment and pattern of China's banking industry have changed, the advantages of traditional interest business have been weakened, and the exploration of diversification strategy of commercial banks has become the trend of the times. From the point of view of the competition of Chinese commercial banks, this paper uses the non-equilibrium panel data of 103 Chinese commercial banks from 2003 to 2015, and calculates the Lerner index of the banks by using the seemingly unrelated regression technique. The linear and nonlinear fixed effect models are established to test and analyze the influence of competition degree and diversification. The research results show that the market power of commercial banks in China is positively related to income diversification, and the market power has promoted the development of income diversification, and the market competition has inhibited the income diversification. The market competition degree of different types of commercial banks in China has different incentive effects on diversification. In particular, the market power of large state-owned banks is positively related to income diversification, while the market power of urban commercial banks is negatively related to income diversification. There is no clear direction and trend of development between national joint-stock banks and rural commercial banks. The market power of commercial banks in China is positively related to the diversification of assets. As a whole, the market power of banks in our country is reduced and the market competition is strengthened. Will restrain the diversification of assets, more tend to focus on traditional credit business. The overall impact of the large state-owned banks is consistent with that of the banking sector, whereas the urban commercial banks have the opposite effect. The conclusion of other types of banks is not significant. 3. At present, there is no nonlinear correlation relationship between the competition of commercial banks and diversification of business. 4. From the angle of comprehensive income and capital diversification, the banking industry of our country, Especially, large state-owned banks rely on market forces to develop diversification, market competition weakens to promote diversification, and city commercial banks weaken market forces to promote diversification under the pressure of market competition, but they also need to pay attention to risks.
【學(xué)位授予單位】：廣東財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33

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