本文關(guān)鍵詞：中國商業(yè)銀行市場結(jié)構(gòu)與效率關(guān)系的實(shí)證研究　出處：《哈爾濱工業(yè)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 商業(yè)銀行 市場結(jié)構(gòu) 效率 數(shù)據(jù)包絡(luò)分析法

【摘要】：2008年次貸危機(jī)后，各國金融業(yè)開始注重風(fēng)險(xiǎn)的防范，對(duì)于銀行業(yè)的管理也逐步重視。但我國國有銀行在長期內(nèi)處于壟斷地位，同時(shí)政府和中央銀行通過各種計(jì)劃性、行政性指令來替代商業(yè)銀行可能做出的最優(yōu)經(jīng)濟(jì)決策，導(dǎo)致商業(yè)銀行的非理性的經(jīng)濟(jì)選擇以及銀行非優(yōu)化的資源配置，其中銀行的管理和資源配置能力是實(shí)現(xiàn)銀行效率的關(guān)鍵。研究商業(yè)銀行的市場結(jié)構(gòu)及其影響因素，并對(duì)銀行市場結(jié)構(gòu)的壟斷競爭程度與其效率之間的關(guān)系進(jìn)行研究具有重要意義。 本文以銀行市場結(jié)構(gòu)與效率理論為前提，選擇指標(biāo)對(duì)兩者進(jìn)行單獨(dú)統(tǒng)計(jì)分析。在SCP理論的基礎(chǔ)上對(duì)銀行市場結(jié)構(gòu)和銀行效率的關(guān)系進(jìn)行分析，并結(jié)合相關(guān)理論對(duì)兩者之間的關(guān)系進(jìn)行論證，在此基礎(chǔ)上建立實(shí)證模型。其中銀行市場結(jié)構(gòu)變量選擇市場集中度（CRn）、赫芬達(dá)爾指數(shù)（HHI）進(jìn)行衡量，通過數(shù)據(jù)包絡(luò)分析（DEA）法進(jìn)行分析得出銀行效率，根據(jù)分析結(jié)果選擇綜合效率對(duì)銀行效率進(jìn)行衡量。 研究樣本選取中國4家國有銀行和12家代表性股份制銀行并選取2004年至2012年作為研究區(qū)間。首先，進(jìn)行銀行市場結(jié)構(gòu)的相關(guān)數(shù)據(jù)處理和分析；其次，利用deap軟件對(duì)銀行的投入和產(chǎn)出數(shù)據(jù)進(jìn)行處理，得出銀行效率；最后，eviews7.2對(duì)銀行市場結(jié)構(gòu)和銀行效率數(shù)據(jù)進(jìn)行回歸，在回歸前為保證實(shí)證結(jié)果的可信度對(duì)樣本數(shù)據(jù)做了單位根檢驗(yàn)和協(xié)整檢驗(yàn)。 根據(jù)理論分析和實(shí)證研究得出：第一，我國商業(yè)銀行市場結(jié)構(gòu)集中度水平都越來越低，說明我國商業(yè)銀行從壟斷型的市場結(jié)構(gòu)逐步向競爭型發(fā)展；我國銀行業(yè)高壟斷高集中度的市場結(jié)構(gòu)并不是因?yàn)楦魃虡I(yè)銀行之間競爭所形成的，而是由我國政府和中央銀行的政策指導(dǎo)所形成的。第二，銀行效率總體上是屬于上升趨勢，綜合效率和配置效率兩者的走勢基本一致，技術(shù)效率基本平穩(wěn)，所以銀行綜合效率的提高，大部分是由于銀行配置資源能力的提升。第三，銀行效率并非影響市場結(jié)構(gòu)的主要因素，，但是商業(yè)銀行市場集中度對(duì)銀行效率有較強(qiáng)的負(fù)影響。所以，我國的市場結(jié)構(gòu)的形成不是銀行行為所導(dǎo)致的，而是行政性政策所引導(dǎo)的；如果想要改善市場結(jié)構(gòu)，則需要通過改善銀行管理方式，提高銀行效率，進(jìn)而達(dá)到降低市場集中度的目的。
[Abstract]:In 2008 after the subprime crisis, the financial industry began to pay attention to risk prevention, for the management of the banking industry is also gradually attention. But China's state-owned banks in a monopoly position in the long term, while the government and the central bank through various planning, optimal economic decision-making administrative instructions to replace the commercial banks can make the result of commercial banks non rational economic choice and bank non optimized allocation of resources, including the management of the bank and the allocation of resources is the key to realize the efficiency of the bank. The factors of market structure of commercial bank and its influence, and has important significance to study the relationship between the degree of monopolistic competition on bank market structure and efficiency.
In this paper, the banking market structure and efficiency theory as the premise, select the index for a separate statistical analysis of the two. On the relationship between banking market structure and efficiency on the basis of SCP analysis, combined with the theory of the relationship between the two, on the basis of an empirical model. The banking market structure variables selection the market concentration index (CRn), Beh Finn Dahl (HHI) was measured by data envelopment analysis (DEA) method to analyze the efficiency of the bank, according to the results of comprehensive efficiency on bank efficiency measure.
The selection of sample China 4 state-owned banks and 12 joint-stock banks and representative from 2004 to 2012 as the study interval. First, the data is processed and analyzed the structure of the banking market; secondly, to deal with the bank's input and output data using deap software, the efficiency of the banks; finally, eviews7.2 on the efficiency of data bank the market structure and bank return before reunification in order to ensure the credibility of the empirical results of the sample data to do unit root test and cointegration test.
According to the theoretical analysis and empirical research: first, the market structure of China's commercial banks are more and more low level of concentration, that China's commercial banks from the market structure of monopolistic competition gradually to the development of China's banking industry; high concentration high monopoly market structure is not due to the competition between the commercial banks formed but, formed by the Chinese government and the central bank's policy guidance. Second, bank efficiency are generally rising trend, comprehensive efficiency and allocative efficiency of the two trends are basically the same, the technical efficiency is basically stable, so the comprehensive efficiency increase, largely due to the allocation of resources to enhance the ability of the bank. Third, the main the factors of bank efficiency is not influence the structure of the market, but the commercial bank market concentration has a negative impact on the efficiency of banks is strong. Therefore, the formation of market structure in China is not silver However, if we want to improve the market structure, we need to improve the way of bank management and improve the efficiency of banks, so as to achieve the purpose of reducing market concentration.

【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33;F224

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