本文選題：SCP分析范式　切入點：市場結(jié)構(gòu)　出處：《復(fù)旦大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行一直以來都是我國社會融資體系的核心,是國民經(jīng)濟(jì)高速發(fā)展的一股中堅力量,因此其經(jīng)營效率和績效表現(xiàn)對于我國經(jīng)濟(jì)持續(xù)穩(wěn)定健康發(fā)展具有重要影響。我國現(xiàn)代商業(yè)銀行體系建立過程中的特定歷史背景因素導(dǎo)致銀行業(yè)呈高集中度寡頭壟斷的市場結(jié)構(gòu)�；诋a(chǎn)業(yè)組織學(xué)理論的SCP分析范式對我國商業(yè)銀行市場結(jié)構(gòu)、效率和績效的相關(guān)性分析成為國內(nèi)學(xué)者的研究熱點。由于上海是我國歷來的經(jīng)濟(jì)金融發(fā)達(dá)地區(qū),銀行競爭環(huán)境市場化程度較高,本文以上海市商業(yè)銀行作為研究對象進(jìn)行市場結(jié)構(gòu)、效率和績效的相關(guān)關(guān)系研究,對于我國和區(qū)域商業(yè)銀行發(fā)展具有重要的理論指導(dǎo)意義和現(xiàn)實借鑒意義。 國外學(xué)者運(yùn)用SCP分析框架對銀行市場結(jié)構(gòu)、效率和績效關(guān)系問題做了大量研究,并提出了市場力量假說和效率結(jié)構(gòu)假說。市場力量假說認(rèn)為績效由市場力量決定,而市場力量又來自高集中度的市場結(jié)構(gòu)。效率結(jié)構(gòu)假說則認(rèn)為是效率決定了市場結(jié)構(gòu)和績效,市場結(jié)構(gòu)和績效之間不存在直接聯(lián)系。國內(nèi)學(xué)者對我國商業(yè)銀行進(jìn)行考察的結(jié)果對兩種假說的成立都不支持。 本文選取了行業(yè)集中度指標(biāo)(CRn)和赫芬達(dá)爾指標(biāo)(HHI)來測度上海市商業(yè)銀行的市場結(jié)構(gòu)；并運(yùn)用數(shù)據(jù)包絡(luò)分析方法(DEA)對其效率進(jìn)行定量分析；然后選取績效指標(biāo)對銀行進(jìn)行績效評價；最后,文章運(yùn)用Berger經(jīng)典檢驗?zāi)Ｐ蛯ι虾Ｊ猩虡I(yè)銀行市場結(jié)構(gòu)、效率和績效進(jìn)行了回歸分析。文章發(fā)現(xiàn),上海市商業(yè)銀行業(yè)為中等集中度的寡占型市場結(jié)構(gòu),并且行業(yè)集中度呈持續(xù)下降的趨勢,四大國有商業(yè)銀行綜合效率和規(guī)模效率水平高于其他股份制商業(yè)銀行。回歸估計結(jié)果顯示市場結(jié)構(gòu)對銀行績效不存在顯著的影響,銀行效率越高則其績效表現(xiàn)越好,規(guī)模效率高的銀行相應(yīng)具備更大的市場份額,支持了上海市商業(yè)銀行中效率結(jié)構(gòu)假說的成立,而不支持市場力量假說。 本文認(rèn)為,由于上海具有較為成熟的市場競爭環(huán)境,四大國有銀行的集中度和全國相比有所降低,使其突破了“規(guī)模不當(dāng)”對績效的抑制影響。隨著上海市商業(yè)銀行業(yè)經(jīng)營環(huán)境的市場化程度逐漸加深,效率成為四大國有銀行和股份制銀行相互競爭的越來越重要的關(guān)鍵因素。在此基礎(chǔ)上,文章結(jié)合我國國情對于商業(yè)銀行業(yè)的發(fā)展提出了兩點政策建議,一是推進(jìn)利率市場化,二是繼續(xù)放寬銀行的市場準(zhǔn)入限制,豐富產(chǎn)權(quán)結(jié)構(gòu)形式,完善多元化多層次金融市場體系,以健全完善我國商業(yè)銀行的市場競爭機(jī)制,提高銀行的經(jīng)營效率和盈利能力,增強(qiáng)銀行的金融中介功能從而促進(jìn)我國和上海的經(jīng)濟(jì)持續(xù)健康穩(wěn)定發(fā)展。
[Abstract]:Commercial banks have always been the core of our country's social financing system and the backbone of the rapid development of the national economy. Therefore, its management efficiency and performance have an important impact on the sustained, stable and healthy development of our economy. The specific historical background factors in the establishment of the modern commercial banking system in China lead to a high concentration of oligopoly in the banking industry. The market structure of China's commercial banks, based on the SCP analysis paradigm based on the theory of industrial organization, The correlation analysis of efficiency and performance has become the research hotspot of domestic scholars. As Shanghai is a developed region of economy and finance in China, the degree of marketization of the competitive environment of banks is relatively high. This paper takes Shanghai Commercial Bank as the research object to study the relationship among market structure, efficiency and performance, which has important theoretical and practical significance for the development of commercial banks in China and the region. Foreign scholars have done a lot of research on the relationship among market structure, efficiency and performance of banks by using the SCP analysis framework, and put forward the hypothesis of market power and efficiency structure. The hypothesis of market forces holds that performance is determined by market forces. Moreover, market power comes from the market structure with high concentration. The efficiency structure hypothesis holds that efficiency determines market structure and performance. There is no direct relationship between market structure and performance. The results of domestic scholars' investigation on Chinese commercial banks do not support the establishment of the two hypotheses. This paper selects industry concentration index (CRN) and Herfindahl index (HHI) to measure the market structure of Shanghai Commercial Bank, and uses data Envelopment Analysis (DEAA) to analyze its efficiency quantitatively. Then select the performance indicators to evaluate the performance of banks. Finally, the paper uses the Berger classic test model to analyze the market structure, efficiency and performance of Shanghai commercial banks. The commercial banking industry in Shanghai is an oligopolistic market structure with medium concentration, and the industry concentration is decreasing continuously. The comprehensive efficiency and scale efficiency of the four state-owned commercial banks are higher than those of other joint-stock commercial banks. The regression analysis shows that the market structure has no significant effect on the bank performance, and the higher the bank efficiency, the better the bank performance. The banks with high scale efficiency have a larger market share, which supports the hypothesis of efficiency structure in Shanghai commercial banks, but not the hypothesis of market forces. This paper holds that due to the relatively mature market competition environment in Shanghai, the concentration of the four state-owned banks is lower than that of the whole country. It breaks through the influence of "inappropriate scale" on performance. With the deepening of the marketization of the commercial banking environment in Shanghai, Efficiency has become a more and more important factor in the competition between the four state-owned banks and the joint-stock banks. On this basis, this paper puts forward two policy suggestions for the development of commercial banks in the light of our country's national conditions, one is to promote the marketization of interest rates, and the other is to promote the marketization of interest rates. Second, continue to relax the restrictions on market access for banks, enrich the forms of property rights structure, improve the diversified and multi-level financial market system, improve the market competition mechanism of Chinese commercial banks, and improve the operating efficiency and profitability of banks. To enhance the financial intermediation function of banks to promote the sustained and healthy economic development of China and Shanghai.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33;F830.42;F224

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本文編號：1610205