本文關鍵詞：我國銀行業(yè)競爭程度測算及其影響因素分析　出處：《山東大學》2013年碩士論文　論文類型：學位論文

  更多相關文章： 銀行業(yè)競爭 Panzar-Rosse模型 Bresnahan-Lau模型 H統(tǒng)計量 影響因素

【摘要】：隨著國民經(jīng)濟的快速發(fā)展,金融業(yè)尤其是銀行業(yè)在我國國民經(jīng)濟發(fā)展中的作用越來越重要。并且國際經(jīng)濟環(huán)境越來越復雜,國家之間的聯(lián)系也越來越密切,外資銀行在我國也在逐漸發(fā)展壯大,所以研究我國銀行業(yè)的競爭有利于政府更好的規(guī)制銀行業(yè)的競爭,完善我國的金融系統(tǒng),使得我國銀行業(yè)朝著健康有序的方向發(fā)展。 目前國內(nèi)外有許多研究銀行業(yè)競爭的文獻,基本上使用兩種方法,即結(jié)構(gòu)性研究方法和非結(jié)構(gòu)性研究方法。結(jié)構(gòu)性研究方法使用傳統(tǒng)的市場集中度、赫芬達爾—赫希曼指數(shù)等來測量銀行業(yè)的市場結(jié)構(gòu),再進一步研究市場結(jié)構(gòu)對市場行為進而對市場績效的影響。非結(jié)構(gòu)性方法不需要測算這些指標,主要包括Bresnahan-Lau模型和Panzar-Rosse模型等,其中Panzar-Rosse模型有著不可替代的優(yōu)點,并且是目前比較流行的研究銀行業(yè)競爭程度的模型。 本文采用Panzar-Rosse模型,結(jié)合我國實際情況建立了適合于我國的回歸方程,使用我國15家商業(yè)銀行1996-2011年的面板數(shù)據(jù),對我國目前的銀行業(yè)競爭程度進行了測度,并分析比較了國有控股商業(yè)銀行和普通股份制商業(yè)銀行的競爭程度,以及我國銀行業(yè)全面對外開放之前和之后的競爭程度。更進一步的,計算了從1996年以來我國銀行業(yè)每年的H值,以此為基礎探究了影響我國銀行業(yè)競爭的因素 文章分為以下幾個部分：第一部分為引言,介紹了本文的寫作背景、研究意義以及邏輯框架。第二部分為文獻綜述,回顧了測量銀行業(yè)競爭程度的相關指標.以及國內(nèi)外這個領域前人的研究成果；第三部分介紹了我國銀行業(yè)的發(fā)展階段,以及資產(chǎn)規(guī)模、存款規(guī)模和貸款規(guī)模的增長等,還介紹了外資銀行在我國的發(fā)展進程。第四部分和第五部分為文章的主體部分,第四部分運用Panzar-Rosse模型研究了我們銀行業(yè)目前的競爭狀態(tài),不同性質(zhì)銀行之間的競爭狀況,以及我國銀行業(yè)全面開放之前和全面開放之后的銀行業(yè)的競爭程度。第五部分在第四部分研究的基礎上進一步探究了影響我國銀行業(yè)競爭的因素；第六部分對文章進行了總結(jié),并提出相關的政策建議。 經(jīng)過對模型的回歸估計得出以下結(jié)論：我國銀行業(yè)目前整體上處于壟斷競爭的狀態(tài),并且競爭激烈程度較高；5大國有控股商業(yè)銀行之間的競爭程度高于全國整體水平,并且遠遠超過普通股份制商業(yè)銀行的競爭程度,已接近完全競爭的狀態(tài)；普通股份制商業(yè)銀行的競爭程度僅為H值等于0.389,雖為壟斷競爭的狀態(tài),但競爭的程度不夠激烈；我國銀行業(yè)全面對外開放即2006年之后,并沒有顯著提高我國銀行業(yè)競爭的激烈程度。 所以,對于規(guī)范我國銀行業(yè)的競爭,政府還有許多工作可以做,只有按照經(jīng)濟運行規(guī)律進行政策制定,才能促進銀行業(yè)朝著健康、有序的方向發(fā)展。
[Abstract]:With the rapid development of national economy, the role of financial industry, especially banking, in the development of our national economy is becoming more and more important, and the international economic environment is becoming more and more complex, and the relationship between countries is becoming more and more close. Foreign banks in China are also gradually growing, so the study of the competition of our banking industry is conducive to the government to better regulate the competition of the banking industry, improve the financial system of our country. Make our banking industry develop in a healthy and orderly direction. At present, there are many domestic and foreign literature on banking competition, basically using two methods, namely, structural research method and non-structural research method, and structural research method using traditional market concentration. The Herfindah-Herschmann index is used to measure the market structure of banking, and to further study the influence of market structure on market behavior and market performance. The non-structural method does not need to measure these indicators. Including Bresnahan-Lau model and Panzar-Rosse model, Panzar-Rosse model has irreplaceable advantages. And it is a popular model to study the degree of banking competition. In this paper, the Panzar-Rosse model is used to establish the regression equation suitable for our country, and the panel data of 15 commercial banks in China from 1996 to 2011 are used. This paper measures the degree of competition in China's banking industry, and analyzes and compares the degree of competition between state-owned holding commercial banks and ordinary joint-stock commercial banks. And the degree of competition before and after China's banking industry opened to the outside world. Furthermore, the annual H value of China's banking industry has been calculated since 1996. On this basis, this paper probes into the factors that affect the competition of China's banking industry. The article is divided into the following parts: the first part is the introduction, introduces the writing background, research significance and logical framework of this paper. The second part is the literature review. This paper reviews the related indicators to measure the degree of banking competition, as well as the previous research results in this field at home and abroad. The third part introduces the development stage of China's banking industry, as well as the growth of the scale of assets, deposits and loans. It also introduces the development process of foreign banks in China. Part 4th and part 5th are the main parts of the article. Part 4th uses Panzar-Rosse model to study the current competitive state of our banking industry and the competition among banks of different natures. And the degree of banking competition before and after the full opening of China's banking industry. 5th part of the 4th part of the study on the basis of further explore the factors affecting the competition of China's banking industry; Part 6th summarizes the article and puts forward relevant policy recommendations. Through the regression estimation of the model, the following conclusions are drawn: the banking industry of our country is in the state of monopoly competition, and the competition degree is high; (5) the degree of competition among the state-owned holding commercial banks is higher than that of the whole country, and far exceeds the competition degree of the ordinary joint-stock commercial banks, which is close to the state of complete competition; The competition degree of ordinary joint-stock commercial banks is only H value = 0.389, although it is the state of monopoly competition, but the degree of competition is not fierce enough; Since 2006, China's banking industry has opened to the outside world in a comprehensive way, and has not significantly improved the degree of competition in China's banking sector. Therefore, the government still has a lot of work to do to standardize the competition of our banking industry. Only by making policies according to the law of economic operation, can we promote the banking industry to develop healthily and orderly.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.3

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