【摘要】：在市場(chǎng)化條件下,競(jìng)爭(zhēng)會(huì)通過(guò)對(duì)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(chǎng)行為與資產(chǎn)質(zhì)量,并進(jìn)而對(duì)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(guó)銀行體系的競(jìng)爭(zhēng)度與穩(wěn)定性呈現(xiàn)出動(dòng)態(tài)變化趨勢(shì),銀行業(yè)監(jiān)管面臨新的挑戰(zhàn),因此,研究我國(guó)銀行業(yè)競(jìng)爭(zhēng)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(guó)20家主要商業(yè)銀行為樣本,運(yùn)用基于Panzar-Rosse市場(chǎng)競(jìng)爭(zhēng)模型測(cè)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(duì)外開(kāi)放的深入,我國(guó)銀行業(yè)的市場(chǎng)競(jìng)爭(zhēng)程度不斷提高,目前已經(jīng)進(jìn)入“壟斷競(jìng)爭(zhēng)、進(jìn)入自由”的市場(chǎng)型態(tài)。運(yùn)用基于《股份制商業(yè)銀行風(fēng)險(xiǎn)評(píng)級(jí)體系(暫行)》所構(gòu)建的銀行穩(wěn)定性測(cè)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(shì),其中城市商業(yè)銀行的穩(wěn)定性最好,11家全國(guó)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(duì)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(jìng)爭(zhēng)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(zhǎng)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(guó)銀行業(yè)競(jìng)爭(zhēng)程度與銀行穩(wěn)定性之間的關(guān)系。實(shí)證結(jié)果表明：競(jìng)爭(zhēng)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(jìng)爭(zhēng)程度處于0-0.7743這一區(qū)間時(shí),競(jìng)爭(zhēng)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(guò)0.7743時(shí),銀行業(yè)市場(chǎng)競(jìng)爭(zhēng)的加劇會(huì)導(dǎo)致銀行的不穩(wěn)定。另外,實(shí)際GDP增長(zhǎng)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(guó)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(guó)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(jìng)爭(zhēng)性銀行體系,保持銀行業(yè)競(jìng)爭(zhēng)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(jìng)爭(zhēng)戰(zhàn)略,逐步形成核心競(jìng)爭(zhēng)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(zhǎng)沙理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類(lèi)號(hào)】：F832.33

【相似文獻(xiàn)】

相關(guān)期刊論文 前10條

1 耿同勁;;銀行主導(dǎo)型和市場(chǎng)主導(dǎo)型:我國(guó)金融體系的歷史起點(diǎn)和未來(lái)趨勢(shì)[J];金融理論與實(shí)踐;2006年09期

2 羅利勇;謝元態(tài);;市場(chǎng)主導(dǎo)型和銀行主導(dǎo)型金融體系比較分析以及我國(guó)的選擇[J];海南金融;2008年12期

3 王國(guó)躍;羅利勇;汪云興;;銀行主導(dǎo)型與市場(chǎng)主導(dǎo)型金融體系比較研究[J];長(zhǎng)春市委黨校學(xué)報(bào);2008年05期

4 王廣勝;;市場(chǎng)主導(dǎo)型金融體系和銀行主導(dǎo)型金融體系的比較分析[J];知識(shí)經(jīng)濟(jì);2009年14期

5 戴亮;張倩;;貴州省煤炭產(chǎn)業(yè)整合的銀行主導(dǎo)型金融支持實(shí)證分析[J];商;2013年16期

6 丁兆明;我國(guó)仍應(yīng)實(shí)行銀行主導(dǎo)型的金融約束制度[J];商場(chǎng)現(xiàn)代化;2005年07期

7 王曉青;李濤;;后危機(jī)時(shí)代金融體系的完善與創(chuàng)新——銀行主導(dǎo)型和市場(chǎng)主導(dǎo)型金融體系的比較研究[J];審計(jì)與經(jīng)濟(jì)研究;2011年04期

8 姚南南;;銀行主導(dǎo)型與市場(chǎng)主導(dǎo)型金融體系比較[J];合作經(jīng)濟(jì)與科技;2014年10期

9 勞平;金融結(jié)構(gòu)歷史演變的初步考察[J];國(guó)際金融研究;2003年06期

10 白欽先,常海中;法國(guó)金融制度:由非典型的銀行主導(dǎo)型向市場(chǎng)主導(dǎo)型演進(jìn)[J];金融論壇;2005年06期

相關(guān)重要報(bào)紙文章 前10條

1 本報(bào)記者 夏青;專(zhuān)家稱(chēng)開(kāi)征銀行稅長(zhǎng)期是趨勢(shì)短期難實(shí)行[N];證券日?qǐng)?bào);2010年

2 中央財(cái)經(jīng)大學(xué)中國(guó)銀行業(yè)研究中心 郭田勇　趙世宇;開(kāi)征銀行稅：大勢(shì)所趨,荊棘滿(mǎn)途[N];上海證券報(bào);2010年

3 ;推動(dòng)銀行主導(dǎo)與市場(chǎng)主導(dǎo)型金融體系融合[N];中國(guó)證券報(bào);2005年

4 中央財(cái)經(jīng)大學(xué)中國(guó)銀行業(yè)研究中心主任 郭田勇;開(kāi)征銀行稅長(zhǎng)期來(lái)看是一種趨勢(shì)[N];華夏時(shí)報(bào);2010年

5 北京大學(xué)經(jīng)濟(jì)學(xué)院 宋芳秀;警惕銀行的定價(jià)合謀[N];第一財(cái)經(jīng)日?qǐng)?bào);2012年

6 萬(wàn)磊;民生“浮虧”式收購(gòu)逼問(wèn)銀行業(yè)擴(kuò)張“軟肋”[N];21世紀(jì)經(jīng)濟(jì)報(bào)道;2008年

7 中共中央黨校經(jīng)濟(jì)學(xué)部 馬濤;正確認(rèn)識(shí)當(dāng)前的金融穩(wěn)定問(wèn)題[N];證券時(shí)報(bào);2008年

8 張如石邋曉艷;振興金融旨在創(chuàng)新[N];吉林日?qǐng)?bào);2008年

9 本報(bào)記者 張建峰;中國(guó)金融轉(zhuǎn)型面臨五大問(wèn)題[N];中國(guó)信息報(bào);2013年

10 孫詠;加快金融結(jié)構(gòu)轉(zhuǎn)型與創(chuàng)新[N];中國(guó)農(nóng)村信用合作報(bào);2013年

相關(guān)博士學(xué)位論文 前1條

1 譚鵬萬(wàn);轉(zhuǎn)型國(guó)家銀行改革的微觀效應(yīng)分析[D];復(fù)旦大學(xué);2007年

相關(guān)碩士學(xué)位論文 前10條

1 蔣紫薇;中國(guó)銀行業(yè)競(jìng)爭(zhēng)與銀行穩(wěn)定性關(guān)系研究[D];長(zhǎng)沙理工大學(xué);2014年

2 武海峰;我國(guó)政策性銀行立法研究[D];重慶大學(xué);2008年

3 吳遠(yuǎn)華;我國(guó)政策性銀行發(fā)展歷程：歷史回顧與改革前瞻[D];福建師范大學(xué);2013年

4 劉思儉;銀行管制的變革[D];對(duì)外經(jīng)濟(jì)貿(mào)易大學(xué);2006年

5 俞曉晶;銀行主導(dǎo)型與市場(chǎng)主導(dǎo)型：發(fā)展中國(guó)家金融發(fā)展模式選擇[D];上海社會(huì)科學(xué)院;2007年

6 徐愛(ài)華;入世后我國(guó)銀行有效監(jiān)管研究[D];湖南大學(xué);2002年

7 邰瑩瑩;經(jīng)濟(jì)自由化背景下銀行利差影響因素研究[D];西南財(cái)經(jīng)大學(xué);2013年

8 楊瑜;中小企業(yè)融資與銀行業(yè)結(jié)構(gòu)關(guān)系研究[D];西南財(cái)經(jīng)大學(xué);2010年

9 袁晶;當(dāng)代產(chǎn)融結(jié)合模式初探[D];廈門(mén)大學(xué);2001年

10 劉艷麗;銀行介入公司治理機(jī)制研究[D];武漢大學(xué);2005年

，

本文編號(hào)：2509472