本文選題：外資銀行 + 全要素生產(chǎn)率��； 參考：《湘潭大學》2017年碩士論文

【摘要】：隨著國際資本市場全球化、金融市場自由化,各國銀行業(yè)的國際化程度也在不斷增加。而銀行體系在一個國家經(jīng)濟結(jié)構(gòu)中扮演著非常重要的角色,外資銀行的進入必定會通過多種途徑對當?shù)劂y行業(yè)市場產(chǎn)生影響。就我國而言,銀行業(yè)進入全面深化改革的集中攻堅期,亟待推進銀行業(yè)體系的完善與優(yōu)化,外資銀行公司治理結(jié)構(gòu)良好、技術(shù)優(yōu)勢明顯、產(chǎn)品研發(fā)和業(yè)務創(chuàng)新能力較強,使我國商業(yè)銀行面臨更加劇烈的市場競爭壓力的同時,也為我國商業(yè)銀行不斷改善經(jīng)營管理、提高競爭力帶來了新的動力和契機。因此,研究外資銀行進入對我國商業(yè)銀行全要素生產(chǎn)率的影響,為推動我國銀行業(yè)進一步開放、改革、發(fā)展提供政策建議,進而促進我國商業(yè)銀行全要素生產(chǎn)率的提升。立足于溢出效應理論,本文剖析了外資銀行進入對我國商業(yè)銀行全要素生產(chǎn)率的影響機制,結(jié)合我國不同所有制銀行的異質(zhì)性,分析了外資銀行進入對不同類型商業(yè)銀行全要素生產(chǎn)率的影響。首先,本文選取了我國2004-2015年34家商業(yè)銀行相關(guān)數(shù)據(jù),其次,運用DEA-Malmquist模型進行全要素生產(chǎn)率測度,發(fā)現(xiàn)我國商業(yè)銀行全要素生產(chǎn)率年均增長1.41%,其中,國有商業(yè)銀行全要素生產(chǎn)率增長的貢獻相對較小,而股份制商業(yè)銀行、城市商業(yè)銀行全要素生產(chǎn)率分別以年均1.12%、1.50%增長,在整個行業(yè)的全要素生產(chǎn)率增長中起到了絕大部分的作用。從變化趨勢來看,國有商業(yè)銀行表現(xiàn)出較為明顯的“追趕效應”,與股份制商業(yè)銀行、城市商業(yè)銀行全要素生產(chǎn)率的差距不斷縮小,三類銀行運行邊界趨于收斂。在此基礎(chǔ)上,本文根據(jù)前面的理論分析與指標選擇,建立模型并進行回歸分析。通過Hausman檢驗和LM檢驗選擇了隨機效應模型研究外資銀行進入對我國商業(yè)銀行全要素生產(chǎn)率的影響,其中對不同所有制銀行差異性影響的研究采用的是分組回歸。研究結(jié)果顯示:一、外資銀行進入對我國商業(yè)銀行全要素生產(chǎn)率具有積極促進作用;二、外資銀行進入對我國城市商業(yè)銀行全要素生產(chǎn)率的影響最為明顯,股份制銀行次之,但對國有商業(yè)銀行全要素生產(chǎn)率的影響不確定。因此,加大外資銀行引入力度,規(guī)范其有序競爭,進一步加強與外資銀行之間的互利合作,深化我國銀行業(yè)改革從而更好的發(fā)揮外資銀行進入對我國商業(yè)銀行全要素生產(chǎn)率積極影響。
[Abstract]:With the globalization of the international capital market and the liberalization of the financial market, the degree of internationalization of the banking industry is increasing. The banking system plays a very important role in the economic structure of a country, and the entry of foreign banks will influence the local banking market through many ways. As far as our country is concerned, the banking industry has entered the period of comprehensive deepening reform, it is urgent to promote the perfection and optimization of the banking system. The foreign banks have a good corporate governance structure, obvious technological advantages, strong product development and business innovation ability. At the same time, it also brings new impetus and opportunity for our commercial banks to improve their management and competitiveness. Therefore, this paper studies the impact of foreign banks' entry on the total factor productivity of Chinese commercial banks, in order to promote the further opening, reform and development of China's banking industry, and then promote the promotion of the total factor productivity of our commercial banks. Based on the theory of spillover effect, this paper analyzes the influence mechanism of the entry of foreign banks on the total factor productivity of commercial banks in China, combined with the heterogeneity of different ownership banks in China. This paper analyzes the influence of foreign bank entry on the total factor productivity of different types of commercial banks. Firstly, this paper selects the relevant data of 34 commercial banks in China from 2004 to 2015. Secondly, using the DEA-Malmquist model to measure the total factor productivity, we find that the average annual growth of total factor productivity of commercial banks in China is 1.41%, among which, The contribution of total factor productivity growth of state-owned commercial banks is relatively small, while the total factor productivity of joint-stock commercial banks and urban commercial banks increases by 1.12% or 1.50% per year respectively. In the industry as a whole, total factor productivity growth has played a major role. From the point of view of the changing trend, the state-owned commercial banks show obvious "catch-up effect", and the gap between the total factor productivity of urban commercial banks and the joint-stock commercial banks is narrowing, and the operating boundaries of the three kinds of banks tend to converge. On this basis, according to the previous theoretical analysis and index selection, the model and regression analysis. By means of Hausman test and LM test, the stochastic effect model is selected to study the impact of foreign banks entry on the total factor productivity of commercial banks in China. The results show that: first, the entry of foreign banks has a positive role in promoting the total factor productivity of commercial banks in China; second, the entry of foreign banks has the most obvious impact on the total factor productivity of Chinese urban commercial banks, followed by joint-stock banks. However, the impact on the total factor productivity of state-owned commercial banks is uncertain. Therefore, increasing the introduction of foreign banks, standardizing their orderly competition, and further strengthening mutually beneficial cooperation with foreign banks, Deepening the reform of China's banking industry and giving full play to the entry of foreign banks have a positive impact on the total factor productivity of Chinese commercial banks.
【學位授予單位】：湘潭大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.33;F832.6

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