中國銀行業(yè)市場結(jié)構(gòu)與績效關(guān)系的實證研究.pdf

1、長沙理工大學碩士學位論文中國銀行業(yè)市場結(jié)構(gòu)與績效關(guān)系的實證研究姓名：張晶申請學位級別：碩士專業(yè)：統(tǒng)計學指導教師：張筱峰20071101ABSTRACTWiththetransitionfromplannedeconomytomarketeconomythemarketstructureofChinesebankingindustryhaskeptevolving，buthighlymonopolizedmarketstructureha

2、sbeencoexistingwiththepoorperformanceforalongtimeUnderthebackgroundthatChinesefinancialmarketwillbemoreopened，thebankingindustrywillbefacedmoredrasticcompetitionStudyingthemarketstructureofChinesebankingindustryanditsrel

3、ationshipbetweentheperformancesempiricallycan’tonlyofferexperienceevidencesforafurtherreformofthebankingmanagement’Ssystem，butalsohaspracticalsignificanceintheestablishmentandimplementofthebankingindustrypolicyAnalyzingt

4、hemarketstructureofChinesebankingindustrybymarketshare，centralizationratio，enteringandwithdrawalbarriers，theresultshowsthatalthoughthereisatrendthatthemarketstructureofChinesebankingindustryischangingtomonopolycompetitio

5、n，buttheoligarchicmonopolymarketstructureofthebankingindustrywon’tbechangedinashort—termowningtothelimitofthescale，strengthandcountrypolicyThestudyoftheperformanceshowsthatdifferencesbetweencommercialbanks’resourcesdispo

6、sitionperformancesaresmallbecauseofthefinancialsupervisingandmanaging，butonaspectsofmanagementperformance，costperformanceandcreditrisk，jointstockbanksaredifferentfromstateownedbanksobviouslyBasedontheexistedempiricalrese

7、archframe，thisthesisanalyzestheinnerlinkbetweenthemarketstructureandperformanceofChinesebankingindustrybyusingapaneldatamodelwhichistaken15commercialbanksintheperiod19962006assamples；marketshares(MS)，HHIindex，costincomer

8、atio(RRC)andreturn(beforetax)onasset(ROA)asindexesformeasuringthemarketstructureofbankingindustrybank’Sefficiencyandbank’Sperformancerespectivelyfurthermore，bankscale(LnA)，bankmanagementrisk(LDR)andincrementrateofGDP(RGD

9、P)areintroducedintothemodelascontrolvariablesTheresultsshowthat：(1)Marketshareissignificantlynegativelycorrelatedwithbanks’performanceinthetotalsamples，SOthe“market—powerhypothesis”doesn’texistinChinesebankingindustry；(2

10、)HHIhasnegativeandsignificantrelationshipswithROAinthestateownedbankssample，butit’SpositivelycorrelatedwithROAinthejointstockbankssample(3)Cost—incomeratiohasnegativeandsignificantrelationshipswithROA，buttheinfluenceofba