我國銀行業競爭與銀行效率關系研究

摘 要：分析銀行業競爭與銀行效率的關系，微觀層面上關系到銀行經營管理水平的高低，宏觀層面上關系到銀行業外部的產業發展與經濟增長。銀行業競爭與銀行效率關系研究涉及到三個問題：我國銀行業處于什么樣的競爭狀態？銀行業的效率如何？銀行業的競爭對于效率有何影響？本文通過實證研究回答了上述問題。采用擴展的P-R模型測度了我國銀行業2002~2009年的競爭程度，結論是我國銀行業處于寡頭壟斷階段；用DEA方法研究了我國銀行業的效率，結果表明銀行業效率尚未達到有效；用計量經濟學模型研究了我國銀行業競爭對效率的影響，發現我國銀行業競爭能促進效率提高。在此基礎上提出了有針對性的政策建議。

關鍵詞：銀行業；競爭；效率；P-R模型

中圖分類號：F830 文獻標識碼：A 文章編號：1003-5192(2012)02-0013-05

Research on the Relationship Between China’s Banking Competition

and Banking Efficiency

CHEN Xiao-wei1，2

(1.School of Management and Economics， University of Electronic Science and Technology of China， Chengdu 610054， China; 2.Department of Statistics， Chengdu University of Information Technology， Chengdu 610103， China)

Abstract:Analysis of the relationship between Banking competition and efficiency is related to management of the bank， development of banking industry and economic growth. Research on the Relationship between banking competition and efficiency involves three issues: what kind of competition is it in the banking industry? How is the efficiency of the banking industry? What is the impact of competition on the efficiency of the banking industry? In this paper， empirical research is made to answer the above questions. The extended P-R model is used to measure the degree of competition in the banking industry from 2002 to 2009， the result shows that China’s banking industry is in an oligopoly stage; study with the DEA method comes to that efficiency of China’s banking industry has not reached effectiveness; the Econometric Model is carried on to measured the impact of competition on the efficiency of the banking industry， and it is found that competition in China’s banking industry can promote efficiency. On this basis， proposals have been put forward.

Key words:banking industry; competition; efficiency; P-R model

1 引言

我國是以銀行為主導的金融體制，銀行在國民經濟中起到重要的作用，商業銀行的競爭對我國資金資源的配置效率有直接影響，從而影響我國長期的經濟增長。

在銀行業競爭日趨激烈、環境復雜多變的國際背景下，中國銀行業結束了WTO規定的5年保護期，開始了全面參與國際化的進程。在解決了產權問題之后，市場結構，即銀行業的競爭成為我們不得不認真面對的問題。到底現階段我國銀行業競爭程度如何?競爭對于銀行業效率有何影響？應提倡進一步的競爭還是保持一定的集中度？這些問題是必須回答的，但只有通過理論和實證研究才能得出正確的答案。……