【作者】 徐凯雯；

【导师】 汪贵浦；

【作者基本信息】 浙江工业大学 ， 技术经济及管理， 2012， 硕士

【摘要】 本文立足于中国商业银行的市场势力,构建市场结构、市场行为和市场绩效的综合评价指标体系,并对市场势力与市场结构、市场行为和市场绩效之间的关系进行检验。通过对中国商业银行市场势力的综合评估及实证研究,寻找市场势力的影响来源,为识别市场势力和促进市场竞争提供理论依据。论文完成以下工作:第一,设定SCP分析框架,以因子分析、聚类分析和模糊K-均值聚类算法为研究工具,分别从产业层面和企业层面,建立面向中国银行业的市场势力综合评估指标体系。第二,基于因子分析的综合评估,从产业层面的研究发现:中国银行业的垄断力逐年下降;从企业层面的研究发现,国有控股商业银行的市场势力显著高于股份制商业银行,并且各个银行的市场势力则不断攀升,且幅度较大。基于聚类分析对因子分析结果的有效性进行验证,结果显示,中国主要商业银行依据其市场势力水平可以分成三类:第一类为工行、农行、中行、建行四大国有商业银行;第二类为交行、中信、光大、民生、招商、兴业、浦发;第三类为华夏、深发。这说明国有控股商业银行市场势力有效区别于股份制商业银行。第三,市场势力与市场结构、市场行为和市场绩效之间关系的研究发现,无论是产业层面还是企业层面,中国商业银行的市场结构同市场势力显著正相关;市场行为与市场势力负相关。但是市场绩效同市场势力间的关系,在产业层面上为负相关,而在企业层面上却为正相关。更多还原

【Abstract】 This article is based on market power of banking industry to build a comprehensive evaluation index system and study the relationship between market power and market structure, market behavior and market performance. Through a comprehensive assessment and empirical research to search factors that influence the market power, and provide a theoretical basis.First, we establish the evaluation index system from the industry level and enterprise level respectively, based on the SCP analytical framework, take factor analysis, cluster analysis and fuzzy K-means clustering algorithm as a research tool.Second, we use factor analysis to assess the market power, and finds that the monopoly of banking industry is declining, the market power of state-owned commercial banks was significantly higher than joint-stock commercial banks, and each bank s market power is raising by a big margin. The cluster analysis shows that China’s commercial banks can be divided into three categories, first for the ICBC,ABC,BOC and CCB; second for the BC,CITIC,EBC,CMBC,CMB,FIB and SPDB; third category is SDBC and HXB.Third, the study of relationship between inner factors shows that market power is positive with market structure and negative with market behavior.But the relationship between market power and the market performance is different which is negative at the industry level and positive at the enterprise level.更多还原