中国银行业市场结构、效率与绩效关系实证研究

An Empirical Research on the Relationship among the Market Structure,Efficiency and Bank Performance for Chinese Banking

以15家商业银行样本，以1996～2006年为时间跨度，运用面板数据模型对中国银行业市场结构、效率与绩效的关系进行实证检验。就总体银行样本而言，市场份额（MS）、市场集中度（HHI）与银行绩效（税前ROA）之间存在显著的负相关关系，银行效率（EFF）与银行绩效显著正相关，但银行效率（EFF）对市场份额（MS）、市场集中度（HHI）的影响很小甚至为负。由于国有商业银行、股份制商业银行在公司治理、组织结构、经营环境等方面的差异，市场份额（MS）、市场集中度（HHI）、银行规模（LnA）对两类银行绩效水平的影响不一致。

This paper analyzes the relationship among the market structure, bank efficiency and bank performance of Chinese banking by using a panel data model which is taken from 15 commercial banks over an eleven - year period from 1996 to 2006 as samples. The result shows that market share （MS） and centralization ratio （HHI） are significantly negatively correlated with bank performance （ROA before tax） ; bank efficiency （EFF） has positive and significant relationships with bank performance, but the influences of bank efficiency on market shares （MS） and centralization ratio （HHI） are very small even for negative. Because of the differences between the state owned banks and the joint stock commercial banks on corporate governance, organization structure and management environment and so on, the influences of market share （.MS）, centralization ratio （HHI） and bank scale （LnA） on performance in the two kinds of banks are inconsistent.