银行信贷市场竞争测度及实证  

Measurement and Demonstration of Banks’ Credit Market Competition

作　　者：张翔睿 张玉凯 Zhang Xiangrui;Zhang Yukai(School of Economics and Management,Southwest Petroleum University,Chengdu 610500,China;School of Finance,Nankai University,Tianjin 300071,China)

机构地区：[1]西南石油大学经济管理学院,成都610500 [2]南开大学金融学院,天津300071

出　　处：《统计与决策》2019年第18期152-156,共5页Statistics & Decision

基　　金：天津市社会科学基金青年项目(TJYYQN17-008);西南石油大学青年教师项目(201699010019)

摘　　要：文章通过多投入多产出超越对数成本函数,对我国商业银行信贷业务竞争度进行了精准测度。在此基础上,对银行信贷业务竞争与信用风险承担之间的关系进行研究。结果表明:我国银行信贷业务竞争呈激烈趋势,城市商业银行信贷业务垄断性强于国有大型银行和股份制银行。在“利润边际效应”和“风险转移效应”的作用下,信贷市场竞争与信用风险承担呈“U型”关系,过度的竞争或垄断都会导致银行承担更高的信用风险。银行上市、稳健的资本结构能够降低信用风险承担,规模扩张会增加信用风险承担。This paper uses translog cost function with multi-input and multi-output to accurately measure the competition degree of Chinese commercial banks' credit business. On this basis, the paper studies the relationship between credit competition and credit risk taking. The research results show that the competition of bank credit business in China is fierce and the monopoly of urban commercial bank credit business is stronger than that of state-owned large banks and joint-stock banks. Under the action of "profit margin effect" and "risk transfer effect", credit market competition and credit risk taking show a U-shaped relationship,and excessive competition or monopoly will lead banks to assume higher credit risks. Banks listed and stable capital structure can reduce credit risk, while scale expansion will increase credit risk.

关 键 词：信贷市场竞争 信用风险 超越对数成本函数 Lerner指数 

分 类 号：F832[经济管理—金融学]