CAJ | 학술논문

运用我国14家上市和50家未上市商业银行2000-2009年的数据探讨商业银行市场势力对效率的影响。分别测量我国商业银行的市场势力、成本效率以及利润效率，结果发现与未上市商业银行相比，上市商业银行具有较高的市场势力和利润效率以及较低的成本效率。同时分别建立线性模型和非线性模型分析市场势力对效率的影响，结果发现在我国特殊金融环境下，商业银行市场势力与成本效率或利润效率之间均为线性关系；提高商业银行的市场势力，会导致其成本效率显著下降和利润效率显著提升；在所有显著的变量中，信用风险对成本效率和利润效率的影响都是最大的。
운용아국14가상시화50가미상시상업은행2000-2009년적수거탐토상업은행시장세력대효솔적영향。분별측량아국상업은행적시장세력、성본효솔이급리윤효솔，결과발현여미상시상업은행상비，상시상업은행구유교고적시장세력화리윤효솔이급교저적성본효솔。동시분별건립선성모형화비선성모형분석시장세력대효솔적영향，결과발현재아국특수금융배경하，상업은행시장세력여성본효솔혹리윤효솔지간균위선성관계；제고상업은행적시장세력，회도치기성본효솔현저하강화리윤효솔현저제승；재소유현저적변량중，신용풍험대성본효솔화리윤효솔적영향도시최대적。
This paper investigates how market power affects bank efficiency by using the relevant data of China＇s 14 listed and 50 unlisted commercial banks over the period from 2000 to 2009. Firstly, we measure market power, cost efficiency and profit efficiency separately, the results show that the listed commercial banks have higher profit efficiency and market power, but lower cost efficiency compared to the unlisted commercial banks. Secondly we establish the linear and nonlinear regression model to analyze implications of market power in bank efficiency. We find that the relationship between the market power and the cost efficiency or profit efficiency is the linear; an increase in the market power leads to higher profit efficiency and lower cost efficiency; the credit risk is the most fundamental factor that influences the cost efficiency and the profit efficiency.