| 基于多元统计分析的商业银行绩效评价研究 |
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| 引用本文： | 鲍红梅,徐新丽. 基于多元统计分析的商业银行绩效评价研究[J]. 长春师范学院学报, 2011, 0(6): 16-20 |
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| 作者姓名： | 鲍红梅 徐新丽 |
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| 作者单位： | 淮阴工学院数理学院; |
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| 基金项目： | 2009年淮阴工学院科研基金项目(NAS2009034-5) |
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| 摘 要： | 本文以国内13家商业银行的2008年效率指标体系数据为样本,运用因子分析法,找出影响商业银行效率状况的因子,计算各样本的因子得分;根据银行效率综合评分公式,计算各样本银行的综合评价得分;根据各样本的因子得分,用聚类分析的方法将商业银行运营状况进行分类。结合分类结果及综合评分对各样本银行评价结果为:股份制商业银行的经营绩效综合评价得分较高,而国有商业银行的经营绩效综合评价得分较低;国有商业银行除在偿债能力因子平均得分上与股份制商业银行差距不大外,在发展能力因子、盈利能力因子及经营效率因子上平均得分均较大地低于股份制商业银行。
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| 关 键 词： | 多元统计分析 因子分析 聚类分析 银行绩效 评价 |
Efficiency Evaluation Study on Commercial Banks Based on Multivariate Statistical Analysis |
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| BAO Hong-mei,XU Xin-li. Efficiency Evaluation Study on Commercial Banks Based on Multivariate Statistical Analysis[J]. Journal of Changchun Teachers College, 2011, 0(6): 16-20 |
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| Authors: | BAO Hong-mei XU Xin-li |
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| Affiliation: | BAO Hong-mei,XU Xin-li(School of Mathematics and Physics,Huaiyin Institute of Technology,Huai'an 223003,China) |
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| Abstract: | Taking the data of efficiency indicator system of 13 domestic commercial banks in 2008 as samples and using the method of factor analysis,we find out the factors affecting the efficiency of commercial banks and calculate the scores of factors of various samples.Based on the formula of comprehensive grading for the efficiency of banks,we calculate the score of each sample,by which cluster analysis is used to classify business conditions of commercial banks.Using the above classification results and comprehen... |
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| Keywords: | multivariate statistical analysis factor analysis cluster analysis efficiency of bank evaluation |
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