商业银行竞争力评价指标选择及其权重确定

Index Selection for the Evaluation of Commercial Banks' Competitiveness and Its Weight Ascertainment

从商业银行竞争力的内涵和影响因素出发,着重探讨了商业银行竞争力评价指标筛选、权重确定和综合评价的方法,以预选指标体系为基础,通过对指标鉴别力和相关度的定量分析,筛选出有效的评价指标体系;并运用因子分析法,以因子方差贡献率为权重计算每家银行的因子加权总得分作为综合评价结果,避免了权重确定的人为因素;最后以我国12家国有商业银行和股份制商业银行2002年年报数据为基础进行了实证综合测评。

This paper analyzes the connotation and influence factors of commercial banks' competitiveness and demonstrates the methods how to select indexes,ascertain weight and overall evaluation by quantitative analysis.A primary index system is predigested to be an effective appraisal index system after employed for overall assessment.The evaluation conclusion is drawn by weighted-sum of each bank,reganding variance contribution rate of factors as the weights,which avoids contrived influence.We conduct an evaluation of 12 commercial banks based on their 2002 annual reports.