基于主成分分析的国有商业银行竞争力评价研究

Competitiveness Evaluation of Chinese State-owned Commercial Banks Based on Principal Component Analysis

在现有商业银行竞争力评价指标的基础上,建立了一套完善的可量化的商业银行竞争力评价指标体系库。运用主成分分析法对该指标体系库的指标进行筛选,得到了信息反映程度高且不受指标间相关性影响的商业银行竞争力评价指标体系。该体系的特色与创新表现在:从现实竞争力和潜在竞争力两方面综合地考察国有商业银行的竞争力;通过主成分分析筛选得到包含较少指标的指标体系,能够反映全部原始数据的信息;降低了信息丢失程度,避免了指标间相关性对后期评价的影响;利用OBLIMIN斜交旋转法得到显著影响综合竞争力的若干因素,有利于国有商业银行更有针对性地提高自身竞争力。从实证的角度,运用斜交旋转法,找出影响国有商业银行竞争力的银行的盈利能力、发展能力、创新成果等主要因素,为国有商业银行的发展提供了具有实践意义的参考。

On the basis of present competitiveness evaluation index of commercial banks, Commercial Bank＇s competitiveness evaluation index system are established comprehensively and quantitatively, which have more the information without influencing the indexes correlation through Principal Component Analysis. The features and innovations of this paper are as follows： firstly, this paper comprehensively studies the state-owned commercial banks＇ competitiveness in two ways of actual competitive strength and potential competitive strength. Secondly, the selected index system with fewer indexes can reflect the total initial data through principal component analysis. The selected index system reduces the loss degree of original indexes information and avoids some effects that the correlation between indexes imposes on later evaluation. Finally, through OBLIMIN Oblique Rotation, we get several factors that remarkably influence comprehensive competitiveness, so that the state-owned commercial banks could improve their own competitiveness pointedly. From the view of demonstration, this paper finds out major factors which influence the competition of the state-owned commercial banks, such as, development ability, innovation achievements and so on, and provides them with some practical references and help.