我国商业银行零售客户资产测量模型的构建与实证研究

China Commercial Bank's Retail Customer Equity Measuring Model Development and Application: the Method Based onPublicly Available Data

客户资产是一种可以计量的资源,而目前我国商业银行并没有很好的办法测量零售客户作为一种资产的价值。本文引入2004年Gupta等人提出的基于公开数据方法的客户资产测量模型,并根据我国商业银行年报特点对原模型变量进行重新定义,构建我国商业银行零售客户资产模型。将改进模型运用到我国商业银行进行实证分析并得到有效验证,结果显示我国银行零售客户资产未来增长迅速。

Customer equity is a valuable recourse. China commercial banks have currently no good way to measure retail customer as the value of equity. Based on the method of Gupta, Lehmann and Stuart, we used customer equity model by publicly available data to apply to China commercial bank＇ retail customer. Then we improved the measurement model, according to the characteristic of China＇s commercial bank report. We made and validated empirical analysis. The result shows that the retail customer equity of China Bank maintains good growth momentum.