基于主成分分析法的商业银行财务评价研究

Research on Financial Evaluation of Commercial Banks based on Principal Component Analysis

如何对商业银行财务状况做出科学全面的评价,日益成为监管者、投资人和管理者关注的焦点。通过总结以往商业银行财务评价研究中存在问题,有针对性地提出一套商业银行财务评价方法。首先按照"盈利性、安全性、流动性"的商业银行经营原则,构建起一套商业银行财务评价指标体系,然后以13家上市银行为样本,运用主成分分析法完成财务综合评价函数设计,最后选取深圳发展银行为典型,应用所设计财务评价方法对其进行财务分析,以验证该方法的科学性和适用性。

How to make scientific and comprehensive evaluations of the financial performance of commercial banks has increasingly become the focus of regulators ＇, investors＇ and managers＇. The defects in the studies of the evaluation of commercial banks＇ financial performance in the past, I tried to introduce a new method solving these problems. Primarily I constructed a new financial evaluation index system following the principles of commercial banks ＂profit, safety, liquidity＂ .Then I employed principal component analysis to complete the design of the function to evaluate commercial banks＇ financial performance, using a sample of 13 listed banks. Finally I apply my evaluating method to the financial evaluation of ShenzhenDevelopment Bank to verify that the method is scientific and applicable.