基于弱一致IAHP的某股份制商业银行竞争力评价

The joint-stock commercial banks' competitive power evaluation basing on IAHP with weak consistency

我国股份制商业银行的综合竞争力评价是银行每季度资产负债点评中同业分析的一个重要组成部分.首先介绍了银行综合竞争力评价理论的发展及现状,针对当前存在的问题提出了基于弱一致性区间判断矩阵的区间层次分析模型(IAHP).接着进一步讨论了权重向量求解的区间特征值法(IEM)和区间判断矩阵的弱一致性校验法以及弱一致性校验与C.R.指标校验的优劣.最后在与大连某银行内部管理人员密切合作的基础上建立了该行的竞争力评价指标体系,采用切实数据求得评价向量WRA并结合实际情况分析其合理性,以此来验证IAHP模型中IEM法在弱一致性区间判断矩阵上的适用性.

Abstract：The commercial banks~ competitive power evaluation, referring to the banking analysis, is an important part of the balance evaluation which will be held every quarter of the year in Joint-stock Commercial Bank. In this paper, the development and actuality of the evaluation methods are firstly described. Then we introduced the Interval Analytical Hierarchy Process with Weak Consistency for solving the existing problems. Furthermore, we discussed the Interval Eigenvalue Method（IEM）. In- terval Judgment Matrix with Weak Consistency, and comparison of the weak consistency method and the C.R. index method. Finally, an index system of the commercial bank＇s competitive power evalu- ation is set up by co-working closely with the managers inside the banks in Dalian. The judgment vector is carried out with the real datum,and the IEM＇s applicability to the interval judgment matrix with weak consistency is proved in the IAHP model.