中国银行业信用评价研究——基于16家上市银行2007-2011年数据的分析

Research on Credit Evaluation of China’s Banking Industry——Based on the Data Analysis of 16 Listed Banks between 2007 and 2011

目前大部分文献关注银行信用风险的管理,而较少涉及到银行业自身信用的评价研究。本文旨在为中国银行业信用评价提供一个可供探讨的视角,选取2007-2011年中国16家上市商业银行18个财务指标以表征中国银行业的信用水平。本文对其进行因子分析得到各银行2007-2011年的五个主成分因子与方差贡献率,根据两者获得信用总评分与排名,并取2007-2011年的平均排名作为银行业信用评价的排名。然后对2007-2011年银行的信用评价进行聚类分析,最后提出改进建议。

Risk management of banking credit is hot discussed in most research literature while few of them focus on the credit evaluation of the banking industry itself.The thesis puts forward a perspective for further discussion by taking the sample of 18 financial indexes of China’s 16 listed commercial banks during 2007-2011.5 principal component factors and variance contribution rates are acquired via factor analysis and used to gain the total credit score and ranking.The average ranking during 2007-2011 is drawn as the ranking of credit evaluation of China’s banking industry.Based on the cluster analysis of the data,suggestions are put forward.