我国股份制商业银行经营实力的综合评价

Comprehensive Evaluation for Joint-equity Commercial Banks' Operating Strength

结合主成分分析法和改进的TOPSIS法,构建了我国股份制商业银行经营实力的综合评价模型。以我国12家股份制商业银行为样本,选取9项指标,采用主成分分析法得到指标的客观权重,根据相对于最优参照点的距离大小,运用改进的TOPSIS(逼近理想解)法对样本进行排序和综合评价。结果表明一级资本、总资产规模和税前利润三大指标是影响我国股份制商业银行经营实力的主要因素。

Combining with principal component analysis and improved TOPSIS method, a comprehensive evaluation model for joint-equity commercial banks＇ operating strength was built. Take twelve joint equity commercial banks as samples, nine indexes such as Tier one, pre-tax profits, cost-to-income ratio, nonperforming loan ratio and so on were selected and their objectively right was obtained through principle component analysis method. According to distance between the best reference point, operating strength for the samples （banks） were evaluated and sorted with the improved TOPSIS method. Results show that Tier one, total assets and pre-tax profits are the main factors that influence the strength operating of commercial banks.