基于PCA-DBSCAN聚类的商业银行省域信贷配置研究

Research on Credit Allocation of Commercial Banks Based on PCA-DBSCAN Clustering

区域经济发展不平衡一直是我国经济社会发展中客观存在的问题,近年来区域不平衡的特征持续发生变化.区域的经济发展潜力受到多维度因素的影响,从商业银行资源配置的角度,客观准确地评估各省自治区的经济发展潜力,对提高资源配置效率具有重要意义.论文在数据分析的基础上,从六个维度选取26个指标,首先采用主成分分析的方法对指标进行有效降维,然后通过DBSCAN聚类分析对31个省市自治区进行分类研究,构建出省域经济发展潜力综合评价模型,将我国31个省、自治区、直辖市划分为五类,对比2016年和2019年的得分结果提炼出每类区域经济发展特征.从实证结果来看,经济增长与发展质量、创新环境、政府财力、信用风险等方面因素分别对省域经济发展潜力产生不同程度的影响,商业银行应在不同区域精准施策,探索区域金融差异化发展策略.

The imbalance of regional economic development has always been an issue in China and the characteristics of regional imbalances remain changing in recent years.Regional economic development potential is affected by factor in many dimensions and it is of great importance for commercial bank to allocate assets based on object and accurate assessment on economic development potential of various provinces.Based on the summarized statistics of sample data,in this paper we select 26 indicators from six dimensions for analysis.Firstly,we use PCA method to effectively reduce dimensions of the indicators and then classify 31 provinces using DBSCAN clustering method.In order to create a comprehensive evaluation model for provincial economy development potential.By comparing score results in 2016 and 2019,we extract the characteristics of regional economic development in each group of five categories.The empirical evidence show that factors such as the economic growth,development quality,the environment for innovation,government financial resources,and credit risk have their own impact on the potential of provincial economic development.Commercial banks should accurately implement strategies in different regions and explore various credit loan allocation strategies.