基于多元回归及RAROC的我国上市商业银行经营绩效研究

Research on the Operating Performance of China’s Listed Commercial Banks Based on Multiple Regression and RAROC

以我国23家上市商业银行为研究对象,以其2018年度报表数据为样本,分别梳理各商业银行在基本结构、银行规模、偿债能力、盈利能力、经营能力、成长能力、现金流能力七个维度的指标,运用MATLAB构建基于多元回归及RAROC指标的商业银行经营绩效评估体系,并对指标影响大小进行排名,并对我国上市行业银行经营绩效的提高提出建议。

In the current era of financial globalization and the rapid development of the Internet and big data,research on the operating performance of commercial banks can help control the future develop⁃ment trend of the banking industry.Taking China’s 23 listed commercial banks as the research object and using its 2018 annual report data as a sample,it sorted out the commercial banks’basic condi⁃tions,size,debt service ability,profitability,operating ability,growth ability and cash flow ability for each dimension of the index,MATLAB was used to build a business performance evaluation system for commercial banks based on multiple regression and RAROC models,and the impact of the index was ranked.Finally,suggestions are made on the evaluation and improvement of the operating performance of China’s listed commercial banks.