我国商业银行轻型化指数构建与轻型化转型建议

Construction of Lightweight Index of China’s Commercial Bank and Transformation Suggestions--Based on Principal Component Analysis

近年来我国商业银行纷纷提出轻型化转型,打造轻型银行成为未来发展的必然趋势。本文从轻型化具有的轻资本、轻资产、低风险、轻管理四个方面含义出发,选取资本利润率、资产总额/资本净额、不良贷款率、拨备覆盖率、资产利润率、非利息收入占比、成本收入比七个基础指标,以2010—2020年我国商业银行季度数据为样本,采用主成分分析法构建我国商业银行轻型化指数,并据此指数评判轻型化转型成效、分析背后原因,同时提出轻型化转型建议。研究发现,资本与资产利用效率、资产质量状况、成本控制能力、中间业务占比均是轻型化转型的重要方面,在轻型化指数中权重较大。2010—2020年我国商业银行并未在轻型化转型上取得明显成效,主要障碍在于资本与资产利用效率低、不良贷款压力大。商业银行轻型化转型需要兼顾优化资本管理、提高资产质量、转变业务结构、加强成本控制四方面,做到均衡发展。

In recent years,many China’s commercial banks put forward the strategic goal of light transformation,which is the future trend of bank’s development.Based on light transformation’s four contents which means light capital,light asset,low risk and light management,this paper chooses seven basic variables including rate of return on capital,the ratio of asset to capital,bad debt ratio,provision coverage ratio,rate of return on asset,rate of non-interest income to revenue and cost-income ratio.Using method of principal component analysis,the formula of Lightweight Index of China’s Commercial Bank is constructed based on 2010-2020 time serial quarterly data,and effects of banks’light transformation is analyzed by this index’s fluctuations combining macro-economy and industry’s environment.Then this paper find the causes of these problems,and give transformation suggestions.The research find the following conclusions.First,utilization efficiency of capital and asset,quality conditions of asset,capacity of cost control and rate of intermediate business are four important aspects of bank’s light transformation,because of higher weight of these basic variables in lightweight index.Second,no evidence indicates that there are obvious good effects of banks’light transformation during 2010-2020.So the change of lightweight index is mostly from fluctuation component not trend component,and the major obstacles are low rate of return on capital and asset and higher bad asset pressure.Last,commercial bank should attach same great importance on optimizing capital management,raising quality of asset,changing business structure and strengthening cost control,and either can’t be ignored.