我国上市商业银行经营绩效研究——基于因子分析和聚类分析

Research on the Performance of Listed Commercial Banks in China ——Based on Factor Analysis and Cluster Analysis

利用16家上市商业银行2011-2015年的财务数据,采用因子分析法对其经营绩效进行综合评价,并用聚类分析法对上市银行进行分类。发现股份制商业银行、国有商业银行、城市商业银行各有优势和不足。国有商业银行在资产安全保证能力方面明显优于其他两类银行,但信贷质量有待提高;股份制商业银行在盈利能力方面具有优势,但综合绩效并不突出;城市商业银行盈利能力和综合经营能力十分突出且不断提高。

Through the financial data of 16 listed commercial banks from 2011 to 2015, the factor analysis method to evaluate the performance of the listed banks, and the method of cluster analysis to classify the listed banks, the advantages and disadvantages are found in the joint-stock commercial banks, state-owned commercial banks, urban commercial banks. The state-owned commercial banks enjoy ability to guarantee safe assets better than the other two types of banks, but their credit quality remains to be improved. The joint-stock commercial banks have advantages in terms of profitability, but their comprehensive performance is not outstanding. The city commercial banks' profitability and comprehensive operating capacity are excellent and keep increasing.