﻿ 基于因子分析法的中国商业银行财务竞争力研究 Research on Financial Competitiveness of Chinese Commercial Banks Based on Factor Analysis

Finance
Vol. 09  No. 02 ( 2019 ), Article ID: 28774 , 8 pages
10.12677/FIN.2019.92009

Research on Financial Competitiveness of Chinese Commercial Banks Based on Factor Analysis

Zhongkun Lu, Hongmei Sun

Business College of Shanghai Normal University, Shanghai

Received: Jan. 9th, 2019; accepted: Jan. 26th, 2019; published: Feb. 2nd, 2019

ABSTRACT

Based on the semi-annual report and quarterly financial data publicly disclosed by 16 listed commercial banks in China in 2018, this paper selects nine bank financial indicators as research samples, and uses the factor analysis method in statistical analysis software SPSS 22.0 to finance the banks. Compare competitiveness, combine different factors to analyze the competitive advantages of each bank, and provide reasonable suggestions for banks to further enhance their competitiveness.

Keywords:Commercial Bank, Factor Analysis, Competitiveness

1. 引言

2. 文献综述

2.1. 核心竞争力指标分析

2.2. 经营绩效分析

2.3. 现阶段我国商业银行优劣势分析

3. 样本数据和关键财务指标选择

3.1. 指标选取

Table 1. Core competitiveness index evaluation system

3.2. 数据来源

Table 2. Core competitiveness index

4. 财务竞争力实证结果及分析

4.1. KMO值检验

4.2. 总方差解释

4.3. 因子载荷矩阵

Table 3. KMO and Bartlett test tables

Table 4. Total variance interpretation table

Table 5. Composition matrix a

$\text{X1}=0.937{f}_{1}-0.053{f}_{2}+0.162{f}_{3}$

$\text{X2}=0.240{f}_{1}+0.631{f}_{2}+0.038{f}_{3}$

$\text{X3}=0.435{f}_{1}+0.809{f}_{2}+0.297{f}_{3}$

$\text{X4}=-0.312{f}_{1}-0.067{f}_{2}+0.680{f}_{3}$

$\text{X5}=0.424{f}_{1}+0.837{f}_{2}+0.090{f}_{3}$

$\text{X6}=0.442{f}_{1}-0.053{f}_{2}-0.700{f}_{3}$

$\text{X7}=-0.176{f}_{1}+0.655{f}_{2}-0.432{f}_{3}$

$\text{X8}=0.816{f}_{1}-0.531{f}_{2}+0.006{f}_{3}$

$\text{X9}=0.902{f}_{1}-0.286{f}_{2}+0.124{f}_{3}$

4.4. 因子的命名解释

Table 6. Rotation factor load matrix

Table 7. Factor naming table

4.5. 成分得分系数矩阵

$f1=0.305\text{X}1-0.025\text{X}2+0.054\text{X}3+0.061\text{X}4+0.005\text{X}5-0.010\text{X}6-0.242\text{X}7+0.316\text{X}8+0.325\text{X}9$

$f2=0.115\text{X}1+0.259\text{X}2+0.381\text{X}3+0.032\text{X}4+0.362\text{X}5-0.062\text{X}6+0.154\text{X}7-0.091\text{X}8+0.023\text{X}9$

$f3=-0.028\text{X}1+0.010\text{X}2-0.159\text{X}3-0.537\text{X}4-0.006\text{X}5+0.563\text{X}6+0.318\text{X}7+0.065\text{X}8-0.009\text{X}9$

$F=0.32143f1+0.28820f2+0.16195f3$

4.6. 各银行得分排名表

Table 8. Component score coefficient matrix

Table 9. Summary table of factor scores and comprehensive scores of various commercial banks

Research on Financial Competitiveness of Chinese Commercial Banks Based on Factor Analysis[J]. 金融, 2019, 09(02): 83-90. https://doi.org/10.12677/FIN.2019.92009

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