摘要
本文基于2016年12家上市银行的年报数据,利用因子分析法提取出三个公共因子并利用旋转方法得出因子载荷矩阵,使因子变量具有可解释性,建立因子得分函数,由此对商业银行的绩效进行综合评价并排名。结果显示,建设银行、工商银行综合绩效得分排在前两位,光大银行、中信银行综合绩效得分最低,且我国国有商业银行的综合绩效得分普遍高于全国性股份制商业银行。
Based on 2016 annul report from 12 listed banks,the paper selects three common factors with the help of factor analysis,obtains the matrix of loads of factors by rotation methods and makes factor variables explainable,builds up score function of factors,and then evaluates comprehensive performance of commercial bank. The result indicates that China Construction Bank and Industrial and Commercial Bank of China have the greatest performance,China Everbright Bank and China Citic Bank have a low score for the comprehensive performance,and that the performance of nation-owned commercial bank is generally better than national joint-stock commercial bank.
作者
李玥
LI Yue(Shanxi Institute of Economics and Business,Taiyuan,Shanxi 030024,China)
出处
《山西财政税务专科学校学报》
2018年第1期28-31,共4页
Journal of Shanxi Finance & Taxation College
关键词
商业银行
因子分析
绩效
commercial bank
factor analysis
performance
