基于因子分析银行业上市公司绩效研究
本论文从盈利性、流动性、安全性和发展性对我国16家上市银行2014年度的公开财务数据进行分析。选取了净资产收益率、总资产收益率、流动性比率、拨备覆盖率、不良贷款率等这13个财务指标来建立绩效评估系统。
然后利用所构建的指标体系对银行业上市公司的业绩进行排名，结果发现三类上市银行中，国有商业银行的综合绩效总体水平处于比较平稳的位置，股份制商业银行经营绩效存在不平衡发展的特点，而城市商业银行在经营绩效方面表现比较优良。
[毕业论文关键词]：因子分析；银行业；绩效评估；上市银行
Abstract
Commercial bank is an important part in the financial sector. It plays an important supporting role to the development of China's national economy. The development of commercial Banks whether are in good condition to our country’s economy have a significant impact, but there is never a perfect performance evaluation system can be used to measure the operations of Banks ,the paper mainly from the perspective of commercial bank financial to analysis China’s banking sector the operating performance.
This paper carries on the analysis from the profitability, liquidity security and development of the 16 listed banks in China 2014 annual public financial data. In the statistical data of 16 listed banks in 2014 full year is chosen in the rate of return on net assets rate of return on total assets, the liquidity ratio, the loan growth rate, the rate of bad loans, the 13financial indicators to establish performance evaluation system.
Then using the constructed index system of enterprise performance of banking listing Corporation rankings The results showed that three listed banks the overall level of state-owned commercial banks are in the lower position. The small and medium-sized joint-stock commercial banks perform the existence of polarization characteristics. The city commercial banks in the banking business performance excellence.
[Key Words]：Factor analysis; The banking industry; Performance evaluation; Listed banks
目 录
摘 要 Ⅰ
Abstract Ⅱ
1、绪论 1
1.1研究背景 1
1.2研究现状 1
1.3研究方法选择 2
2. 银行业上市公司绩效评估指标的选择和数据预处理 3
2.1指标的选取 3
2.2指标的检测和预处理 5
3. 银行业上市公司绩效评估系统的建立 8
3.1提取公共因子 8
3.2因子载荷矩阵 9
3.3旋转后的因子载荷矩阵 9
3.4计算因子得分 10
3.5建立绩效评估模型 11
4．银行业上市公司综合绩效评估得分 11
5. 评价结果的启示和中国银行业发展前景 14
参考文献 15
致 谢 16
基于因子分析的银行业上市公司绩效研究
1.绪论
1.1 研究背景
我国的金融领域主要由商业银行构成，国民经济的发展需要银行给予大力支持。商业银行的传统业务主要以存贷款为主，如今随着我国金融体系的改革以及利率市场化进一步延续和发展。面对"金融脱媒化"和"金融全球化"的时代特征，中国商业银行亟需战略转型，对传统的业务模式进行调整与变革。
1.2 研究现状