商业银行竞争力评价指标体系和方法研究

【作者】 杜娟；

【导师】 迟国泰；

【作者基本信息】 大连理工大学 ， 会计学， 2005， 硕士

【摘要】 按照入世时的承诺,2005年中国将对外资银行取消所有地域限制,内外资银行将享受国民待遇,即中国银行业全面开放。国内银行面临严峻挑战,提高中国商业银行竞争力势在必行。而现有的商业银行竞争力评价中存在着指标体系不全面、评价方法人为影响大等诸多缺陷。因此,如何以科学的评价体系和方法切实评价国内商业银行竞争力的问题亟待研究。 本文的研究就此展开,第一章提出问题、分析国内外研究现状及存在的问题并提出本文的研究思路和框架。第二章主要明确了商业银行竞争力的概念及其构成要素。第三章初选了商业银行竞争力评价指标。并在第四章中确定了商业银行竞争力的评价方法。第五章通过样本银行指标数据的相关性和重要性分析对初选指标进行简化,确立最终的评价指标体系,并对样本银行进行实际的评价研究。第六章总结并得出本文的结论。 本文研究的重点在于如何构建包含资源、能力和环境三大商业银行竞争力构成要素的分层次评价指标体系,以及如何确立一种既能反映专家经验和实际情况又能减少主观随意性的评价方法。 本文的主要特色与创新在于:一是使具有客观性的熵权法与具有现实合理性的层次分析法相结合确定评价指标权重,解决了现有研究中仅使用层次分析等主观评价法,主观随意性较大,或仅使用主成分分析等客观数据评价法,难以反映专家意见和经验,其权重可能与现实重要性相去甚远的问题。二是在银行创值能力评价指标中提出了具有前瞻性并考虑了市场风险和资本成本的银行价值指标,弥补了现有研究对商业银行竞争力中获利能力的评价主要采用的财务利润类指标,只注重账面和历史信息、缺乏对未来的预见性、忽视资本成本而存在诸多缺陷。三是构建了一个包括资源、能力和环境三大商业银行竞争力构成要素的分层次评价指标体系,解决了现有研究存在的或只评价财务表现,或只关注银行“三性”,使得评价缺乏全面性的问题,并弥补了某些研究指标体系缺乏层次性的不足。四是采用指标相关性分析和权重比对的方法,从初选指标中剔除了与其他指标具有相关性且重要性较低的指标,保证了指标的独立性,避免了仅依靠主观判断筛选指标可能造成评价信息缺失的问题,提高了的评价的效率和可行性。更多还原

【Abstract】 According to the promises of China when she entered the WTO, the banking of China would be entirely opening-up. And the banks whatever they are domestic or international would be treated with national treatment. The domestic banking is faced with severe challenges. So the measures should be taken to improve the competitiveness of the domestic banking. At the same time, the existing approaches and system of the competitive appraisal are artificial or not all-around. So how to appraise the banks’ competitiveness scientifically is a big problem which demands prompt solution.The research of this paper is launched at this point. The content of chapter I includes putting forward the question, the analysis of current situation of the study both at home and abroad and proposing the thinking of research and frame of this paper. The definition and the key forming elements of competitiveness of commercial banks are given in chapter II. And in chapter III and IV, the appraisal system and approach are fixed. Then they are used to appraise the sample banks’ competitiveness in chapter V. At last, the conclusion is drawn in chapter VI.The Focal points of this study lie in how to establish a hierarchical evaluation indexes system which includes resource, ability and environment, these three elements, and also how to fix an approach which can reflect the experts’ experience and at meanwhile can reduce the subjectivity and randomness in the appraisal.The main characteristic and innovation of this paper lie in three following aspects. Firstly, the entropy weight that is objective and the AHP that is realistic and rational are synthetically used in the appraisal. So it solves the problems of the existing research which only uses AHP causing randomness and subjectivity, or which only uses Principal Components Analysis causing hardly reflecting experts’ experience or realistic situation. Secondly, the bank value index is brought forward in the evaluation indexes system which reflects the market risk and the cost of the capital. So that it can make up the defect in the existing system that only uses financial index not considering foresight and the cost. Thirdly, a multilevel index system is established in this paper consisting of three major key elements of resource, ability and environment, which solves the problem in existing competitiveness evaluation study which only concerns the current, security and profitability in banks’ finance neglecting the comprehensiveness or dividing the hierarch of evaluation index system.更多还原