091210028-賀怡箫-上市股份制商业银行竞争力评价及提升对策探讨.doc

内容摘要 本文以商业银行竞争力理论为基础，通过比较分析阐述了我国上市的股份制商业银行发展现状，构建了一套股份制商业银行竞争力评价的指标体系。在此基础上，利用银行历年年报的相关数据，采用主成分分析方法对我国上市股份制商业银行的竞争力进行了实证评价分析，得到了评价商业银行竞争力的四个主成分以及我国上市股份制商业银行竞争力的综合排名。同时，本文采用了斜交旋转法，按照对竞争力的影响程度对指标进行了排名，据此得出商业银行竞争力强弱的重要影响因素，并就提升我国上市股份制商业银行的竞争力的策略提出探讨。 关键词 股份制商业银行；竞争力；主成分分析 Abstract This paper establishes an index system of appraisal the competition of commercial bank based on the basic theories and definition of competition of commercial banks and the development situation of listed joint-stock commercial banks in China. Besides, it uses the principle components analysis and empirically studies the competition of listed joint-stock commercial banks in China so as to finding out the 4 main components which estimate the overall ranking of competition of listed joint-stock commercial banks in China. After doing that, this paper got the rank of the indicators according to their degree of impact on the competitiveness by direct OMBLIMIN. Based on these, this paper concludes the factors which have significant impact on the competitiveness of joint-stock commercial banks in China and brings out suggestions to make some improvement. Key words joint-stock commercial bank；competitiveness；principle component analysis 目 录 绪论……………………………………………………………………………………1 一、商业银行竞争力理论基础………………………………………………………3 （一）竞争力理论……………………………………………………………………3 （二）企业竞争力的内涵……………………………………………………………5 （三）商业银行竞争力的内涵与特征………………………………………………6 二、我国股份制商业银行的发展现状分析…………………………………………6（一）我国商业银行机构现状………………………………………………………6 （二）业务规模一览…………………………………………………………………7 （三）流动性、安全性与盈利性……………………………………………………8 （四）中间业务及其他………………………………………………………………8 三、我国上市股份制商业银行竞争力评价体系构建………………………………9 （一）国外商业银行竞争力评价体系………………………………………………9 （二）我国上市股份制商业银行竞争力评价体系……………………………… 11 （三）上市股份制商业银行竞争力评价的研究原理………………………………12 四、上市股份制商业银行竞争力评价的实证分析……………………………… 12 （一）样本的选取和数据预处理………………………………………………… 12 （二）上市股份制商业银行竞争力评价的主成分分析………………………… 13 （三）上市股份制商业银行竞争力影响因素分析……………………………… 17 1.营业收入能力与市场实力因素………………………………………………… 17 2.盈利能力与金融创新能力因素…………………………………………………