商业银行盈利能力影响因素的实证分析——基于偏最小二乘回归（PLSR）算法

鄢祖容

商业银行盈利能力影响因素的实证分析——基于偏最小二乘回归（PLSR）算法

引用本文：鄢祖容.商业银行盈利能力影响因素的实证分析——基于偏最小二乘回归（PLSR）算法[J].财经理论与实践,2022,(4):10-17

摘要点击次数: 158

全文下载次数: 0

作者	单位
鄢祖容	（中央财经大学财政税务学院，北京 100098）

中文摘要:运用偏最小二乘回归模型及其辅助分析手段对商业银行盈利能力影响因素进行一次深入、细致、系统的梳理。研究表明，影响商业银行盈利能力的前六大因素依次为净息差、资产质量、成本收入比、风险承受能力、金融创新及存贷比，而银行资产规模对盈利能力的贡献度最低。为提升商业银行盈利能力，必须强化金融创新能力、防控商业银行风险、完善金融监管体制。

中文关键词:商业银行盈利能力影响因素金融创新偏最小二乘回归法

An Empirical Study of the Factors Affecting the Profitability of Commercial Banks --Based on Partial Least Squares Regression （PLSR） Algorithm

Abstract:This paper takes the profitability of commercial banks into consideration, and devote to the 9 representative factors that affect the real exchange rate of RMB. By establishing a partial least squares regression model and using auxiliary analysis methods, an in-depth, meticulous, and systematic review of the factors affecting bank profitability has been conducted. The results show that the top five factors that affect the profitability of commercial banks respectively are net interest margin, cost-to-income ratio, risk tolerance, loan-to-deposit ratio, and financial innovation, and the bank asset scale is the weakest. This method can be validated by combining relevant theories. Finally, we put forward some policy suggestion on consolidating the profitability of commercial banks, intensifying financial innovation capabilities, regulating and controlling commercial bank risks, and improving the financial supervision mechanism.

keywords:commercial bank profitability influencing factors financial innovation Partial Least Squares Regression Method

查看全文 查看/发表评论 下载pdf阅读器