基于灰色关联模型的商业银行竞争力评价

发布时间：2018-05-05 22:15

本文选题：商业银行 + 竞争力　；参考：《东北财经大学》2013年硕士论文

【摘要】：本文研究的主题是商业银行的竞争力评价。竞争力做为一个决定银行长期的发展趋势和竞争优势的重要因素,一直是一个极具挑战性的研究课题,不仅仅被从事具体经营的银行家们一直所关注,目前还是管理学家们和经济学家们研究的热点问题。为了更加形象的对商业银行竞争力进行一个排序,本文运用灰色关联模型对全球25家银行进行研究分析,以期望为商业银行未来的改革发展之路提供有益的借鉴。首先,本文对国内外商业银行竞争力的研究进行系统的梳理,从竞争力,效率,管理风险三个角度出发,隶述了国内外经济学家们对商业银行竞争力的研究成果。其次,本文对何为商业银行竞争力这一概念进行了描述,从企业竞争力理论开始,由时间的前后发展顺序为依托,得出银行竞争力是企业竞争力的一个拓展。紧接着对与银行竞争力有关连的的理论进行了阐述,为商业银行竞争力评价体系打下了理论基础。第三,本文运用灰色关联模型对商业银行竞争力进行评价和排序,希望通过模型的优势,避免在研究时确定指标权重主观性太强、评价时要求样本数据较大及样本须服从典型概率分布等问题的发生。文中对灰色关联模型的使用,参数的选取、权重的确定给出了详细的公式步骤。然后,选取世界上25家大型商业银行2012年的运营财务数据,对数据进行规范化处理后,开始建立模型分析,最终得出一个基于这25家银行的竞争力排序。最后,本文对基于25家银行的竞争力排序结果进行了结论分析,希望找出更好提高商业银行竞争力的建议。本文有以下几个方面的创新：一是系统的对当下比较热点的竞争力研究文献进行了归纳和总结,以此作为本文的理论基础。然后,加入了相关的金融学和经济学理论,构建本文所需要的商业银行竞争力理论框架；二是借鉴已有资料帮助,运用用灰色关联分析法建立商业银行竞争力的评价模型,以期望避免现有研究中确定指标权重时主观性太强、评价时要求样本数据较大及样本须服从典型概率分布等问题的发生；三是对世界25家银行进行了数据处理、实证分析,并在此基础上,提出了自己的结论分析。
[Abstract]:The theme of this paper is the competitiveness evaluation of commercial banks. As an important factor to determine the long-term development trend and competitive advantage of banks, competitiveness has been a very challenging research topic, not only has been engaged in specific business bankers have been concerned. At present, management experts and economists are still the focus of research. In order to rank the competitiveness of commercial banks more vividly, this paper uses grey relational model to study and analyze 25 banks around the world, in order to provide useful reference for the future reform and development of commercial banks. Firstly, this paper systematically combs the research on the competitiveness of commercial banks at home and abroad. From the perspectives of competitiveness, efficiency and risk management, this paper describes the research results of domestic and foreign economists on the competitiveness of commercial banks. Secondly, this paper describes the concept of the competitiveness of commercial banks, starting from the theory of enterprise competitiveness, from the time before and after the development of the order of support, it is concluded that the competitiveness of banks is an expansion of the competitiveness of enterprises. Then the theory related to the competitiveness of banks is expounded, which lays a theoretical foundation for the evaluation system of the competitiveness of commercial banks. Third, this paper uses the grey relational model to evaluate and sort the competitiveness of commercial banks, hoping to avoid the subjectivity of determining index weights in the research. Large sample data and typical probability distribution are required for evaluation. In this paper, the use of grey correlation model, the selection of parameters and the determination of weights are given in detail. Then, the operating financial data of 25 large commercial banks in the world in 2012 are selected, and the data are standardized and analyzed, and finally a ranking of competitiveness based on these 25 banks is obtained. Finally, this paper makes a conclusion analysis based on the competitive ranking results of 25 banks, hoping to find out some suggestions to improve the competitiveness of commercial banks. This paper has the following aspects of innovation: first, the current relatively hot research literature on competitiveness is summarized and summarized as the theoretical basis of this paper. Then, it adds the relevant theories of finance and economics to construct the theoretical framework of the competitiveness of commercial banks needed in this paper. The second is to use the existing data to help establish the evaluation model of the competitiveness of commercial banks by using grey relational analysis method. In order to avoid the subjectivity of determining the index weight in the existing research, the evaluation requires the sample data to be large and the sample must obey the typical probability distribution. Thirdly, 25 banks in the world are treated with the data, and the empirical analysis is carried out. On the basis of this, the author puts forward his own conclusion and analysis.
【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224

【参考文献】