基于聚类分析的存款保险费率影响因素研究  

Study of Factors Affecting Deposit Insurance Premium Rate Based on Cluster Analysis

作　　者：吴苏林 吴一凡 杨胜刚[1] WU Sulin;WU Yifan;YANG Shenggang(School of Finance and Statistics, Hunan University, Changsha,Hunan 410079, China)

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079

出　　处：《财经理论与实践》2021年第3期35-41,共7页The Theory and Practice of Finance and Economics

基　　金：国家自科基金青年项目(71903051);国家自然科学基金重大项目(71790593);国家自科基金应急管理项目(71850006)。

摘　　要：以某省82家农村商业银行为对象,用单一财务指标及其组合指标衡量银行的风险水平,采用K-means聚类方法得到农村商业银行的风险级别和费率等级,根据样本风险级别与费率等级确定影响存款保险费率的重要因素。研究表明:资本充足率是影响存款保险费率的最重要的单一指标,影响程度为59.76%;由资本充足率、不良贷款率、拨备覆盖率及成本收入构成的组合指标影响费率的程度最高为90.24%,组合的预测准确率不低于80%。This paper studies 82 rural commercial banks in a province and uses K-means clustering method with the group standard of the deposit insurance premium rate and single financial index or combined index to get banks'ratings of insurance premium and risk profiles,and then matches the two ratings to find important factors affecting the deposit insurance premium rate.The results show that the capital adequacy is the most important single factor that affects the deposit insurance premium rate,and the influence degree is 59.76%;the combination of capital adequacy,non-performing loan ratio,provision coverage ratio and cost/income ratio can affect the premium rate,the combined index has a maximum influence on the premium rate of 90.24%,and the forecast accuracy of the combination is no less than 80%.

关 键 词：存款保险费率 农村商业银行 影响因素 K-means聚类方法 

分 类 号：F832.1[经济管理—金融学]