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  

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

作　　者：鄢祖容 YAN Zurong(School of Public Finance and Tax,Central University of Finance and Economics,Beijing 100098,China)

机构地区：[1]中央财经大学财政税务学院,北京100098

出　　处：《财经理论与实践》2022年第4期10-17,共8页The Theory and Practice of Finance and Economics

基　　金：国家社会科学基金项目(19BJL077)。

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。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.

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 

分 类 号：F832.33[经济管理—金融学]