Establish an evaluating model for performance of commercial banks

• Main Authors: YiTing Wang, 王意婷
• Other Authors: 古永嘉
• Format: Others
• Language: zh-TW
• Published: 2002
• Online Access: http://ndltd.ncl.edu.tw/handle/26679167477242034889

碩士 === 國立臺北大學 === 統計學系 === 90 === Abstract In this study we take 22 domestic commercial banks as the studying subject, using their 23 seasonal financial reports, dated from March, 1996 until September, 2001. The study uses 26 financial proportions to evaluate their operation results. This study reached three points as its conclusion, which are: 1. According to 26 financial proportion analyses, they can be reduced to 7 operation characteristic indicators. These 7 indicators, from the highest to the lowest are: indicator on profit return, indicator on capital adequacy, indicator on efficiency, indicator on growth, indicator on liquidity, indicator on safety, indicator on asset combination. 2. According to the 23 seasonal financial report propotions from these 22 commercial banks, they can be further divided into 4 different operation result clusters: Cluster 1. All the operation indicators are good, only the liquidity is not as good; Cluster 2. Are good in profit return and liquidity, but not as good in other indicators; Cluster 3. Are good in profit return and liquidity, lower in asset combination and growth, others are not as good; Cluster 4. Are pretty good in capital adequacy, asset combination, growth and efficiency, only not as good in profit return. From the above, it is clear that each group enjoys different characteristics as in their operation. Generally speaking, the highest score goes to Cluster 1. 3. The result evaluation model used in this study, whose overall accuracy is 99.44%, and the accuracy of the model´s stability and forecast ability are 99.25% and 100% respectively, clearly shows the excellent accuracy in the model used.