Comparative Analysis on Comprehensive Competitiveness of Systemically Important Banks

Menglan Jiang

《World Scientific Research Journal》 8卷3期 (2022/03) Pp. 232-236

https://doi.org/10.6911/WSRJ.202203_8(3).0030

摘要

Based on the classification of systemically important banks, this paper selects commercial banks with relatively complete data in the Cathay Pacific database since 2007 as samples. From the perspective of EVA, combined with the systemic importance rating of the bank, this paper discusses the systemically important banks under different groups. performance and sensitivity to overall market risk. On the basis of the calculation of EVA value, this paper further uses factor analysis to compare and analyze the comprehensive competitiveness of the above‐mentioned commercial banks.

關鍵字

Systemically important bank ； EVA ； Factor analysis ； Comprehensive competitiveness

參考文獻

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