国内商业银行储蓄存款影响要素的实证分析：以某商业银行为例-金融学专业论文.docxVIP

PAGE PAGE 5 摘 要 在我国加入 WTO 之后，金融市场日益开放，尤其是国内各大中小银行的放开， 外资银行的快速进入，加大了各银行之间的竞争程度，作为银行业务的重中之重： 储蓄存款业务越来越受到各银行高层重视。 在这种大环境下，各个商业银行试图通过金融学和计算机挖掘理论相结合得 到一些影响储蓄存款的新型因子，或者发现影响因子之间的内在规律，指导决策 部门迅速的制定科学、有效的发展策略，以期在市场中占有一席之地。 本文作者通过整合外部经济数据，比如货币发行量、通货膨胀率等经济指标 数据，以及结合商业银行内部交易数据、客户数据，通过数据统计和挖掘技术构 建一个金融预测模型，该模型包含外部经济要素，也包含了商业银行内部的影响 要素，各内外要素之间辅以不同参数，形成一个多维度的联动预测模型。 通过该模型，本文发现货币发行量、通货膨胀率对储蓄存款有明显的正相关 性。此外银行的网点数量和储蓄存款有着较复杂的关系，网点数量每年增长数量 有一个均衡值，增长数量低于均衡值，则储蓄存款增长，高于均衡值，则储蓄存 款减少。 关键词：回归模型，储蓄余额预测，网点数，货币发行量，消费价格指数 Abstract After Chinas accession to WTO, the financial markets become more open, especially quick access to the domestic medium and small banks liberalized, foreign banks, increasing the degree of competition among banks, as the most important banking: savings deposits business more and more high-level attention to the banks. In this environment, various commercial banks trying to dig through financial theory and computer science to get some combination of new factors affecting savings, or factors found to affect the internal laws between the guide decision-making departments quickly develop scientific and effective development strategy to occupy a place in the market. The authors through the integration of external economic data, economic indicators such as money supply, inflation rate, as well as external economic factors combined with the commercial banks internal transaction data, customer data, to build a predictive model of financial statistics and data mining technology by the model contains , also includes the impact of the commercial banks internal elements between the inner and outer elements combined with different parameters, to form a multi-dimensional linkage of predictive models. With this model, we find that the money supply, inflation rate on savings deposits have a significant positive correlation. In addition the number of outlets and savings deposits of banks has a more complex relationship, the number of outlets each year there is a growth in the number e