Research On Bank Financial Performance Evaluation And Risk Assessment Based On Statistical Learning

The reform and opening up of the financial industry should be equal to guarding against financial risks,and the strength should be matched with the financial supervision ability.The banking industry,as the core of financial work,should also balance its own development and risk prevention.On the one hand,the level of financial performance of the bank directly affects its management and development.On the other hand,the credit risk is the most important type of the bank.Therefore,the passage takes the banking industry as the research object,in order to achieve the following targets.The first is to verify the feasibility and effectiveness of evaluating the financial performance of the bank by the statistical learning theory and obtain the satisfactory results.The second is to explore the impact of the financial performance of the bank on the level of its credit risk,and come up with some advises on bank credit risk management.Therefore,the passage first reviews the development background and research achievement of financial performance evaluation at home and abroad,and then clarifies the background and significance of the study.Next,the passage starts to evaluate the financial performance of the bank on the basis of theoretical preparation.On the one hand,the passage analyze the financial index data of the listed commercial banks with PCA,and get the three main principal component index including the solvency index,the development capability index and the operational capability index.From the score of the three main principal component index,the value of the solvency index is far greater than the other two component index,which shows the ability to repay the debt is the core of the financial performance of the bank.Furthermore,the passage explore the impact of the three main principal component on the profitability of the bank through the method of SVR and decision tree model.The results show that the three factors such as solvency,operating ability and development ability have significant influence on the profitability of the bank,and the solvency is the most related factor to the profitability of the bank.Of course,the operating ability is also playing indispensable role in the level of the profitability of the commercial bank.On the other hand,the passage studies the evaluation and analysis of bank financial performance on credit risk.By comparing three decision-making models of logistic regression,support vector classification machine and naive Bayes method,the support vector machine has shown good feasibility and effectiveness in the study of the relationship between bank credit risk and financial performance factors.According to the results of modeling,the bank's main body of credit performance lies in the maturity repayment rate of the bond,and the credit risk grade of the bank is closely related to its debt paying ability.In addition,the worse operational and development ability of banks will affect the high level of credit risk grade.Therefore,the bank credit risk is closely related to the level of financial performance.The credit risk management of the bank is of great significance to its own operation and development.So the risk management is the core competitiveness of the bank.The decision of risk management directly or indirectly affects the quality of bank assets,the growth of assets,the level of income and the decision-making of financing.