Time Series Analysis Of Intermediatebusiness Of Commercial Banks Predictive Model

The marketization of interest rates has brought a strong impact on commercial banks,The key objective of the transformation process of commercial banks is to reduce the cost and risk of intermediary business and increase the income.Bank intermediary business has a significant impact on bank business performance,but the impact on bank business performance is good or bad.There is a big controversy in the industry.The paper collected panel data from five state-owned commercial banks and eight joint-stock commercial banks from 2008 to 2017.According to the correlation coefficient method,select the indicators related to the bank's business performance,and establish a stepwise regression model of bank performance and these indicators.In the stepwise regression model,the intermediate business ratio indicator is included,and a secondary indicator of the proportion of the intermediate business is added.The results of the regression model show: Bank performance is positively correlated with the proportion of intermediary business,and negatively correlated with the secondary item ratio of intermediary business,Explain that the impact of the proportion of bank intermediary business on bank business performance has both positive and negative effects,Under the condition that other indicators remain unchanged,there is a critical point in the impact of the proportion of intermediary business income on business performance.Below this critical point,the increase in the proportion of intermediary business income is conducive to the improvement of bank business performance;Above this critical point,the increase in the proportion of intermediary business income has a negative impact on the bank's operating performance.Based on the collected data,the paper uses the stepwise regression model to estimate the critical value of the proportion of intermediary business between state-owned commercial banks and joint-stock banks,which are 19.58% and 27.42%,respectively.Their intermediate business income ratio is controlled within the optimal range [17.957%,21.203%] and [25.798%,29.042%] respectively.The proportion of income from intermediary business is lower than the lower bound of this interval,indicating that the development of intermediary business is insufficient;The proportion of income from intermediate business is higher than the upper bound of the interval,indicating that the development of intermediate business is excessive,which has a negative effect on the business performance of commercial banks.Finally,basedon the existing data,the differential autoregressive moving average(ARIMA)model is established,and the intermediate business ratio data is simulated and predicted.The income level of the intermediate business in the next two years is obtained,and the optimal control interval is compared to provide a decision for the intermediary business of commercial banks.Direct quantitative reference basis.