An analysis of asset quality of listed banks based on factor analysis

摘要

This study adopts the method of factor analysis, and focuses on the asset quality of 16 listed banks in 2009-2013.This paper chooses 13 major indexes from four aspects: assets structure ratio, asset management effectiveness, profitability and risk to make the comprehensive analysis, and calculates F value of the quality of listed bank assets. By comparing the F value, we find that the scores of state-owned commercial banks are generally low; Compared to state-owned commercial banks, F value of joint stock commercial banks are better. The quality of assets of listed banks in 2009-2013 increases overtime. The findings provide some implications for banks to improve the asset quality.