政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/110655

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/110655

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政大典藏 > College of Commerce > Department of Money and Banking > Theses > Item 140.119/110655

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/110655

Title:	使用資料包絡分析法之銀行績效評估 The efficiency analysis of banks in Taiwan - application of data envelopment analysis
Authors:	張匀 Chang, Yun
Contributors:	廖四郎 Liao, Szu Lang 張匀 Chang, Yun
Keywords:	資料包絡分析法銀行績效生產效率生產力指數 Data envelopment analysis DEA Productive efficiency Malmquist index
Date:	2017
Issue Date:	2017-07-03 14:36:21 (UTC+8)
Abstract:	本研究使用資料包絡分析法進行我國銀行業生產效率分析，並以彰化銀行作為個案對象，研究彰化銀行在不同經營者下的生產效率，以2001年至2016年我國30家銀行為樣本銀行，探究各年度彰化銀行相對全體銀行之生產效率與Malmquist生產力指數，結果顯示彰銀自行經營期間（2001年至2005年），其生產效率與生產力指數變動大，生產效率變動在三商銀中為唯一衰退；台新金經營彰銀期間（2006年至2014年），彰銀生產效率曾連續五年為三商銀中最佳，直至後半期第一銀行生產效率超越彰銀成為三商銀中第一，因此生產力指數一銀略高於彰銀，唯生產效率進步程度由彰銀在三商銀中進步最多；而彰銀再度自行經營期間（2015年與2016年），彰銀連續兩年達生產效率，顯示其再度自行經營之生產效率相較其他銀行良好。 This study investigates the productive efficiency of banks in Taiwan by using the Data Envelopment Analysis (DEA). This thesis also presents a case study about the transfered right of management of Chang-Hua Bank, to see the difference of productive efficiency between different managers. The study chooses 30 banks of Taiwan from 2001 to 2016 as the sample data, and studies the productive efficiency and Malmquist index of Chang-Hua Bank each year. The study shows the results as follows: 1. The government managed the Chang-Hua bank (2001~2005): It appears a great fluctuation of the productive efficiency and the Malmquist Index of Chang-Hua Bank. Among the Chang-Hua Bank, the First Bank and the Hua-Nan Bank, the Chang-Hua Bank presents the lowest average efficient change. 2. Taishin financial holding company managed the Chang-Hua bank (2006~2014): Comparing to the First Bank and the Hua-Nan Bank, Chang-Hua bank had been the most productive and efficient bank for five years. 3. The government managed the Chang-Hua bank (2015~2016): Chang-Hua Bank has reached the productive efficieny for the recent two years.
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Description:	碩士國立政治大學金融學系 104352011
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0104352011
Data Type:	thesis
Appears in Collections:	[Department of Money and Banking] Theses

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