政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/110656
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113324/144300 (79%)
造訪人次 : 51147621      線上人數 : 915
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋
    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/110656


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/110656


    題名: 外資銀行與本土銀行之績效比較-以東南亞國家為例
    The performance of foreign and domestic banks in Southeast Asia countries
    作者: 李柏範
    Li, Po Fan
    貢獻者: 朱浩民
    林士貴
    Chu, Hau Min
    Lin, Shih Kuei
    李柏範
    Li, Po Fan
    關鍵詞: 外商銀行
    追蹤資料
    經營獲利績效
    東南亞
    本土銀行
    Foreign banks
    Panel data
    Profitability
    Southeast Asia
    Local banks
    日期: 2017
    上傳時間: 2017-07-03 14:36:34 (UTC+8)
    摘要: 本文選取六個東南亞國家(泰國、印尼、菲律賓、柬埔寨、越南、馬來西亞)中105家本土以及外資銀行的財報資料，樣本期間為2005年至2013年，唯各國之研究期間不相同，是為不平衡追蹤資料的研究模型。本文期望藉由多元迴歸分析探討兩個問題:(一) 外資銀行占比的提升(下降)對於本土銀行獲利能力的影響；(二)外資銀行之績效是否顯著優於(劣於)本土銀行。
    本研究的實證結論可歸納如下：(一)外資銀行的資產占比與本土銀行的資產報酬率(ROA)與股東權益報酬率(ROE)呈顯著負相關，與淨利息收益率(NIM)則呈顯著正相關；(二)外資銀行的淨利息收益率顯著優於本土銀行，資產報酬率和股東權益報酬率皆沒有顯著的差異；(三)在研究外資銀行占比的提升(下降)對於本土銀行獲利能力的影響時，自變數採用外資銀行家數占比結果較採用外資銀行資產占比不顯著。
    Using data from both country and bank level in 6 Southeast Asia Countries from 2005 to 2013, this paper examines the performance of foreign and domestic banks. The structure of data is unbalanced panel data. Our goal is to know whether the share of foreign banks impacts the performance of local banks, and whether foreign banks outperform or underperform local banks. By regression analysis, we conclude that foreign banks asset share is negatively correlated with domestic banks’ ROA and ROE, but positively correlated with domestic banks’ NIM. Furthermore, foreign banks outperform domestic banks in terms of NIM, while there is no significant difference between foreign and domestic banks in terms of ROA and ROE. We also find that when measuring the impact of foreign banks share, foreign banks asset share is more significant than foreign banks number share.
    參考文獻: 1. 李榮謙與林曉伶(2008)，「外資銀行擴大在國內版圖可能帶來的影響」，中央銀行國際金融參考資料，第57輯，第95-105頁。
    2. 張元、沈中華與張佩芬(2012) ，「亞洲新興市場國家外資銀行與本國銀行的績效比較—利用配對方法調整選擇偏誤」，經濟與管理論叢 8:1，頁59-100。
    3. 梁榮輝、徐中琦與廖振盛(2007)，「台灣外商銀行財務經營績效與影響因素之實證研究」，華人經濟研究，第五卷第二期，第49-70頁。
    4. 隋聰與李恒(2014) ，「外資銀行進入中國與銀行業淨利差變化」，金融論壇，第221期，第30-37頁。
    5. Bang, Nam Jeon, Pía María Olivero and Ji Wu(2010),”Do Foreign Banks Increase
    Competition? Evidence from Emerging Asian and Latin American Banking
    Markets,” Journal of Banking & Finance 35, 856–875.
    6. Brito, D. Ricardo and Brianne Bystedt(2009),"Inflation Targeting in Emerging Economies: Panel Evidence," Journal of Development Economics 91,198–210.
    7. Cetorelli , Nicola and Linda S. Goldberg(2012),”Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession,” NBER Working Paper, No. 17873.
    8. Chen, S. H. and C. C. Liao(2011),” Are Foreign Banks More Profitable than Domestic Banks? Home- and Host-country Effects of Banking Market Structure, Governance, and Supervision,” Journal of Banking & Finance 35(4), 819-839.
    9. Claessens, Stijn and Neeltje Van Horen(2014), “Foreign Banks: Trends and Impact,” Journal of Money, Credit and Banking 46(S1), 295–326.
    10.¬¬ __________,A. Demirgüc-Kunt and Harry Huizinga (2001),” How does Foreign Entry Affect the Domestic Banking Market? “ Journal of Banking and Finance 25, 891–911.
    11. Clarke, R. G. George, Robert Cull, and Maria Soledad Martinez Peria(2001),”Does Foreign Bank Penetration Reduce Access to Credit in Developing Countries? Evidence from Asking Borrowers,” Working Paper, The World Bank.
    12. Detragiache, Enrica and Poonam Gupta (2004),” Foreign Banks in Emerging Market Crises: Evidence from Malaysia,” Working Paper WP/04/129, IMF. Washington DC: IMF.
    13. Djankov, Simeon, Caralee McLiesh, Andrei Shleifer(2005), ”Private Credit in 129 Countries,” NBER Working paper No. 11078
    14. _______________, Poonam Gupta, and Thierry Tressel(2008), “Foreign Banks in Poor Countries: Theory and Evidence,” Journal of Finance 63, 2123–60.
    15. Goldberg, L.(2003), ”Financial FDI and Host Countries: New and Old Lessons,” NBER Working paper No. 10441, 1-18.
    16. Gormley, T.A.(2010),”The Impact of Foreign Bank Entry in Emerging Markets: Evidence from India,” Journal of Financial Intermediation 19, 26–51.
    17. Havrylchyk, O. and E. Jurzyk (2011),”Profitability of Foreign and Domestic Banks in Central and Eastern Europe: Does the Mode of Entry Matter?” The Economics of Transition 19, 443–472.
    18. Hermes, Niels and Robert Lensink(2004),"Foreign Bank Presence, Domestic Bank Performance and Financial Development," Journal of Emerging Market Finance vol. 3 issue 2, 207-229.
    19. Hryckiewicz, Aneta and Oskar Kowalewski(2010),”Economic Determinates, Financial Crisis and Entry Modes of Foreign Banks into Emerging Markets,” Emerging Markets Review 11, 205–228.
    20. Ilzetzki, Ethan, Enrique G. Mendoza and Carlos A. Vegh(2012),"How Big (Small?) Are Fiscal Multipliers?" Journal of Monetary Economics 60, 239–254.
    21. Kosmidouk, Kyriaki, Fotios Pasiouras and Angelos Tsaklanganos(2006),
    ”Domestic and Multinational Determinants of Foreign Bank Profits: The Case of Greek Banks Operating Abroad,” Journal of Multinational Financial Management Vol. 17, 1-15.
    22. Manlagñit, M. C. V. (2011),”The Economic Effects of Foreign Bank Presence: Evidence from the Philippines,” Journal of International Money and Finance 30, 1180–1194.
    23. Molyneux, Philip, Linh H. Nguyen and Ru Xie(2013),”Foreign Bank Entry in South East Asia,” International Review of Financial Analysis, 30, 26–35.
    24. Okuda, Hidenobu and Suvadee Rungsomboon(2004),”The Effects of Foreign Bank Entry on the Thai Banking Market: Empirical Analysis from 1990 to 2002,” CEI Working Paper Series, No. 2004-20.
    25. Shen, Chung-Hua, Chin-Hwa Lu and Meng-Wen Wu(2009),"Impact of Foreign Bank Entry on the Performance of Chinese Banks," China & World Economy Vol. 17 No. 3,102 – 12.
    26. Wu, Ji, C. Alina Luca and Bang Nam Jeon(2011),”Foreign Bank Penetration and the Lending Channel in Emerging Economies: Evidence from Bank-Level Panel Data,” Journal of International Money and Finance 30 ,1128–1156.
    27. Xu Ying(2011),”Towards a More Accurate Measure of Foreign Bank Entry and its Impact on Domestic Banking Performance: The Case of China,” Journal of Banking & Finance 35, 886–901.
    描述: 碩士
    國立政治大學
    金融學系
    103352025
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G1033520251
    資料類型: thesis
    顯示於類別:[金融學系] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    025101.pdf1079KbAdobe PDF2470檢視/開啟


    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋