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| Title: | 赤道原則下我國商業銀行績效表現
The Performance Evaluation of Taiwanese Commercial Banks under the Equator Principle |
| Authors: | 翁紹軒 |
| Contributors: | 王安亞
Wang, An-Ya
翁紹軒 |
| Keywords: | 永續發展
赤道原則
資料包絡分析法
Panel Data回歸模型
經營效率
Sustainable development
Equator Principles
Data Envelopment Analysis model
Panel Data regression model
operating efficiency |
| Date: | 2024 |
| Issue Date: | 2024-03-01 12:50:51 (UTC+8) |
| Abstract: | 本研究探討在環境保護等相關議題越來越受到重視，且企業永續經營意識崛起之下，金融業者簽署赤道原則後對其公司的經營效率之影響。研究一共分為兩大部分：第一部分透過資料包絡分析法研究我國商業銀行是否會因為簽署赤道原則，並且在遵循赤道原則的規則下會提升商業銀行之經營效率後；由於影響商業銀行經營效率的因子很多，因此第二部份聚焦於影響商業銀行之經營效率的因子，藉由Panel Data回歸模型分別探討各項因子是否會影響商業銀行之經營效率，並且探討彼此之間的關聯性。
主要研究之結論為，我國商業銀行簽署赤道原則後，沒有顯著提升其經營效率。除此之外，可以藉由超效率DEA模式看出，雖然國泰世華與玉山銀行在簽署赤道原則以後可以使經營效率進步，但是上述兩間商業銀行之經營效率還是落後於部分未簽署的商業銀行或較晚簽署之商業銀行的經營效率，這也表示提升商業銀行的經營效率並不是只有簽署赤道原則就可以改善，而是需要再考慮其他因素來提升銀行之經營效率。
影響商業銀行之經營效率的因子非常多，本文所選出的12項因子中，資本適足率、不良貸款率、存放比率、資產報酬、資產負債比、放款占總資產比率對商業銀行的經營效率有顯著影響，而是否簽署赤道原則對商業銀行之經營效率不具有顯著影響，更再次說明了簽署赤道原則並非商業銀行提升其經營效率最主要的原因，而是商業銀行必須要從其根本下手，像是改善其生產規模或是改善其技術層面來達到效率極大化。
This study explores the impact of the bank signing of the Equator Principles on the operating efficiency under the increasing emphasis on environmental protection and other related issues and the rise of corporate sustainability awareness. The research is divided into two parts: the first part uses the DEA model to study whether banks will improve the operating efficiency of banks under the Equator Principle; the second part focuses on the factors that affect the operating efficiency of banks, using the Panel Data regression to explore whether the factors will affect the operating efficiency of banks, and explore the correlation between them.
The conclusion of the study is that there is no way for commercial banks to improve their operating efficiency after signing the Equator Principles. In addition, it can be seen from the super-efficiency DEA model that although Cathay Bank and Yushan Bank can improve their operating efficiency after signing the rule, but the operating efficiency of them still lags behind that of some banks that have not signed or signed later. This means that improving the operating efficiency of commercial banks cannot be improved only by signing the principles.
Among the 12 factors selected in this article, capital adequacy ratio, non-performing loan ratio, deposit ratio, return on assets, asset-liability ratio, and loan-to-total-asset ratio have an impact on the operation of commercial banks. Signing the Equator Principles does not have a significant impact on the operating efficiency of commercial banks. It once again proves that signing the Equator Principles is not the main reason for commercial banks to improve their operating efficiency, but that commercial banks must start from the fundamentals, such as improving their production scale or improving their technical aspects to maximize efficiency. |
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| Description: | 碩士
國立政治大學
國家發展研究所
110261012 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0110261012 |
| Data Type: | thesis |
| Appears in Collections: | [國家發展研究所] 學位論文
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