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    Title: 台灣商業銀行經營績效影響因素之探討
    A Study of Efficiency of Commercial Bank in Taiwan
    Authors: 黃慧琴
    Contributors: 吳中書
    黃慧琴
    Keywords: 資料包絡分析法
    經營績效
    Tobit截斷迴歸模型
    Date: 2005
    Issue Date: 2009-09-19 15:01:42 (UTC+8)
    Abstract: 本研究係透過金融機構公開揭露之財務報表,及政府單位網站公告的金融資訊,經由統計方法,找出影響銀行經營績效的主要因素。以45家本國銀行及34家外商銀行在台分行,共計79家銀行為實證研究對象,研究期間自民國88年至94年連續7年之財務資料為分析基礎。在研究方法上,係採用二階段進行,首先利用資料包絡分析法(DEA)投入導向模型評估每家銀行之經營效率,然後以Tobit截斷迴歸模型探討可能造成銀行之間經營效率差異的影響因素。
    由DEA技術效率評估結果發現:(一)在不同投入產出組合下,台灣地區銀行整體的技術效率平均值介於41.34﹪與73.54﹪之間。代表台灣地區銀行在投入資源運用上仍存在改善空間,在產出不變下,平均而言,可以節省26.46%至58.66%的資源使用量。(二)規模效率平均值介於72.92%與86.89%之間,顯示造成其技術無效率之原因,主要歸咎於資源浪費。迴歸實證結果顯示:(一)控制銀行分行家數將使銀行改善資源配置,其本身之技術效率亦可獲改善。(二)銀行如能控管資產品質,並依市場狀況及本身風險承擔能力,估算適當的逾放比率並設定上限,將有助於提升其技術效率,並可維護資產品質。(三)銀行擴大規模、提高市場佔有率,將可提升銀行經營績效。(四)我國第一次金融改革大幅打銷呆帳之前,銀行經營績效普遍較高。但是從財務面來看,90年以前,銀行資產品質相對較差,原因是放款金額中隱含大量呆帳所致。(五)歐美系銀行之技術效率較高,顯示其母國總行先進之監理制度及風險管理技術,協助其在台灣地區業務之經營具有競爭力。
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    Description: 碩士
    國立政治大學
    行政管理碩士學程
    93921049
    94
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0093921049
    Data Type: thesis
    Appears in Collections:[行政管理碩士學程(MEPA)] 學位論文

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