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    Title: 銀行產業經營效率與生產力分析
    Authors: 王凱平
    Contributors: 李文福
    王凱平
    Keywords: 資料包絡分析法
    MPI生產力指數
    效率
    銀行
    Date: 2003
    Issue Date: 2009-09-18 15:55:05 (UTC+8)
    Abstract: 在經濟體系中,銀行佔有很重要的地位,他能讓資金有效率的配置到需要的地方,活絡經濟體系內資金的流通。因此,銀行業表現的好壞對於經濟體系的發展有著重大的影響。
    在衡量銀行的經營績效時,外在環境、營運狀態的差異,有可能影響到銀行管理者在生產過程中的決策以及對於投入的控制能力,進而影響了銀行真實的效率值,我們稱為管理效率(managerial efficiency)。此外,逾期放款是銀行生產過程中不可避免的非意欲產出(undesirable output)在衡量時有必要將之列入考量。
    我們採用四階段DEA分析方法以及Seiford(2002)的概念,將逾放比率視為非意欲產出。採取本國一般銀行民國八十八年至九十一年共四年的資料進行分析。本文的研究目的如下:
    1. 探討各銀行間的經營表現,推究其無效率來源是因為純技術效率或是規模效率,並建議銀行是否應該擴大規模、維持或降低營業規模來增加經營效率。
    2. 比較加入非意欲產出之後的效率值是否有顯著不同。
    3. 推估各銀行的管理效率,探討銀行業的效率表現和管理效率之間的關係。
    實證結果如下:
    1. 台灣官股銀行無效率的主因為規模無效率。其他民營銀行無效率的主因為技術無效率。
    2. 銀行產業的管理效率會受到景氣波動的影響。外生操作環境的不同在整個產業面對負向衝擊時,會有不同的表現。
    3. 在景氣不佳時,銀行的管理效率會有被低估的現象;景氣活絡時則管理效率有被高估的情況。
    4. 加入逾放比率為非意欲產出之後,整個銀行產業會受到經濟環境的波動影響。
    5. 加入逾放比率與調整外生環境後,能夠更真實的表現出銀行的經營績效。
    Reference: 1、 中文部分
    王媛慧(1999),「台灣地區醫院效率與生產力變動之研究--非參數DEA方法之應用」,國立政治大學經濟學研究所博士論文。
    王美惠(2002),「台灣銀行業經濟效率與規模經濟分析-參數法與無參數法之比較」,淡江大學管理科學研究所博士論文。
    吳錦盛(2002),「國內銀行經營績效與智慧資本之探討」,國立中山大學經濟學研究所碩士論文。
    吳振國(2004),「應用具有非意欲因素的資料包絡分析法於台灣區農會信用部效率評估」,真理大學管理科學研究碩士論文。
    林炳文(2002),「臺灣地區商業銀行合併效率性之分析:資料包絡分析法的應用」,臺灣管理學刊,第1卷第2期,341-356頁。
    林銘鈺(2003),「台灣地區公營銀行民營化經營效率之研究-DEA方法之應用」,國立成功大學企業管理學研究所碩士論文。
    馬裕豐(1994),「銀行分支單位經營績效衡量模式之構建資料包絡分析模式(DEA)的應用(上)、(下)」,企銀季刊,第18卷,第1、2期。
    黃台心(1997), 「台灣地區本國銀行成本效率之實證研究:隨機邊界模型之應用」, 人文及社會科學集刊,第9卷,第1期,85-123。
    黃台心、王美惠、歐陽良裕(2000),「臺灣銀行業投入產出面技術效率與規模效率分析-資料包絡分析法之應用」,東吳經濟商管學報,第31期,1-27。
    黃仁德、曾令寧(2003),「現代銀行監理與風險管理」,財團法人台灣金融研訓院。
    童宗傑(2001),「台灣地區新銀行經營績效比較分析資料包絡分析法之應用」,國立中山大學經濟學研究所碩士論文。
    賴信諭(2002),「臺灣銀行業技術效率之實證研究」,朝陽科技大學財務金融研究所碩士論文。
    謝德宗(1992),「銀行產業組織與生產成本文獻綜覽(上)」,台北市銀行月刊,第23卷,第2期,2-22。
    2、英文部分
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    Aly, H.Y., R. Grabowski, C. Pasurka, and N. Rangan (1990), “Technical, Scale, and Allocative Efficiencies in U.S. Banking: An Empirical Investigation,” The Review of Economoics and Statistics, 72, 211-218.
    Banker, R.D., A. Charnes and W.W. Cooper (1984), “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis,” Management Science, 30, 1078-1092.
    Charnes, A., W.W. Cooper and E. Rhodes (1978), “Measuring the Efficiency of Decision Making Units,” European Journal of Operational Research, 2, 429-444.
    Coelli, T. (1996), “A Guide to DEAP Version 2.1: A Data Envelopment Analysis
    (computer program),” CEPA Working Paper 96/08, Department of Econometrics, University of New England, Armidale.
    Coelli, T., D.S. Prasada Rao and G.E. Battese (1999), An Introduction to Efficiency and Productivity Analysis, Kluwer Academic Publishers, The Netherlands.
    Färe, R., S. Grosskopf and C.A.K. Lovell (1985), The Measurement of Efficiency of
    Production, Kluwer Academic Publishers, Boston.
    Färe, R. (1988), Fundamentals of Production Theory, Springer-Verlag, New York.
    Färe, R., S. Grosskopf, C.A.K. Lovell and C. Pasurka (1989), “Multilateral Productivity Comparisons when Some Outputs are Undesirable: A Nonparametric Approach,”Review of Economics and Statistics, 71, 90-98.
    Färe, R., S. Grosskopf, C.A.K. Lovell and S. Yaisawarng (1993),“Derivation of Shadow Prices for Undesirable Outputs: A Distance Function Approach,”Review of Economics and Statistics, 75, 374-380.
    Färe, R., S. Grosskopf, and C.A.K. Lovell (1994), Production Frontiers, Cambridge
    University Press, Cambridge.
    Färe, R., S. Grosskopf and R.R. Russell (1997), Index Numbers: Essays in Honour of Sten Malmquist, Kluwer Academic Publishers, Boston.
    Farrell, M.J. (1957), “The Measurement of Productive Efficiency,” Journal of the Royal Statistical Society, Series A, CXX, Part 3, 253-290.
    Ferrier, G.D. and C.A.K. Lovell (1990), “Measuring Cost Efficiency in Banking: Econometric and Linear Programming Evidence,” Journal of Econometrics, 46, 229-245.
    Ferrier, G.D. and J.G. Hirschberg (1997), “Bootstrapping Confidence Intervals for Linear Programming Efficiency Scores: With An Illustration Using Italian Banking Data,”Journal of Productivity Analysis, 8, 19-33.
    Fried, H.O., S.S. Schmidt, S. Yaisawarng (1999), “Incorporating the Operating Environment into A Nonparametric Measure of Technical Efficiency,”Journal of Productivity Analysis, 12, 249-267.
    Greene, W. (1990), Econometric Analysis, New York: Macmillan Publishing Co.
    Grosskopf, S. (1993),“Efficiency and Productivity,”in Fried, H.O., C.A.K. Lovell and S.S. Schmidt (Eds.), The Measurement of Productive Efficiency: Techniques and Applications, Oxford University Press, New York, 160-194.
    Koopmans, T.C. (1951),“An Analysis of Production as An Efficient Combination of Activities,”in T.C. Koopmans, (Eds.) Activity Analysis of Production and Allocation, Cowels Commission for Research in Economics, Monograph No. 13, Wiley, New York.
    Lovell, C.A.K. (1993), “Production Frontiers and Productive Efficiency”, in Fried, H.O., C.A.K. Lovell and S.S. Schmidt (Eds.), The Measurement of Productive Efficiency: Techniques and Applications, Oxford University Press, New York, 3-67.
    Lewin, A.Y., R.C. Morey and T.J. Cook (1982), “Evaluating the Administrative Efficiency of Courts,” OMEGA, 10, 401-411.
    Lewin, Y. Arie, and W.M. John (1986), “Determining Organizational Effectiveness: Another Look, and An Agenda for Research,” Management Science, 32, 514-537.
    Ohlson, J.A. (1980), “Financial Ratios and the Probabilities Prediction of Bankruptcy,” Journal of Accounting Research, 18, 109-131.
    Seiford, L.M. and J. Zhu, (2002), “Modeling Undesirable Factors in Efficiency
    Evaluation,” European Journal of Operational Research, 142, 16-20.
    Sherman, H.D. and F. Gold (1985), “Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis,” Journal of Banking and Finance, 9, 297-315.
    Shephard, R.W. (1970), Theory of Cost and Production Functions, Princeton University Press, Princeton.
    Siems, T.F. (1992), “ Quantifying Management’s Role in Bank Survival,” Economic Review, January, 29-41.
    Yeh, Q.J. (1996), “The Application of Data Envelopment Analysis in Conjunction with Financial Ratios for Bank Performance Evaluation,” Journal of the Operational Research Society, 47, 980-988.
    Yue, P. (1992), “Data Envelopment Analysis and Commercial Bank Performance: A Primer with Applications to Missouri Banks,” Federal Reserve Bank of ST. LOUIS, Jan/Feb, 31-45.
    Description: 碩士
    國立政治大學
    經濟研究所
    91258010
    92
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0091258010
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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