政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/67600

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/67600

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113656/144643 (79%)
Visitors : 51692814 Online Users : 435

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Scope

please add "double quotation mark" for query phrases to get precise results

please goto advance search for comprehansive author search

Adv. Search

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

Goto mobile version

政大典藏 > College of Commerce > Department of Money and Banking > Theses > Item 140.119/67600

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/67600

Title:	銀行之經營績效分析與財務指標之關聯性研究 Bank Performance Analysis with DEA Application and Its Relationship with Important Financial Indicators
Authors:	林宜舜 Lin, Yi Shun
Contributors:	陳威光林靖庭林宜舜 Lin, Yi Shun
Keywords:	銀行經營效率資料包絡法 DEA bank efficiency
Date:	2013
Issue Date:	2014-07-21 15:38:24 (UTC+8)
Abstract:	本研究主要目的在於評估銀行之經營效率並探討其效率與重要財務指標之關聯性。我們同時採財務比率分析以及兩階段DEA估計方法（two-stage estimation methods）進行實證，以比較分析樣本銀行之經營效率。本研究樣本期間為2005年至2012年，共計8年，選取之樣本銀行為17家總資產額大於5千億元台幣之大型銀行。本文實證結果有以下幾點發現，首先，公營銀行平均總技術效率高於民營銀行，而其中公營銀行的無效率來源主要來自於純技術無效率，民營銀行之無效率主要是因為未能在最適規模下經營，亦即規模無效率。而雖然整個樣本期間平均來說，公營銀行具有較高的總技術效率，但公營與民營兩者的效率差距有縮小趨勢。其次，銀行金融自動化的程度越高，越能夠有效擴展銀行規模，而市佔率越高的銀行，越能夠發揮規模綜效，提升銀行效率。另一方面，獲利能力越好的銀行，經理人管理及運用資源的效率也越卓越，使得經營更有效率。實證結果也發現，重要財務比率的水準對銀行經營效率有顯著影響力，資本適足率對於銀行經營效率之影響為顯著負相關，也就是資本適足率的提高，銀行之總技術效率值會隨之下降，推測可能是因為過高的資本適足率，會降低銀行資金使用效率而致。另外，流動性準備的計提，能夠健全銀行結構，使得銀行承受短期流動性風險及應變的能力提高，提升銀行經營效率。 The main purpose of this thesis is to evaluate productive efficiencies of banks in Taiwan and to investigate the relationship betweem efficiency and important financial indicators. In the empirical analysis, we adopt both financial ratio analysis (FRA) and two-stage DEA method to compare the performance of each bank. Our sample banks include 17 large commercial banks that have total assets in excess of TWD$ 500 billion and the sample period is from 2005 to 2012. Our empirical result shows that poblic-owned banks have higher average technical efficiency than private banks. While the inefficiency of public-owned banks mianly comes from pure technical inefficiency, the inefficiency of private banks is because of scale inefficiency. Though during the whole smaple period, public-owned banks have higher avergae technical efficiency than private ones, the difference tends to shrink. This paper also suggests that higher level of financial automation, larger and more profitable banks have higher technical efficiency. In the other hand, the levels of important financial ratios have significant influences on bank’s technical efficiency. While capital adequacy ratio is negatively related to the efficiency of bank, higher liquidity reserve ratio can improve bank’s technical efficiency.
Reference:	英文部分 Abul S. and X. Dong（2012）Does bank efficiency matter? Market Value Relevance of Bank Efficiency in Australia. Applied Economics, 44, 3563–3572 Banker, R. D., H. Chan and S. Y. Lee（2010）Differential Impact of Korean Banking System Reforms on Bank Productivity. Journal of Banking & Finance, 34, 1450-1460 Chen, T. Y. and T. L. Yeh（1998）A Study of Efficiency Evaluation in Taiwan’s Banks. International Journal of Service Industry Management, 9(5), 402-415 Golany, B. and Y. Roll（1989）An Application Procedure for DEA. Omega, 17(3), 237-250 James, R. B., L. Chen, M. Yue, S. Jesús, M. S. Frank（2013）Do Bank Regulation, Supervision and Monitoring Enhance or Impede Bank Effciency? Journal of Banking & Finance, 37, 2879–2892 Leong, W. and Dollery B.（2004）The Productive Efficiency of Singapore Banks: An Application and Extension of the Barr Et Al (1999) Approach, The Singapore Economic Review, 49(2), 273-290 Miller, S. M. and A. G. Noulas（1996）The Technical Efficiency of Large Bank Production. Journal of Banking & Finance, 20(3), 495-509 Roberta B. S., S. S. Geraldo and M. T. Benjamin（2010）Evolution of Bank Efficiency in Brazil: A DEA Approach, 202(1), 204-213 William, W. C., M. S. Lawrence and T. Kaoru（2000）A Comprehensive Text with Models, Applications, Reference and DEA-Solver Software 中文部分黃台心（2005），應用三階段估計法探討台灣地區銀行業經濟效率，貨幣市場，第4卷，第4期朱炫璉、吳志銘（2009），台灣金融控股組織對銀行效率之影響，台灣管理學刊，第9卷，第1期，97-114 陳雅鈴（2013）外商銀行併購本國銀行經營效率分析-以花旗、渣打、匯豐、星展銀行為例，政治大學金融學系碩士論文 <<金融業務統計緝要>>，「銀行業務資訊揭露」，金融監督管理委員會銀行局曾昭玲、陳世能與林俊宏（2005），逾放比對銀行經營績效影響之多期性研究，臺灣金融財務季刊，第6卷，第4期，41-68 吳建良（2003），資本適足率與逾期放款率對銀行財務績效之影響，世新大學經濟學系碩士論文蘇志偉與蔡吉源（2004），新巴塞爾協定標準法及其對我國銀行業之影響，台灣經濟金融月刊，第40卷，第10期，16-27 張麗娟、李育真（2009），本國銀行風險管理與財務危機對財務績效之影響，虎尾科技大學經營管理研究所碩士論文李沃牆、林惠娜、劉雅鳳（2013），公股銀行放款集中度對經營績效及逾放之影響分析，朝陽商管評論，第12卷，第2期，93-112 邱麗卿、謝淑娟（2012），金融危機對銀行授信及經營績效影響之研究，2012亞洲財務學會研討會論文集李沃牆、郭宸臻（2010），銀行經營績效與經營指標關聯性之研究-分量迴歸之應用，銘傳大學經濟學系碩士論文黃景沂、莊晉祥（2012），台灣銀行業在兩次金融改革期間的競爭與存、貸戶福利的變化，經濟論文叢刊，第40卷，第4期，421-460 張婷雁（2007），資本適足率與銀行風險及財務績效之關聯－縱橫平滑移轉模型之應用，淡江大學財務金融學系碩士論文
Description:	碩士國立政治大學金融研究所 101352016 102
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0101352016
Data Type:	thesis
Appears in Collections:	[Department of Money and Banking] Theses

Files in This Item:

File	Description	Size	Format
201601.pdf		1468Kb	Adobe PDF2	201	View/Open

All items in 政大典藏 are protected by copyright, with all rights reserved.

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 © - Feedback