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| Title: | 台灣銀行業的績效分析-網絡資料包絡分析法
The performance analysis of the banking industry in Taiwan-the application of network DEA model |
| Authors: | 李璧芸
Lee, Pi-Yun |
| Contributors: | 傅祖壇
吳中書
Fu, Tsu-Tan
Wu, Chung-Shu
李璧芸
Lee,Pi-Yun |
| Keywords: | 網絡資料包絡分析法
Network DEA |
| Date: | 2009 |
| Issue Date: | 2016-05-09 15:42:05 (UTC+8) |
| Abstract: | 本文使用Network DEA模型，將台灣銀行業的生產過程分解成營運階段以及財務階段來討論，並將所有樣本銀行分成金控下子銀行V.S.非金控下子銀行，民營銀行V.S.泛公股銀行，商業銀行V.S.其他專業銀行以及新銀行V.S.舊銀行進行比較，希望藉此使各銀行經理人更了解自己經營銀行在各方面的優劣點，並且更容易從中檢討出無效率的來源，進而改善之。另外，各銀行的風險管理愈來愈受主管機關以及社會大眾的重視，本文特別將風險變數以及資本適足率限制納入模型中，以期能更忠實反映各銀行的經營績效。
結果發現，泛公股銀行的財務效率有顯著優於民營銀行的傾向、舊銀行在營運效率以及財務效率也有顯著優於新銀行的傾向；顯示民營銀行以及新銀行在成本控管能力上的績效表現明顯較差，需要透過適當的管理制度改善等以有效提升經營績效。
This paper examines the performance of the banking industry in Taiwan via Network DEA model, which decomposes the production process into operational, and financial ones. Furthermore, as more and more attention is aroused by the public in the topic of the risk management, we incorporate risk variables and the restriction of the BIS ratio in order to have efficiency scores more faithfully.
We divide the banks into groups and compare the efficiency results, and it turns out that the banks in public ownership exhibit superior performance on financial efficiency than the privately owned banks; The banks established before 1990s perform better operational and financial efficiency than that of the banks established after 1990s. |
| Reference: | 英文參考文獻
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中文參考文獻
1.中央銀行金融業務檢查處編印，本國銀行營運績效季報，民國95年至97年。
2.中央銀行金融業務檢查處編印，金融機構重要業務統計表，民國95年至97年。
3.徐清俊、周孫宇(2004)，台灣地區金控銀行業成本效率之研究，遠東學報第二十一卷第一期。
4.陳玉涓，邱永和(2007)，風險性資本與銀行效率之分析，管理與系統第14卷第4期，519-543頁。
5.曾國雄，DEA評估基本模式之構建，曾國雄講座教授講義，國立交通大學科管所。
6.黃鏡如、傅祖壇、黃美瑛(2008)，績效評估，台北，新路書局股份有限公司。 |
| Description: | 碩士
國立政治大學
經濟學系
96258024 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0096258024 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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