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| Title: | 臺灣地區本國銀行與外商銀行效率和生產力分析-全域共同邊界法之應用
The efficiency and productivity analysis of domestic banks and foreign banks in Taiwan - the application of global metafrontier approach |
| Authors: | 陳昱銘
Chen, Yu Ming |
| Contributors: | 李文福
Lee, Wen Fu
陳昱銘
Chen,Yu Ming |
| Keywords: | 資料包絡分析法
本國銀行
外商銀行
共同邊界
全域Malmquist生產力指數
Data envelopment analysis
Domestic banks
Foreign banks
Metafrontier
Global malmquist productivity index |
| Date: | 2017 |
| Issue Date: | 2017-05-01 11:26:28 (UTC+8) |
| Abstract: | 臺灣於1990年放寬銀行設立的限制後，本國銀行和外商銀行的數目快速增加，使得金融市場更加競爭，因此銀行的經營績效是個重要的議題，銀行可透過績效的評估結果找出可能的改善方向。本國銀行與外商銀行的進入條件、經營形態、銀行制度等因素可能使得兩種類型的銀行生產技術有所不同，因此本研究採用全域共同邊界法研究37家本國銀行與20家外商銀行在2005-2015年間效率與生產力的分析，並採用變動規模的方式拆解Malmquist生產力指數，使得生產力變動來源能更精準地衡量。最後使用Tobit迴歸分析找出影響銀行技術效率、最佳實務差距和技術差距比率之因素。
Since Taiwan relaxed the restriction of setting up a bank in early 1990s, the number of both domestic and foreign banks in Taiwan had increased rapidly. This leads to the result that the financial market become more competitive. Consequently, the performance of bank is an important issue. It can be used to find some way for improvement. Due to the different entry conditions, types of operating system and bank systems between domestic and foreign banks, this paper uses global metafrontier approach to research the efficiency and productivity change of 37 domestic banks and 20 foreign banks during 2005-2015 in Taiwan. Furthermore, this research adopts VRS to decompose Malmquist productivity indexes, which makes the sources of the productivity change can be measured more accurately. Finally, Tobit regression analysis is used to investigate the factors accounting for the differences in technical efficiency, best practice gap and technology gap. |
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| Description: | 碩士
國立政治大學
經濟學系
104258006 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0104258006 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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