政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/77184

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/77184

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政大機構典藏 > 商學院 > 金融學系 > 學位論文 > Item 140.119/77184

請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/77184

題名:	金融監理制度對商業銀行利潤效率之影響--亞洲12國之實證分析 Effects of Financial Supervision Regimes on Commercial Banks’ Profit Efficiency in 12 Asian Countries
作者:	黃國睿 Huang, Kuo Jui
貢獻者:	廖四郎 Liao, Szu Lang 黃國睿 Huang, Kuo Jui
關鍵詞:	金融監理隨機共同利潤邊界兩階段估計法環境變數已開發國家群組開發中國家群組技術缺口比率共同邊界技術效率金融監理單位整合程度中央銀行獨立程度 financial supervision stochastic meta-profit frontier two-stage estimation procedure environmental variables developed countries developing countries technology gap ratios meta-profit efficiencies unification of supervisory authority independence
日期:	2015
上傳時間:	2015-08-03 13:22:04 (UTC+8)
摘要:	金融監理制度影響一國商業銀行經營績效的相關議題，一直受到學者與政府當局的重視，為瞭解亞洲地區銀行業在中央銀行與監理單位不同管理下的利潤效率，找出最適的制度設計，本研究根據Huang、Huang與Liu（2014）提出之隨機共同利潤邊界（stochastic meta-profit frontier），採用兩階段估計法，蒐集中國大陸、香港、印度、日本、韓國、馬來西亞、巴基斯坦、菲律賓、新加坡、斯里蘭卡、泰國以及阿拉伯聯合大公國等十二國商業銀行資料，分成開發中和已開發國家兩個群組，將環境變數納入無效率模型中，進行實證分析，比較不同群組的利潤效率差異，發掘影響效率的主要變數與方向，從而獲得重要政策意涵。根據實證分析結果，中央銀行介入銀行監理程度越高，商業銀行利潤效率越低；金融監理單位整合程度越高，商業銀行利潤效率越高；中央銀行獨立程度越高，商業銀行利潤效率越低；已開發國家群組的平均技術缺口比率與共同邊界技術效率值皆高於開發中國家群組，符合預期。共同利潤效率最高的是日本，最低的是韓國。平均而言，各國若在共同利潤邊界上從事生產，能提升41.9%至75%的利潤。 The effects of degrees of financial supervision on performance of commercial banks have long been important issues and drawn much attention to academic researchers and government authorities. This study applies the stochastic meta-profit frontier, recently developed by Huang, Huang, and Liu (2014), to estimate and compare profit efficiencies of commercial banks from 12 Asian countries, i.e., Mainland China, Hong Kong, India, Japan, South Korea, Malaysia, Pakistan, Philippines, Singapore, Sri Lanka, Thailand, and United Arab Emirates. We divide the sample countries into two groups, i.e., developing and developed countries. This enables us to further investigate the effects of different supervisory systems, enforced by central banks (CB) and supervisory authorities, on commercial banks’ profit efficiencies, as well as to make a suggestion about the optimal supervision regimes in the area. Note that a set of supervisory indices are considered as environmental variables that explain profit inefficiency. Using the two-stage estimation procedure, the empirical results are summarized as follows. First, it is found that bank’s profit efficiency decreases with the increase in a CB’s supervision sectors. Second, the unification of supervisory authority has positive effect on bank’s profit efficiency. Third, the more independent is the CB, the less profit efficient the commercial bank is. Fourth, banks in the group of developed countries are found to have higher technology gap ratios and meta-profit efficiencies than those in the group of developing countries, as expected. Fifth and finally, Japan and South Korea has the highest and the lowest level of meta-profit efficiency, respectively. Evidence is found that if an average commercial bank were adopting the best technology, it can earn roughly 41.9% to 75% more profits than otherwise.
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描述:	碩士國立政治大學金融研究所 102352008
資料來源:	http://thesis.lib.nccu.edu.tw/record/#G0102352008
資料類型:	thesis
顯示於類別:	[金融學系] 學位論文

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