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    题名: 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
    作者: 李璧芸
    Lee, Pi-Yun
    贡献者: 傅祖壇
    吳中書
    Fu, Tsu-Tan
    Wu, Chung-Shu
    李璧芸
    Lee,Pi-Yun
    关键词: 網絡資料包絡分析法
    Network DEA
    日期: 2009
    上传时间: 2016-05-09 15:42:05 (UTC+8)
    摘要: 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.
    參考文獻: 英文參考文獻

    1.Berger ,A.N. and Humphrey, D. B. (1992),“Measurement and Efficiency Issues in Commercial Banking”,pp.245-279,Output Measurement in the Service Sectors,Zvi Griliches,National Bureau of Economic Research,Chicago.

    2.Berger, A.N. and Humphrey, D. B. (1997),“Efficiency of financial institutions:International survey and directions for future research.” European Journal of Operational Research 98 ,pp.175-212.

    3.Berger, A.N. and Mester, L. J.(1997),“Inside the black box:What explains differences in the efficiencies of financial institutions?”Journal of Banking and Finance 21,pp.895-947.

    4.Kao, C. (2007),“Efficiency decomposition in network data envelopment analysis:A relational model.” European Journal of Operational Research 192,pp.949-962.

    5.Kao, C., Hwang, S. N. (2008),“Efficiency decomposition in two-stage data envelopment analysis:An application to non-life insurance compies in Taiwan.” European Journal of Operational Research 185,pp.418-429.

    6.Chang, C.C. (1999),“The Nonparametric Risk-Adjusted Efficiency Measurement :An Applicattion to Taiwan’s Major Rural Financial Intermediaries,”American Journal Agricultural Economics 81,pp. 902-913.

    7.Tripe, D. (2008),“The relative efficiency of banks,using a customer satisfaction rating.”Centre for Banking Studies Massey University,New Zealand

    8.Pastor, J. T.; Ruiz, J. L.; Sirvent, I. (2002),“A Statistical Test for Nested Radial DEA Models.”Operations Research 50,pp. 728-735.

    9.Pastor, J. M. (2002),“Credit risk and efficiency in the European banking system:A three-stage analysis.” Applied Financial Economics 12, pp.895-911.

    10.Pastor, J. M. (1999),“Efficiency and risk management in Spanish banking:a method to decompose risk.”Applied Financial Economics 9, pp. 371-384.

    11.Seiford, L. M., Zhu, J.,“Modeling undesirable factors in efficiency evaluation,” European Journal of Operational Research 142,pp.16-20.

    12.Seiford, L. M. and Zhu, J. (1999),“Profitability and Marketability of the Top 55 U.S. Commercial Banks.”Management Sceience 45,pp.1270-1288.

    13.Mester, L. J. (1995),“A study of bank efficiency taking into account risk-preferences ,”Journal of Banking and Finance 20,pp.1025-1045.

    14.Löthgren, M., Tambour ,M. (1999),“Productivity and customer satisfaction in Swedish pharmacies:A DEA network model.”European Journal of Operational Research 115,pp.449-458.

    15.Yeh, Q. J. (1996),“The Application of Data Envelopment Analysis in Conjunction with Financial Ratios for Bank Performance Evaluation.”The journal of the Operational Research Society 47,pp.980-988.
    16.Färe, R., Grosskopf, S. (2000),“Network DEA.”Socio-Economic Planning Sciences 34, pp. 35-49.

    17.Färe, R., Grosskopf, S.,and Weber, W. L. (2004),“The effect of risk-based capital requirements on profit efficiency in banking.”Applied Economics 36:15, pp. 1731-1743.

    18.Färe, R., Grosskopf, S.(2003),“Modeling undesirable factors in efficiency evaluation:Comment,”European Journal of Operational Research 157,pp.242-245.

    19.Hwang, S. N. and Kao, T. L. (2006),“Measuring Managerial Efficiency in Non-Life Insurance Companies:An Application of Two-Stage Data Envelopment Analysis.”International Journal of Management 23,pp.699-720.

    20.Sexton, T. R. and Lewis, H. F. (2003),“Two-Stage DEA:An Application to Major League Baseball,”Journal of Productivity Analysis 19,pp.227-249.

    21.Sexton, T. R. and Lewis, H. F. (2004),“Network DEA:efficiency analysis of organizations with complex internal structure.”Computers and Operational Research 31,pp.1365-1410.

    22.Fitzpatrick, T. and McQuinn, K. (2008),“Measuring bank profit efficiency.”Applied Financial Economics 18,pp.1-8.

    23.Chen, T. Y. (2002),“Measuring Operation, Market and Financial Efficiency in the Management of Taiwan`s Banks.” Services Marketing Quarterly, 1533-2977, 24, pp.15 – 27.

    24.Weber, W. L. and Devancy, M. (1999),“Bank Efficiency,Risk-Based Capital,and Real Estate Exposure:The Credit Crunch Revisited,”Real Estate Economics 27,pp.1-25.

    25.Luo, X. (2001),“Evaluating the profitability and marketability efficiency of large banks An application of data envelopment analysis,”Journal of Business Research 56,pp. 627-635.

    26.Yang, Z. (2006),“A two-stage DEA model to evaluate the overall performance of Canadian life and health insurance companies.”Mathematical and Computer Modelling 43,pp.910-919.

    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。
    描述: 碩士
    國立政治大學
    經濟學系
    96258024
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0096258024
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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