- 學位論文
銀行將存款業務轉手續費收入業務能否改善經營績效
Can Banks Improve Their Operating Performance by Fee Income Instead of Deposit ?
摘要
綜觀銀行業近幾年的主要獲利重心從傳統的存放款利息收支業務轉向以賺取低風險手續費收入的財富管理業務，本研究主要在探討國內銀行業爭相仿效改變經營方式之作法是否能有效改善銀行的經營績效。 本研究以臺灣經濟新報TEJ資料庫所提供之國內26家本國銀行為對象，研究資料期間為2008年第2季至2017年第3季之季資料為主，運用Gonza’lez, Terasvirta and Dijk(2004,2005)之縱橫平滑移轉迴歸模型( PSTR)，並加入手續費收入占營業收入比率為門檻值，藉以研究不同重視財富管理程度之銀行，依其銀行特性對銀行經營績效之影響，實證結果發現資本適足率、逾放比率與放款成長率於不同重視財富管理銀行均呈現顯著正向或負向關係，而手續費收入成長率卻未呈現顯著影響，爰致力發展低風險之手續費收入業務之策略，對於銀行經營績效似乎未必真有助益。
並列摘要
An overview of the banking industry's main profit focus in recent years, from the traditional deposit interest income and expenditure business to the wealth management business to earn risk-free fee income, This study mainly explores whether the domestic banking industry should be able to improve the performance of business by following the may of changing its business style. This study is based on the 26 domestic banks provided by the Taiwan Economic News TEJ database. The research period is mainly based on the second quarter of 2008 to the third quarter of 2017, using Gonza'lez, Terasvirta and Dijk (2004,2005) The Panel Smooth Transition Model (PSTR), and adding fee income to operating income ratio as the threshold, to study banks with different emphasis on wealth management, according to their bank characteristics and related variables on the bank's operating performance. Impacts: Bank of International Settlement ratio, Non-Performing Loans Ratio and The Growth rate of Lending have shown a significant positive or negative relationship with wealth management banks. However, the growth rate of fee income does not have a significant impact. The fee income business strategy does not seem to be helpful to the bank's operating performance.