台灣銀行在金控與非金控架構下經營效率之比較－資料包絡分析法之應用

The Analysis of Efficiency of Banks under Financial Holding Company and Independent Banks in Taiwan: An Application of Data Envelopment Analysis

楊維娟(Wei-Chuan Yang) ； 陳俐臻(Li-Jhen Chen) ； 林福來(Fu-Lai Lin)

《國立臺中技術學院學報》 9卷2期 (2008/07) Pp. 33-48

https://doi.org/10.29427/JNTIT.200807_12.0003

摘要

本文以2005年度本國39家商業銀行為樣本，利用資料包絡分析法(DEA)之產出導向CCR與BCC模式衡量我國銀行業之經營效率。再以無母數Kruskal-Wallis檢定判別金控架構下之子銀行與非金控架構下之獨立銀行之各項效率值是否存在顯著差異。主要結論有：1.整體有效率之銀行中，金控子銀行有4家，獨立銀行有5家；無效率來自於純技術無效率之銀行中，金控子銀行與獨立銀行各有3家；無效率來自於規模無效率之銀行中，金控子銀行與獨立銀行各有1家；純技術和規模皆無效率之銀行中，金控子銀行有5家；獨立銀行有17家。2.金控子銀行之整體技術效率及規模效率優於獨立銀行，純技術效率則無顯著差異。意味著獨立銀行在經營管理及資源配置等方面並不遜於金控子銀行，其所不及者乃在於規模之不當。

關鍵字

金融控股公司 ； 資料包絡分析法 ； 整體技術效率 ； 純技術效率 ； 規模效率

並列摘要

This paper aimed to evaluate the efficiency of operation in banks of this country. We utilize the data envelopment analysis (DEA), with output orientated, to study a sample of 39 local commercial banks of Taiwan 2005. The technical, pure technical and scale efficiency are analyzed by employing the CCR and BCC models. In addition, t-test is performed to discern the difference of efficiency between banks under financial holding company and independent banks. The results indicate, firstly, four banks under financial holding company and five independent banks operate efficiently. Three banks under financial holding company and three independent banks are inefficient due to lack of pure technical efficiency. One bank under financial holding company and one independent bank are inefficient because of lack of scale efficiency. Five banks under financial holding company and seventeen independent banks are inefficient for lacking both pure technical and scale efficiency. Secondly, the banks under financial holding company perform better than independent banks in respect to technical and scale efficiencies. Nevertheless, the two types of banks perform equally in respect to the pure technical efficiency. It would be suggested that independent banks operate as efficient as banks under financial holding company in administrative skills and resource allocation, although the operating scale are relative inappropriate.

並列關鍵字

financial holding company ； data envelopment analysis ； technical efficiency ； pure technical efficiency ； scale efficiency