運用類別分析評估本國銀行績效

Categorical Model Analysis to Assess the Use of Bank Performance in Taiwan

郭福祥(Fu-Hsiang Kuo)

《華人經濟研究》 12卷2期 (2014/09) Pp. 21-42

摘要

由於我國銀行產業家數眾多且在全球市場中彼此互為競爭，在許多研究中如何提升我國銀行產業競爭力之議題眾多且大都是運用資料包絡分析法（Data Envelopment Analysis，DEA）從財務報表著手，鮮少考慮其銀行間屬性問題。所以本文運用DEA模式與類別模式下分析經營績效的表現，且研究期間橫跨全球性金融海嘯，藉此評估我國銀行產業受到外來衝擊之穩定性及六年期間整體經營效率，且試圖運用演算之估計值來解釋管理意涵。研究顯示兩模式分析下我國銀行體系健全均不受到外在因素突然干擾如全球性金融海嘯，反而會受到全球性或是本國經濟成長所影響，且分類下非金控銀行較金控銀行有效率。由此可見採用類別模式分析確實有效改善離群單位對受評估單位所產生干擾。且可以藉由管理意涵給予我國銀行產業明確改善方向。

關鍵字

包絡分析法 ； 類別變數 ； 銀行

並列摘要

Many of the large number of industrialists and the Bank of Taiwan in the global market each other compete against each other, how to enhance the competitiveness of Taiwan's bank industry in many studies of the issue and are mostly start from the financial statements, seldom consider the between the bank attributes its problems. So This paper uses under the DEA model and analyze operating performance categorical mode performance across the global financial crisis and during the study, to assess the stability of Bank industry has been external shocks and the overall operating efficiency of the six-year period, and tried to explain management advice meanings. Analysis study shows two models in Taiwan banking system are not subject to interference by external factors such as sudden global financial crisis, but will be affected by the global or national economic growth, and the classification of non-bank financial holding banks are more efficient finance holding company . Thus the use of pattern analysis is indeed effective in improving categorical mode outlier units generated by the evaluation unit interference. Management implications and can be given a clear improvement in the direction of the Bank of Taiwan industry.

並列關鍵字

DEA ； Categorical Variable ； Bank