我國銀行國際金融業務分行及國外分支機構之經營績效分析－資料包絡分析法的應用

本文以台灣開放國銀承作人民幣業務後的2011-2014年為研究期間，31家國銀境外金融機構（含境外金融中心與海外分支機構）為樣本，選取存款、營業費用為投入變數，放款與貼現、投資及手續費淨收益為產出變數後，以資料包絡分析法分析其經營效率。主要發現如下：（1）元大銀行及京城銀行的境外金融機構於研究期間均達技術效率，為樣本中表現最佳的銀行。（2）由敏感度分析的結果，可推論本文的研究模式具有良好的穩定性，且放款與貼現及存款分別為產出與投入變數中影響評估效率時的關鍵因素。（3）由麥氏指數分析結果可得知，研究期間整體國銀境外金融機構效率值下降、生產技術進步且總生產力些微退步。（4）無母數Mann-Whitney檢定結果顯示，研究期間非金控國銀境外金融機構技術效率優於金控體系下之國銀境外金融機構，且主要原因來自於規模效率上的差別，而非與經營管理直接相關的純技術效率。

關鍵字

境外金融中心；資料包絡分析法；麥氏指數；敏感度分析

並列摘要

This paper apply DEA model to analysis the technical efficiency of foreign financial institutions (including offshore banking units and overseas branches) of 31 domestic banks in Taiwan. The period covered by this study extends from 2011 to 2014. The main findings are as follows: (1) Yuanta Bank and King's Town Bank are perfect efficient banks during the study period. (2) According to the results of the sensitivity analysis, the selected model in this paper is quite robust. The results also show that loan & discount and deposit are key variables of estimating production efficiency. (3) In terms of the MPI analysis, it is discovered that the average technical efficiency of all sample banks decreased, technology improved and total factor productivity decreased slightly. (4) The results of Mann-Whitney test indicate that, in average, the technical efficiency and scale efficiency of banks not belonging to financial holding companies are better than banks under financial holding companies.