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非金控體系銀行業經營績效之探討－以DEA與MPI模型評估
An Analysis of Operating Performance on Independent Commercial Bank
摘要
本研究旨在探討非金控體系銀行業於金控公司成立四至六年後，經學環境持續面臨著金控體系銀行之競爭威脅、存放款利差已縮小、金融商品不斷創新等因素考驗下，其經營績效情況為何。並以2005年至2007年間，台灣地區非金控體系之19家本國銀行為研究樣本，利用DEA及MPI模型來評估分析，採用中介法的觀點，退出投入項之資產合計、營業費用、分行家教，與產出項之放款及貼現、利息收入等變數，衡量樣本銀行各項效率值與跨期間之生產力變動指數等，以分析非金控體系銀行之經營績效及相關問題。經實證研究結果發現：（一）綜觀樣本銀行2005年至2007年各項效率值顯示，萬泰銀行為強勢效率單位，是全數銀行中，最有效率之銀行；而稻江銀行、遠來銀行、上海銀行、三信銀行等4家則屬邊際效率單位，為次佳有效率之銀行。另14家，則分屬邊際無效率或顯著無效率之單位。（二）綜觀整體樣本銀行2005年至2007年跨期間之技術放率、純粹技術效率與規模效率等3項變動率平均數均超過1，顯示銀行管理階層在這期間裡，對管理技術及資產運用，均發揮妥適規畫功效，使其變動成長率超過1；惟因生產力技術變動率僅0.992，顯示銀行投入產出之生產力技術未充分發揮，導致生產力成長率未超過1，需加強改善。.
並列摘要
The purpose of the study is to examine the performance of independent commercial bank four to six years on from the establishment of financial holding companies. These banks face competitive challenges from the banks of financial holding companies and the declining difference in deposit interest rates as well as continuous innovation in financial products. The study examines 19 independent commercial banks in Taiwan during the period 2005 to 2007 using DEA (data envelopment analysis) and MPI (Malmquist productivity index) models. The research results show that: (1)Cosmos 8ank was the most efficient bank during the period from 2005 to 2007, followed by First Capital Commercial 8ank, Far Eastern International Bank, Shanghai Commercial & Savings 8ank and COT A Commercial Bank. The remaining 14 banks either had marginal inefficiency or obviously inefficiency. (2)The average value of all three variables - technical efficiency, pure technical efficiency and scale efficiency - of the banks during the period from 2005 to 2007 all exceeded 1. It shows that the banks' management conducted suitable management skills in planning asset utilization so that their variable growth rate was greater than 1. However, the variation rate of their productivity technology was 0.992, it shows that the banks' productivity technology was not fully utilized. Thus, the banks should pay more attention in improving the variation rate of their productivity technology.