應用動態網路資料包絡分析法於銀行業績效評估之研究

The Study of Applying Dynamic Network Data Envelope Analysis to Banking Industries’ Performance Evaluation

王來旺(Lai-Wang Wang) ； 楊富傑(Fu-Jie Yang)

《商業現代化學刊》 8卷2期 (2016/10) Pp. 157-175

https://doi.org/10.6132/JCM.2016.8.2.09

摘要

世界的金融體系從1980 年代開始走向更開放自由，很多銀行業者均走向國際化、大型化、多樣化，業者之間的競爭與經營風險也隨之大為增加，1997 年的亞洲金融危機以及2006 年的美國次級房貸風暴就是很好的例子。所以，有效的績效評估可以協助銀行管理者了解其組織的狀況，也可提供銀行業者在激烈的競爭環境中經營參考的指標。本研究對象從英國銀行家雜誌(The Banker) 2014 年度排名前50 上市銀行中選取36 家，根據所發行的年度報告，應用動態網絡資料包絡分析法，探討2010 年至2014 年全球領先銀行的經營績效評估。研究結果顯示，在總體效率上亞洲地區的開發中國家表現最佳，其中尤以中國銀行(Bank of China)遠比其他公司好；而在營運面以中國中信銀行(China Citic Bank)、法國農業信貸銀行(Credit Agricole)與瑞穗金融集團(Mizuho Financial Group)三家銀行營運效率在各年度最好，在獲利面以瑞穗金融集團在各年度最好、與市場面以中國中信銀行各年度最好。至於2010 年至2014 年，雖然累計總要素生產力變動、累計技術效率變動與累計技術變革互有增減，而整體績效是有增加的趨勢。

關鍵字

績效評估 ； 動態網路資料包絡分析法 ； 總體效率 ； 總要素生產力

並列摘要

The global financial system has become more open and free since the 1980s where many bankers went international, large-scale and diverse. The competitions between industries and the business risks have also greatly increased. The Asian financial crisis in 1997 and the US subprime mortgage storming 2006 are good examples. Therefore, the effective performance assessment not only can help bank managers understand their organization situations, but also can provide the reference indicators for bankers operating in a fiercely competitive environment. The research target of this study was based on the Banker of British Magazine, from which 36 banks were selected from the top ranking 50 listed banks in 2014.According to the annual report issued by the Banker, dynamic network data envelopment analysis was applied to explore the operating performance evaluation of the global leading banks during 2010 and 2014. As the results show, in overall efficiency the developing countries in Asia performed the best, in which particularly the Bank of China greatly outperformed other companies; in operation China CITIC Bank, Credit Agricole and Mizuho Financial Group are three best banks in operational efficiency every year, in profit Mizuho Financial Group performed the best, and in market China CITIC Bank the best. As to the years during 2010and 2014, though the increase and decrease interchanges in the cumulative total factor productivity, the cumulative technical efficiency change and the cumulative technical change, the trend in the overall performance is increasing.

並列關鍵字

Performance Evaluation ； Dynamic Network Data Envelope Analysis ； Overall Efficiency ； Total Factor Productivity