台灣地區本國銀行經營績效評估

The Operation Performance Evaluation of the Banks in Taiwan

邱閔聖(Min-Sheng Chiu)

指導教授 ： 王國徵

淡江大學/理學院/數學學系碩士班/碩士(2012年)

https://doi.org/10.6846/TKU.2012.00099

摘要

本研究應用資料包絡分析法，評估台灣地區本國銀行之經營效率。研究期間為2008年至2010年，以36家本國銀行為研究對象，選取資產總計、用人費用及利息費用為投入變數；以淨收益、利息收入及貼現放款為產出變數，進行效率值分析、差額變數分析及Malmquist生產力指數分析，探討各銀行無效率的原因，並提出改善之方向。研究結果如下:
1. 三個年度中效率最高的為臺灣土地銀行，其次是花旗(台灣)商業銀行，接著為臺灣中小企業銀行及萬泰商業銀行。
2. 多數銀行其技術效率、純技術效率、規模效率皆呈現無效率之情況，顯示這些銀行應該加強資源的有效配置，以朝最適效率之目標前進。
3. 總要素生產力在2008至2009年有64%的銀行呈現衰退情形，研究顯示其衰退原因主要來自於生產技術衰退，這些銀行應加強於研發創新的金融商品與新的服務，促使其生產力進步。

關鍵字

銀行 ； 績效評估 ； 資料包絡分析 ； 差額變數分析 ； Malmquist生產力指數分析

並列摘要

The research attempts to evaluate the operating efficiency of the domestic banks in Taiwan by Data Envelopment Analysis. The duration analyzed in the research is three years, from 2008 to 2010. The total assets, personnel service expenses, and interest expenses of the 36 domestic banks are taken as the input variables while the net income, interest income, and discounts and loans are taken as the output variables to do the analysis of the efficiency values, Slack Variable Analysis, and Malmquist productivity index, so the reasons why some domestic banks are lack of efficiency and the way of improving it can be figured out.
The results of the research are as follows:
1. The efficiency of Land Bank of Taiwan in three years is the highest, followed by Citibank Taiwan Ltd., Taiwan Business Bank, and then Cosmos Bank, Taiwan.
2. Most banks appear to be lacking in the technical efficiency, pure technical efficiency and scale efficiency, so these banks should improve their resource allocation and seek to reach their Optimum efficiency.
3. Total factor productivity out of 64% of the banks appeared to decline within 2008 and 2009. According to the research, the declination result from their technique recession. Therefore, these banks should create new financial products and service, as well as the promotion of their productivity.

並列關鍵字

Banks ； Performance Evaluation ； Data Envelopment Analysis ； Slack Variable Analysis ； Malmquist Productivity Index

參考文獻

王鶴松，(2003)，「我國銀行業的現況與未來努力方向」，台灣金融財務季刊，第四輯第四期。

林銘鈺，(2003)，「台灣地區公營銀行民營化經營效率之研究－DEA 方法之應用」，成功大學企業管理研究所，碩士論文。

Aly, H.Y., Grabowski, R., Pasurka, C., & Rangan, N. (1990). Technical, Scale and Allocative Efficiencies in U.S. Banking: An Empirical Investigation. Review of Economics and Statistics, 72(2), 212-218.

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Bousso Fiane, A., Dyson, R.G., & Thanassoulis, E. (1991). Applied data envelopment analysis. European Journal of Operations Research, 52, 1-15.