證券商分支機構經營效率評估-DEA方法之應用

The Study of the Operating Efficiency of the Branches for a Securities Firm – Using DEA Approach

萬桐君(Tung-Chun Wan)

指導教授 ： 李月華

淡江大學/管理學院/企業管理學系碩士在職專班/碩士(2006年)

https://doi.org/10.6846/TKU.2006.00170

摘要

本研究以91年至92年某綜合券商33家分公司為研究對象，採用資料包絡分析法評估證券商分支機構的經營績效，並進一步以Malmquist指數進行不同時期效率值分析，探討執行力與客戶服務對證券商分支機構經營績效的影響程度，作為證券商評估及改善分支機構績效之參考。
本研究結果可歸納如下：
一、就技術效率而言，33家分支機構整體技術效率，各季效率差異不大。而分支機構處於大都會區或一般鄉鎮，對於效率值並無特定的影響。
二、就純技術效率言，91年第1季至92年第4季純技術效率平均值呈逐步上升的趨勢，顯示經營及管理決策改善，使效率改善。
三、就規模效率言， 91年平均規模效率呈現倒V型，92年平均規模效率則呈現N型。
四、就差額變數分析方面，針對無效率區處，建議管理者在投入與產出數量上，應做目標改善。
五、就Malmquist指數分析，各分支機構的Malmquist指數平均值均小於1，表示技術退步。

關鍵字

資料包絡分析法 ； Malmquist生產力指數 ； 技術效率 ； 規模效率

並列摘要

This research includes discuss up to 33 branches of a securities firm as analysis sample. By using the Data Envelopment Analysis, we evaluate these branches’ performance efficiency. Furthermore, we use the Malmquist product quotient analysis to discuss execution and customer service how to affect these branches’ performance efficiency, and provide suggestions for improvement for managers.
The results of this research are as follow:
1.On the technical efficiency (TE), there is not significant difference among these branches every season. The branch is in downtown or in country regarding no specific influence for efficiency.
2.On the pure technical efficiency, we can find upward tendency from 2002 to 2003 that means managerial decision-making improving the efficiency.
3.On the scale efficiency (SE), the mean of SE is V type in 2002 and is N type in 2003.
4.According to the results of slack variable analysis, we seggest manager to improve these inefficiency branches through the improvement of inputs and outputs.
5.On the Malmquist product quotient analysis, the mean of Malmquist index of every branche is smaller than one that indicates the technology regresses.

並列關鍵字

Data envelopment analysis ； Malmquist product quotient analysis ； Technical efficiency ； Scale efficiency

參考文獻

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