逾放比對銀行經營績效之非線性影響

台灣金融產業的發展相當多元，對於銀行而言，經營的績效越好，對銀行的未來發展也會越好。關於銀行經營績效好壞的衡量標準，並沒有一定的準則，由於銀行的主要業務還是以存、放款為主，因此，本研究以存、放款相關數據為核心對銀行的經營績效進行分析。本研究將透過逾期放款比率對銀行經營績效的影響進行分析，使用縱橫平滑移轉迴歸模型(Panel Smooth Transition Regression Model, PSTR) 並利用不同家銀行的逾放比做為門檻變數來進行分析，其中也加入了與放款相關的經濟變數以及總體經濟變數來進行分析。實證結果發現，總共產生三個門檻值，且與過去的文獻不同，在大於最大門檻值時，逾放比的增加會使銀行的經營績效成長，推測是政府因應金融危機期間的貨幣政策，使資金流動增加，逾放比提高的同時，也增加了銀行的收益，建議可更進一步的驗證結果的正確性。其他變數則是幾乎不顯著或只在特定門檻區間內顯著，建議可使用其他變數進行分析。

關鍵字

逾放比；經營績效；縱橫平滑移轉迴歸模型

並列摘要

The development of the financial industry in Taiwan is quite diversified. For banks, the better their operating performance, the better for the bank's future development. There is no standard for measuring the performance of a bank. Since the main business of a bank is mainly deposit and lending, this study analyzes the bank's operating performance with the data related to deposit and lending as the core. This study will analyze the impact of the Non-Performing Loans Ratio on the bank’s operating performance, using the Panel Smooth Transition Regression Model (PSTR) and using the Non-Performing Loans Ratio of different banks as the threshold variable for analysis. It also includes economic variables related to lending and Macroeconomics variables for analysis. The empirical results found that a total of three thresholds were generated, and different from the previous literature, when the threshold is greater than the maximum threshold, the increase in the Non-Performing Loans Ratio will increase the operating performance of the bank. It is speculated that the government responded to the monetary policy during the financial crisis, The increase in capital flow and the increase in the Non-Performing Loans Ratio also increase the bank's income. It is recommended that the correctness of the results can be further verified. Other variables are almost insignificant or only significant within a certain threshold interval. It is recommended to use other variables for analysis.