信用卡業務對銀行經營績效受資產規模之變化探討

The Impact of Credit Card Service on Bank Operating Performance under Different Asset Size

陳元喬(Yuan-Qiao Chen)

指導教授 ： 聶建中

共同指導教授 ： 韋伯韜

淡江大學/商管學院/財務金融學系碩士班/碩士(2021年)

https://doi.org/10.6846/TKU.2021.00581

摘要

以信用卡在台灣現今的發展程度高作為啟發，在我國對於信用卡之法律趨於完善後，不僅影響著人民的生活水準，更與銀行業息息相關。本研究意旨探討國內銀行業經營績效受信用卡相關業務及所孳生問題之各項變數之影響，用以作為影響銀行經營績效之相關因子分析。研究另採用縱橫平滑移轉迴歸模型(PSTM)，加入銀行業之資產規模為門檻變數，進行銀行資產規模大小不同時，信用卡相關變數對銀行業經營績效所可能造成的非線性異質現象之非線性因子分析。研究樣本以國內 22 家銀行做為研究母體，樣本研究期間為 2005 年 1 月至 2020 年 11 月，共 191 月，總樣本共有 29414 筆縱橫資料觀察值。研究首先找出資產規模門檻值為 201.3 億元為界線，分為大小規模兩區間。然而，無論在何區間，本研究實證發現所擷取的本國銀行信用卡業務指標對銀行經營績效之影響並不顯著。

關鍵字

信用卡 ； 銀行績效 ； 資產規模 ； 縱橫平滑移轉模型

並列摘要

Inspired by the high degree of development of credit card in Taiwan, the law on credit card in our country tends to be perfect, which not only affects people's living standard, but also is closely related to the banking industry. The main purpose of this thesis is to investigate the impact of credit card service related on the performance of the banking industry in Taiwan, and to analyze the related factors affecting the performance of the banking industry. In addition, this thesis adopts panel smooth transition model (PSTM), and adds the asset size as the threshold variable, to analyze the nonlinear factor of the non-linear heterogeneity phenomenon that may be caused by the credit card related variables on the banking performance when the asset size of the banking industry is different. The research sample is 22 domestic banks as the population, the sample period is from January 2005 to November 2020, 191 months, a total of 33,616 vertical and horizontal data observation values. The research first finds out the threshold value of asset size is 20.13 billion NTD as the boundary, which is divided into two sections: large and small. However, regardless of the range, the empirical findings of this study show that the credit card service indicators of domestic banks have no significant impact on the bank's operating performance.

並列關鍵字

Credit card ； Bank performance ； Asset size ； PSTR model

參考文獻

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