本研究以台灣地區銀行為研究對象,研究期間為2006年至2012年,使用資料包絡法(DEA)作為模型基礎,利用多活動網絡包絡法(multi-activity network DEA) 結合動態包絡法(dynamic DEA),同時考慮銀行不同階段生產活動及各項多角化業務的生產效率,並運用Tone(2014) Dynamic network with SBM model (DNSBM)加入跨期遞移(carry-over)變數進一步探討銀行跨期之經營效率。 茲此,本研究將銀行生產活動分為內部資金營運效率及創造盈餘能力二個生產階段,第一階段內部資金運用效率(Operating efficiency)為銀行資金於經營多角化業務上之管理運用能力,分別為投資、放款及其他業務;第二階段創造盈餘能力(Profitability),即透過承辦多角化業務所為企業創造營收的能力,進一步衡量出銀行產業在面臨不同景氣循環波動下,各個生產階段及各項生產業務之營運效率。 故本研究建構多活動動態網絡包絡法(MDNDEA)模型,更能符合銀行營運特性而真實反映其經營能力,精準地分析銀行經營效率,對於各個銀行經營無效率之原因更加地透析了解,並藉由此分析結果能有效地提出改善營運績效的策略,來提升銀行整體經營效率,創造公司價值強韌其競爭力。
In this study, we combine multi-activity network DEA proposed by Mar Molinero and Tasi (2002) with dynamic slack-based measure developed by Tone (2014) to measure the efficiencies of banks under multi-stage production process and diversification of business process across the sample period. The banking operational process is divided into two stages, that is, operating efficiency and profitability;The banking diversified process is separated into invest, loan and others activities. The results is clearly more capable of identifying sources of inefficiency, which can propose strategies for improving operational performance and reinforce banks’ competitiveness. Therefore, the results provide a wider menu of benchmark banks at each stage for the managers to develop the valuable strategies.