金融業在開放增設私人民營之後蓬勃發展,然而新加入市場競爭的銀行因為較晚投入市場,消費金融業務成為其避開老行庫另闢商機的主要標的市場,信用卡業務屬消費金融業務非常重要的一環,在經歷了93-95年的消費性金融業務的卡債風暴後,如何調整信用卡持卡人的貢獻成為重要的議題。 本文探討應用轉換型DEA-CCR模型,對台灣某金融機構的之信用卡持卡戶進行貢獻的效率評估,並與原始的DEA-CCR模型作比較。由於對銀行而言,信用卡業務的主要收入是客戶持有卡片後因簽帳所產生的手續費收入及當期計息金額用計息利率計價產生的利息收入,是以研究中以發卡機構授予客戶的信用額度與計息利率為發卡機構可控制投入因子,客戶持卡的簽帳金額及產生的計息金額作為產出因子。 分析結果顯示,轉換型DEA-CCR模式的應用可以確保效率問題的全域最佳解被求出之外,還可以藉由被估計出來的潛在改善值,針對個別客戶調整相關的信用額度與計息利率來增進個別客戶對銀行的貢獻。
Improve the efficiency of business is always the important goal; the credit card business is very important for consumer bank. Contribution of the credit card holder to the bank was usually be evaluated as how much the credit card holder use the credit. In this thesis, a transformed DEA-CCR model is proposed to estimate the efficiency of each credit card holder. To demonstrate the validity of the proposed model, a monthly credit card usage dataset provided by a major credit card issue bank in Taiwan is used herein. We were using the credit line, interest rate as the input factor and credit usage, consume amt as output factor to fit the DEA model requirement. The empirical result shows that the proposed model can not only identify each cardholder’s efficiency level better than DEA-CCR but also help the bank to improve its profitability by adjusting cardholders’ credit limits and APR (Annual Percentage Rate).