台灣地區商業銀行相對經營效率之研究

The study on the relative management efficiency of the commercial banks in Taiwan

陳光鐘(Chenkuang chung)

指導教授 ： 丘邦翰

元智大學/管理學院/管理碩士在職專班/碩士(2011年)

摘要

本論文研究主要針對自1990年4月10日，我國政府發布「商業銀行設立標準」，開放新銀行設立後，銀行業的經營面臨相當大的競爭與挑戰，加上2002年初台灣加入世界貿易組織（WTO）及新巴塞爾協定之實施，金融市場更是朝向國際化與自由化發展，而各項金融管制的鬆綁與放寬，也使得銀行、證券、以及保險業務區隔日見模糊，金控公司漸次成立，跨業經營，集團化、大型化發展似乎已成為金融業競爭存活下去的不二法門。在如此競爭激烈的環境下，有些銀行由於經營無效率，終究被迫退出市場，淪為市場競爭浪濤下的波臣。我國銀行業欲在此時殺出一條活路，檢討經營效率，並提出改善之道，恐是重要的不二法門。
黃達業教授於2001年提出對銀行經營效率之衡量有不同評估方法，可分為（一）規模經濟、（二）範疇經濟、（三）利潤函數、及（四）效率前緣等四種衡量方式。又可歸納為參數估計法、財務指標分析法、無參數估計法，其中效率前緣衡量方式即是無參數估計法，而資料包絡分析法（DEA）係屬無參數估計法之一種，即未預設生產函數，其基礎建立在柏拉圖最適境界的經濟觀念上，以數學規劃模式求出效率前緣，重要的是DEA可提供具整體及單一的效率衡量指標，並區分受評單位相對效率及排序，且不受不同計量單位之影響，故適合於探討銀行業經營效率。近年來資料包絡分析法被廣泛的應用在不同的管理領域，主要因為其具有處理多項複雜投入產出效率的分析能力，並提供管理者決策參考之故。

在資料蒐集過程中，受限於「台灣新報資料庫」所提供資料之完整性，本論文選定2005-2006年台灣地區華南銀行等18家商業銀行作為受評對象，針對各受評單位的整體效率、總技術效率、純粹技術效率、配置效率、規模報酬狀態、差額變量進行實證分析，其研究結果可具體評估各商業銀行資源投入產出相對效率狀態及其投入產出項應改善的方向與幅度，藉以提供其發展之參考。

關鍵字

商業銀行經營效率 ； 資料包絡分析法 ； DEA

並列摘要

In 10th April 1990, the “Standards Governing of the Establishment of Commercial Banks” was announced by government. The establishment of new banks has resulted in fierce competition and high challenge in banking industry. Since Taiwan joined the World Trade Organization (WTO) in 2002 and the implementation of New Basel Accord, the development of financial market has been moving toward internationalization and liberalization. Hence, the loose financial policy has created difficulty in identifying the differences among banks, securities and insurance companies. Besides, the cross-industrial cooperation, the collective management and the large-scale development have been regarded as competitive advantages for financial institutions to compete with their competitors. The aim of this research is to study the management efficiency of the commercial banks in Taiwan. In this fierce competitive environment, some banks will be forced to exit the market due to inefficiency management. To maintain competitiveness, the banks in Taiwan must evaluate their management efficiencies and propose alternate strategies for improvement.

In 2001, professor Huang Da Ye has proposed different evaluation methods of management efficiency to banks including (1) economy of scale (2) economy of scope (3) profit function (4) efficiency frontier, which can also be concluded into the parameter estimation, the financial index analysis and the non-parameter estimation. Among them, the efficiency frontier is the non-parameter estimation while the data envelopment analysis (DEA) is one of the non-parameter estimations. This method does not estimate a function but calculates the efficiency frontier by mathematical programming. Its concept is based on Pareto optimality. More importantly, the DEA can provide an overall or a single efficiency evaluation index, differentiate the relative efficiency and order between the evaluations units, and is not affected by quantities of measurement. As a result, it is an appropriate method to study the management efficiency of banks. In recent years, the data envelopment analysis has been widely applied to the management in many fields because it is able to analyze the efficiency of various input and output, which can be taken as references for the administrators.

Through the data collection process, the completeness of data given by “Taiwan Economic Journal Data Bank” was somewhat limited. This research targeted on 18 commercial banks in Taiwan including Hwa Nan Commercial Bank between 2005 and 2006 to conduct an empirical analysis on the evaluation units’ total efficiency, total technical efficiency, pure technical efficiency, allocative efficiency, return to scale and difference variable. The findings of research can clearly evaluate each commercial bank’s relative efficiency of input and output and give direction and scope for the input or output items that required improvement to be taken as references for future development.

並列關鍵字

management efficiency of commercial bank ； Data Envelopment Analysis ； DEA

參考文獻

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