我國政府為因應我國將加入世界貿易組織(WTO)後對我國金融產業的衝擊,遂先後於2000年與2001年先後公佈「金融機構合併法」與「金融控股公司法」,期能藉由金融改革,使我國金融業者透過內部改制及同、異業之合併整合成為大型金融控股公司提升我國銀行之國際競爭力。 本研究以灰色系統理論(Grey System Theory)之灰關聯分析(GRA)篩選適合之績效衡量指標,以資料包絡分析法(DEA)以及麥氏生產力指數(MPI)衡量我國11家金融控股公司銀行2003年至2007年間共五年之營運績效與生產力。根據資料包絡分析法分析結果發現,我國金融控股公司銀行無效率來源多為技術無效率;根據2007年分析結果顯示,11家銀行規模報酬型態均為遞增或固定,表示我國金融控股公司銀行仍有拓展經營規模的空間。再者,根據麥氏生產力指數(MPI)分析發現,除純技術效率變動值為0.998小於1之外,其它效率變動指數值均大於1,表示我國金融控股公司銀行整體於整體效率、規模效率以及整體生產力三方面等均有逐漸改善的趨勢。因此,本研究建議我國金融控股公司銀行能以多角化經營配合資訊科技,持續改善體制與內部控制管理機制,朝向範疇經濟與規模經濟併行發展,得以提升我國金融業與銀行業之國際競爭力使得我國銀行業能在全球化的潮流中能在國際市場占得一席之地。
In order to adjust the impacts of joining World Trade Organization (WTO) to the financial industry, Taiwan government had approved “The Passage of the Financial Institutions Merge Act” and “The Financial Holding Company Act” in the year 2000 and 2001. With these two laws, the financial companies in Taiwan, via internal controls and mergers, could become large financial holding companies to increase the competitiveness of the financial industry in Taiwan. This study, based on the Grey Relational Analysis of Grey System Theory, evaluates the operational efficiency and productivity growth of the banking holding companies (BHCs) in Taiwan from 2003 to 2007 by using Data Envelopment Analysis and Malmquist Productivity Index. The results indicate the following: 1) The sources of inefficiency of BHCs in Taiwan come from technical inefficiency. In addition, all the BHCs in Taiwan are in IRS or CRS, implying the BHCs in Taiwan would continue to expand their operational scales. 2) All indices, total factor productivity, technical change, efficiency change and scale efficiency change, are more than 1, except pure technical efficiency, suggesting the BHCs in Taiwan have improved the operational efficiency progressively. Therefore, the BHCs in Taiwan need not only the diversified operational strategies and information technology, but also the improved internal control system to achieve both economies of scale and economies of scope.