本國銀行財務狀況與放款成長率之實證分析

The Effect of Banks’ Financial Position on Loan Growth Rate: Evidence from Taiwan’s Banks Data

吳孟家(Meng-Chia Wu)

指導教授 ： 黃朝熙

國立清華大學/科技管理學院/經濟學系所/碩士(2018年)

摘要

本研究旨在實證本國銀行之財務狀況對其放款成長率之影響，以及比較第二版巴塞爾協定（Basel II）實施前後銀行財務狀況對其放款成長率之影響。透過1998年至2016年共計19年之國內8間公股銀行及24間民營銀行共計32間銀行作為樣本分析放款成長率及銀行財務狀況的關聯，並以二階系統性動差法進行估計。本研究之主要發現如下：第一，放款成長率與前一期之逾放比呈現負相關，當銀行之放款逾期無法收回時，銀行將減少其下一期之放款，避免其資金的流動性不足進而對銀行甚至整個經濟體造成危害。第二，放款成長率和其前一期之槓桿比呈現正相關，當銀行之股東權益佔其資產比率較高時，則表示其負債佔總資產比例較低，負債較低的銀行財務結構相對健全，其籌措資金的成本亦相對較低，因此可更積極的進行放款之業務。由此，監管單位可藉由觀察銀行之槓桿比率及逾放比率，預測其對放款成長率可能造成的影響並對其做出適度之規範。最後，研究結果亦顯示Basel II實施後，銀行財務狀況對其放款成長率之影響比Basel II實施前更為顯著，由此可見金融監管單位所制定之規範產生效果且Basel II之實施著實影響著銀行放款。

關鍵字

本國銀行 ； 財務狀況 ； 系統性動差法

並列摘要

The purpose of this paper is to present evidence on the impact of the financial position of Taiwan’s banks on their loan growth rates, and to compare the effect of bank financial position on the growth rate of lending before and after the implementation of Basel II. Through 32 banks including 8 domestic public banks and 24 private banks from 1998 to 2016, a total of 32 banks were used as samples to analyze the relationship between the growth rate of loan and the bank’s financial position, and estimated using system GMM estimator. The main results of this paper are as follows: First, the growth rate of loan is negatively related to the non-performing loans ratio of the previous period. Second, the growth rate of loan is positively correlated with its leverage ratio of the previous period. Finally, the research results also show that after the implementation of Basel II, the bank’s financial position had a more significant impact on the growth rate of lending than before Basel II was implemented.

並列關鍵字

Taiwan's Bank ； Financial Position ； System GMM

參考文獻

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