本國銀行經營效率與存、放款市佔率之研究－資料包絡分析法之應用

Domestic banks operating efficiency and depositers,lenders market share of the study－A Data Envlelopment Analysis of the application

曾俊憲(Chun- Hsien Tseng)

指導教授 ： 梁世安

共同指導教授 ： 方文昌

國立臺北大學/商學院/國際財務金融碩士在職專班/碩士(2008年)

摘要

論文題目：本國銀行經營效率與存、放款市佔率之研究
－資料包絡分析法之應用 論文頁數：93
所組別：國際財務金融碩士在職專班　(學號：79590920)
研究生：曾俊憲 指導教授：梁世安教授 方文昌教授
論文提要內容：
在國內金融環境面臨著嚴峻的考驗，銀行業莫不希望藉由效率的改善來提升其生產力，希藉由效率的衡量，有助銀行業瞭解對於目前資源的使用是否具有效率，進而能使資源作最有效的分配與運用。本研究以民國93、94及95年度共33家銀行總體資料作實證分析，以逾放金額、利息支出、存款、營運費用作為投入變項；另以產出項利息收入、手續費收入、放款作為產出變項、採用資料包絡分析法之技術效率、純技術效率、規模效率及差額變數分析，以評估各樣本銀行間之相對效率，並利用malmquist生產力指數分析銀行生產力，及了解存放款市佔率是否影響銀行經營效率。茲將實證結果整理如下：
（一）樣本銀行這三年間之平均技術效率值為0.963，未達最適生產規模，顯示全體樣
本銀行經營效率相對無效率。無效率主因來自於純技術無效率，即全體樣本銀行
在經營上似應專注在經營策略及資源管理分配。顯示銀行業在利差不高狀況下，
加強控制放款品質及增加利息收入，仍為獲得較佳營運效率之重要因素。
（二）全體樣本銀行之生產力逐年下降，主因是技術進步成長率值最低，顯示全體樣本
銀行在生產技術上似乎是衰退的；為使我國銀行業更具競爭力，必須創新金融商
品及服務技術以提升銀行業之生產力。
（三）全體樣本銀行之存、放款市佔率與其各項效率值不相關，亦即無論規模大小的銀
行只要經營管理策略正確及成本控制得宜，亦可獲得較佳的經營效率。
關鍵字：資料包絡分析法、技術效率、純技術效率、規模效率、差額變數分析、
malmquist 生產力指數

關鍵字

資料包絡分析法 ； 技術效率 ； 純技術效率 ； 規模效率 ； 差額變數分析 ； malmquist 生產力指數

並列摘要

ABSTRACT
Domestic banks operating efficiency and depositers,lenders market share of the study－A Data Envlelopment Analysis of the application Papers length： 93
by
Chun-Hsien Tseng
June 2008
ADVISOR(S): Prof.Liang Shin-An，Prof Wenchang Fang,
DEPARTMENT：EXECUTIVE MASTER OF BUSINESS ADMINISTRATION
IN INTERNATIONAL FIANCE
MAJOR：INTERNATIONAL FIANCE
DEGREE：MASTER OF BUSINESS ADMINISTRATION
In the domestic financial environment facing a severe test,the banking industy would like to improve the efficiency by enhancing their productivity and efficiency by thr Greek measure will help the banking industy to understand the current use of resources is efficient, thereby enable resources to do the most effective distribution and use. In this study,2004,2005 and 2006 in the year a total of 33 banks in general do empirical data analysis to had overdue loan amount, interest payments, deposits, operating costs as input variables; another output of interest income, fee income, lenders as output variables,using data envelopment analysis of technical efficiency and pure technical efficiency, scale and efficiency of the difference variables analysis to assess the inter-bank samples of the relative efficiency, productivity and use of maimquist index of bank productivity, and understanding of the depositers,lenders market share the impact of the rate banks operating efficiency. An empirical results could be summerized as follows：
（A）sample of the bank in the three years among the technical efficiency of the average value is 0.963, below the shallow scale of production, showed that operating efficiency relative inefficiency. From the main cause of the inefficiency in the purely technical inefficiency, that is, all the banks operating of the samples should be more focus on business strategy an the allocation of resources management. Show spreads in the banking sector seems to be not high status. We will strengthen quality control and the lenders to increase interest income, better operating efficiency is still important factors.
（B）Of the sample banks decreased productivity year after year, the main cause of technological progress is the lowest growth rate,the bank revealed that all samples in the production is technically in recession; To make banking industry more competitive, must be innovative financial products and services technology to enhance the productivity of the banking industry.
（C）The entire sample of banks, lenders and their share of the value of efficiency are not relevant, that is, no matter the size of the bank as long as the correct management strategy and cost control properly, could be better operating efficiency.

Keywords：data envelopment analysis, technical efficiency, pure technical efficiency, scale efficiency, differential variable analysis, malmquist index

並列關鍵字

data envelopment analysis ； technical efficiency ； pure technical efficiency ； scale efficiency ； differential variable analysis ； malmquist index

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