銀行業在台灣的經濟發展過程中,一直扮演著舉足輕重的角色,其經營的良窳與國家經濟成長,存在著密不可分的關係。然而,近年來銀行家數激增,又適逢整體經濟不景氣,導致銀行業逾放比不斷攀升,獲利持續萎縮,金融亂象及危機陰霾始終揮之不去。為有效解決國內金融機構家數過多,且過度競爭的情形,並使金融機構邁向國際性大型經營發展之趨勢,政府陸續通過「銀行法」、「金融機構合併法」及「金融控股公司法」,鼓勵同業及異業合併。 本研究蒐集 1996 至 2005 年35家本國商業銀行組成的panel data,藉由隨機邊界利潤函數的推估,考慮對稱性隨機干擾項具有異質變異情況,計算各商業銀行的效率指標,進而探討台灣商業銀行之業務結構及利潤效率與風險。實證結果顯示在銀行業務經營表現上,放款比率、手續費比率、對中小企業放款比率,及福利貸款比率越高,則銀行的利潤效率越高;住貸比率、車貸比率、其他消費貸款比率、及修繕貸款比率越高,銀行的利潤效率越低。其次,ATM機台數、流動準備比率、催收款比率越高,銀行的利潤效率越低;金融卡張數、總資產週轉率、業務規模、自有資金比率越高,銀行的利潤效率也越高;而政府所實施的金融改革對國內銀行的利潤效率提升,則有正面的成效。關於利潤風險方面則是放款比率、手續費比率、中小企業放款比重越高,銀行的利潤風險會越低;消貸業務比率、催收款比率越高,則銀行利潤風險也會越高。
Banking industry has been playing a significant role in the economic development of Taiwan. The drastically increase in banks in the recent years has caused a vicious competition in the industry. The global economic recession also increased the percentage of overdue loans, decreased banking profitability . In order to resolve the situations of outnumbered financial institutions and the vicious competitions among them, to improve the domestic financial markets and keep up with the international trend, the government has legislated “ Banking Law ”, “ the Financial Institutions Merger Act ” and “ Financial Holding Company Act ” to encourage amalgamation of institutions . A stochastic profit frontier model with heteroskedasticity was applied to a panel data set composed of the observations of 35 commercial banks during 1996-2005 . The idexes of profit efficiency and risks for Taiwan commercial banks, were estimated and which factors influenced the indexes was studied in the paper . The empirical results show that the higher ratio of the loan, service fees , medium business loan, and welfare loan , the more profit efficiency the banks will receive. Number of IC card , total asset turnover ratio , business scale , capital adequacy ratio, and the financial reform had a positive effect on banks’ efficiency. The house-purchasing loan ratio , car loan ratio, other consumer loan ratio, house-repairing loan ratio, number of ATM, current ratio, overdue loan ratio, all had a negative effect on banks’ efficiency.