探討台灣銀行業內部因素與外部因素之獲利能力分析

本研究以2009 年第1 季至2019 年第3 季25 家本國銀行為研究對象，以ROA和ROE 作為衡量銀行獲利績效的變數，並透過Panel Data 模型來分析銀行內部因素、產業因素、總體經濟因素、金融創新因素對銀行獲利績效之影響。研究結果顯示，規模大小、資本適足率、逾放比率、備抵呆帳覆蓋率對銀行績效為顯著的負相關，生產力對銀行績效為顯著的正相關；赫氏指數也是會影響銀行的獲利能力；經濟成長率和通貨膨脹率對於銀行的影響是相當大，兩者之間有著密不可分的關係；銀行分行家數增減對銀行績效為顯著的正相關。另外，本研究將銀行樣本細分為金控銀行與非金控銀行以及公股銀行與民營銀行，探討不同銀行獲利績效之差異。實證結果顯示會因銀行屬性而異，銀行分行家數增減對金控銀行、民營銀行的ROA 為顯著的正相關，數位存款帳戶對於非金控銀行的ROA 為顯著的正相關；專利件數和平均每人使用電子支付金額對於公股銀行的ROA 為顯著的正相關，顯示出金融創新對於銀行績效還是有一定的影響力。另一方面，利用T 檢定顯示金控銀行績效高於非金控銀行績效，公股銀行績效與民營銀行績效並無明顯差異。

關鍵字

銀行獲利績效；內部因素；產業因素；總體經濟因素；金融創新因素；追蹤資料

並列摘要

This study focuses on 25 banks of Taiwan from 2009 Q1 to 2019 Q3, using ROA and ROE as variables to measure bank profitability, and analyzing the impact of the bank's internal factors, industrial factors, macroeconomic factors and financial innovation factors on the profitability of banks by the Panel model. The results show that size, capital adequacy, non-performing loans ratio, coverage ratio are significantly negative correlation to bank performances, and productivity is positively correlated to bank performances. The Herfindahl-Hirschman Index also affects the profitability of banks. The economic growth rate and inflation rate have a considerable impact on banks. The changing in the number of bank branches is significantly positive correlation on performance of banks. In addition, our studies explore the differences between financial holding companies and independent banks, and state-owned banks and private banks. The changing in the number of bank branches has a significant positive correlation to the ROA of the financial holding companies and private banks. Digital deposit accounts have a significant positive correlation to the ROA of independent banks. The number of patents and the average amount of e-payment per person are significantly positively related to the ROA of state-owned banks. These financial innovation factors still have the significant influence on bank performance. On the other hand, our empirical results show that the performance of banks in the financial holding company higher than the performance of banks in the independent banks, and there is no significant difference between the performance of state-owned banks and private banks.