銀行經營效率分析-以個案銀行為例

The Efficiency Analysis of the Banks-The Case Study

江雅雯(Ya-wen Chiang)

指導教授 ： 劉欽泉

亞洲大學/管理學院/國際企業學系碩士班/碩士(2005年)

摘要

銀行業過去對台灣社會經濟穏定發展扮演重要的角色,隨著世界經濟發展情勢的國際化與自由化,在世界潮流驅使下公營銀行民營化已成必然趨勢。
本研究係以86~87年及89~92年二階段個案銀行民營化前、後之6年年資料為樣本,採用DEA(資料包絡分析法)之CCR與BCC模式,以放款、手續費收入為產出變數;員工人數、存款為投入變數,評估個案銀行民營化前、後年度之總效率、純粹技術效率及規模效率,並以差額變數分析,獲知相對無效率之分行應改進的方向。最後以敏感性分析分析各投入及產出變數之敏感度。
實證結果顯示:
(1)個案銀行經營效率不彰,有效率的分行比例偏低。
(2)個案銀行經營無效率之原因係來自規模無效率。
(3)個案銀行民營化前後經營效率並無顯著變化。
(4)民營化後一等分行經營效率表現最佳;其次是二等分行,最差者是三等分行。
(5)經由敏感性分析可得知本研究並無離群值。各變數敏感度高低分別是存款、手續費收入、放款、員工人數。

關鍵字

銀行業 ； 資料包絡分析法 ； 經營效率

並列摘要

The banking was playing an important role for Taiwan’s socio-economic develoment in the past. Nowadays accompany with the internationalization and liberalization of the country policy, it’s the trend driving the public bank shift in private bank.
This study analyzes the efficiency of the case study’s bank by using the Data Envelopment Analysis (DEA). Based on the data of inputs and outputs from 1997~2003. The inputs data consist of deposit,employee; and outputs data consist of loan and charge. The thesis evaluate the overall efficiency,technical efficiency, and scale efficiency to find out the inefficient branches in order to improve the business efficiency. Finally,used sensitivity analysis to test eash input and output variables.

Empirical results show:
(1) The ratio of the operating efficiency are lower on this case bank.
(2) The inefficient of the case bank focus on scale inefficient.
(3) The efficiency are not significantly improved after the privatization of the case bank.
(4)After the privatization , the first class branches have been most operating efficient; then the second class branches,and the worst are the third class branches.
(5) The sensitivity analysis shows the DMU haven’t outlier.
And sensitivity ranks by deposit,charge,load,then employee.

並列關鍵字

Banking Industry ； Data Envelopment Analysis ； Operating Effeciency

參考文獻

3.林銘鈺(2003)。「台灣地區公營銀行民營化經營效率之研究—DEA 方法之應用」。成功大學企業管理研究所碩士論文。

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