銀行業在台灣經濟發展過程中,一直扮演著舉足輕重的角色,其經營的績效與國家經濟之穩定成長,存在密不可分的關係。國內問題金融機構事件,自96年以來層出不窮且政府處理問題金融機構成本相當高對國內金融影響也極大。本研究目的為建立銀行業績效評估模式,運用一種無參數且非計量的評估方法-資料包絡分析法(Data Envelopment Analysis, DEA)進行效率評估分析。研究中結合保證範圍(Assurance Region, AR)模式來修正DEA的權重使其較為客觀、並把修正後的權重加入超級效率(Super Efficiency)模式中將所有決策單元做排序及以Malmquist生產力指數來衡量銀行在95到97年的跨期生產力。其結果以矩陣方式呈現,並以逐步選擇方法(Stepwise Selection Method)幫助管理者判定哪些投入與產出需要被注意,深入而客觀地分析各銀行的經營表現,讓管理當局可以確切明白組織是在哪方面效率不佳,對症下藥來提昇企業競爭力。
Banking industry plays an important role in Taiwan’s economic development, because its operating performance is related to Taiwan’s economic growth. Since 2007 domestic financial institutions occurs operational problem very often, it has great impact on domestic finance and our government pays a lot of money to handing of these problems. This study is constructed a banking industry performance evaluation model, combining DEA(Data Envelopment Analysis)with AR(Assurance Region)methods to revise unreasonable weight, and Super Efficiency to rank all decision units. Applied Malmquist Index to measure effectiveness change in a time span of two years from 2006 to 2008. The result is shown in the format of a matrix by the Stepwise Selection Method to assist managers determining which inputs and outputs need to pay more attention. It is an objective analysis for the operational performance of every bank, so that management can understand which bank’s efficiency is worse and need to be improved for its competitiveness of enterprises.