探討台灣地區本國銀行獲利能力與市場能力－二階段DEA

The Study of Profitability and Market Capacity of Domestic Banks in Taiwan-Two-stage PEA

陳富強(Fu-Chiang Chen) ； 馮淑琴(Shu-Qin Feng) ； 方顯光(Hsien-Kuang Fang)

《華人經濟研究》 9卷2期 (2011/09) Pp. 33-52

https://doi.org/10.30065/JCER.201109.0003

摘要

本研究主要是探討台灣地區本國銀行的經營績效，採用二階段DEA評估其經營效率，並從獲利能力與市場能力觀點分析。本研究選取台灣地區22家本國銀行為對象，並從台灣經濟新報(TEJ)選取96與97年相關資料進行評估與分析。本研究經實證分析探討後，獲致97年無論在獲利能力與市場能力的效率值，且有效率銀行家數均低於96年，但未達顯著差異；其次台灣地區大部分銀行在獲利能力與市場能力的規模報酬，皆未處於最適規模營運，且造成台灣地區銀行技術(TE)無效率之原因，獲利能力主要是來自純技術(PTE)無效率所產生，市場能力則主要來自規模(SE)無效率所產生；經營類型以獲利能力且市場能力較低之銀行最多有9家，其次為高獲利能力但低高市場能力有7家；最後影響台灣地區銀行獲利能力因素以營業支出為最大，影響市場能力因素則以稅前盈餘較大。

關鍵字

二階段DEA ； 管理矩陣 ； 敏感度分析

並列摘要

This study is to explore the domestic banks in Taiwan's business performance, by two-stage DEA to assess their operational efficiency and profitability and market power from the point of view analysis. This study selected 22 domestic banks in Taiwan for the object, and from the Taiwan Economic Journal (TEJ) 96 and 97 years selected to evaluate and analyze relevant data. The empirical analysis in this study after study, to achieve 97 years in terms of profitability and market power, the efficiency value, and efficient bankers were lower than 96 years, but not significantly different; followed by Taiwan, the profitability for most banks Capacity and market capacity returns to scale in the optimum size of operation Jie Wei, and banking technology in the Taiwan region (TE) the reasons for inefficiency, profitability, mainly from pure technical (PTE) produced by inefficient, the market capacity is mainly Size (SE) produced by inefficient; business type to lower profitability and market power of banks have up to 9, followed by high profitability but low ability to seven high market; the final impact the profitability of banks in Taiwan Operating expenses for the biggest factors to influence the market higher capacity factors Zeyi pretax profit.

並列關鍵字

Two-stage DEA ； Management Matrix ； Sensitivity Analysis