Title

台灣銀行業績效評估與策略管理模式-以DEA結合AR與Malmquist Index方法之應用

Translated Titles

Combining DEA, AR and Malmquist Index Approaches for Constructing Taiwan's Banking Performance Evaluation and Strategic Management Model

Authors

黃秋蓉

Key Words

資料包絡分析法 ; 超級效率 ; 保證範圍 ; Malmquist生產力指數 ; Data Envelopment Analysis ; Super Efficiency ; Assurance Region ; Malmquist Priductivity Index

PublicationName

臺北科技大學工業工程與管理系碩士班學位論文

Volume or Term/Year and Month of Publication

2009年

Academic Degree Category

碩士

Advisor

林榮禾

Content Language

繁體中文

Chinese Abstract

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。

English Abstract

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.

Topic Category 管理學院 > 工業工程與管理系碩士班
工程學 > 工程學總論
社會科學 > 管理學
Reference
  1. [4] 林彬、游明敏、楊啟宏,應用DEA/AR模式評估港埠經營效率之研究-以基隆、台中及高雄三港為例,運輸計畫季刊,第35卷,第4期,2006,頁391-413。
    連結:
  2. [8] 高強、黃旭男,管理績效評估-資料包絡分析法,台北:華泰文化事業股份有限公司,2003。
    連結:
  3. [9] 陳建文,醫院經營效率衡量模式建立-DEA、DEA-ANN、CART與Malmquist方法應用,碩士論文,台北科技大學商業自動化與管理研究所,台北,2008。
    連結:
  4. [11] A. Amirteimoori and S. Kordrostami, "Prioritization method for frontier DMUs:A slack-based measure," Applied Mathematics and Computation, vol. 174 , 2006, pp.409–418.
    連結:
  5. [12] A. Assaf, K.M. Matawie, "Cost efficiency modeling in health care foodservice operations," International Journal of Hospitality Management, vol. 27, 2008, pp.604–613.
    連結:
  6. [13] A. Bhattacharya, C. Lovell, and P. Sahay, "The impact of liberalization on the productive efficiency of Indian commercial banks," European Journal of Operational Research, vol. 98, 1997, pp.332–345.
    連結:
  7. [15] A. Charnes, W. W. Cooper, and E. Rhodes, "Measuring the efficiency of Decision Marking Units," European Journal of Operational Research, 1978, pp.429.
    連結:
  8. [16] A. Mukherjee, P.Nath and M. Pal, "Performance benchmarking and strategic homogeneity of Indian banks," International Journal of Bank Marketing, vol. 20, 2002, pp.122–139.
    連結:
  9. [17] A. Resti, "Evaluating the cost efficiency of the Italian banking system: What can be learned from the joint application of parametric and nonparametric techniques, " Journal of Banking and Finance, vol. 21, 1997, pp.221–250.
    連結:
  10. [18] A. Soteriou, SA. Zenios, "Operations, quality, and profitability in the provision of banking services,” Management Science, vol. 45, no.9, 1999, pp.1221–1238.
    連結:
  11. [19] A.N. Berger, D. Hancock, D.B. Humphrey, "Bank efficiency derived from the profit function, "Journal of Banking and Finance, vol. 17, no. 2, 1993, pp.317–348.
    連結:
  12. [20] A.N. Berger, D. Hancock, D.B. Humphrey, "Efficiency of financial institutions: international survey and directions for future research, " European Journal of Operational Research, vol. 98, 1997, pp.175–212.
    連結:
  13. [21] A.N. Rezitis, "Efficiency and productivity effects of bank mergers:Evidence from the Greek banking industry," Economic Modelling , 2008, pp.236–254.
    連結:
  14. [22] B. Golany, and J. Storbeck, "A data envelopment analysis of the operational efficiency of bank branches," Interfaces, vol. 29, 1999, pp.14–26.
    連結:
  15. [24] C. Favero, and L. Papi, "Technical efficiency and scale efficiency in the Italian banking sector: A nonparametric approach, " AppliedEconomics, vol. 27, 1995, pp.385–395.
    連結:
  16. [26] C. Parkan, "Measuring the efficiency of service operations: An application to bank branches, " Engineering Costs and Production Economics, vol. 12, 1987, pp.237–242.
    連結:
  17. [27] D. Giokas, "Bank branches operating efficiency: A comparative application of DEA and loglinear model, " Omega, vol. 19, 1991, pp.549–557.
    連結:
  18. [28] D. Wu, Z. Yang and L. Liang, "Using DEA–neural network approach to evaluate branch efficiency of a large Canadian bank," Expert Systems with Applications, 2006, pp.108–115.
    連結:
  19. [29] D.W. Caves, L.R. Christensen, L.R and W.E. Diewert, "The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity," Econometrica, vol. 50, no. 6, 1982, pp. 1393-1414.
    連結:
  20. [30] E. G´omez-D´eniz, "A generalization of the credibility theory obtained by using the weighted balanced loss function," Insurance:Mathematics and Economics, vol. 42, 2008, pp.850-854.
    連結:
  21. [31] E.T. Ausina, E.G. Tatje´, C. Armero, D. Conesa, "Sensitivity analysis of efficiency and Malmquist productivity indices: An application to Spanish savings banks, " European Journal of Operational Research, 2008, pp.1062–1084.
    連結:
  22. [32] F. Ayadi, A. Adebayo and E. Omolehinwa, "Bank performance measurement in a developing economy: An application of data envelopment analysis, " Managerial Finance, vol. 24, 1998, pp.5–16.
    連結:
  23. [33] F. Sufian, "Determinants of bank efficiency during unstable macroeconomic environment: Empirical evidence from Malaysia, " Research in International Business and Finance, vol. 23, 2009, pp.54–77.
    連結:
  24. [34] F.H.F. Liu, P.h. Wang, "DEA Malmquist productivity measure: Taiwanese semiconductor companies," Production Economics, vol. 112, 2008, pp.367–379.
    連結:
  25. [35] Golany and Roll, "An application procedure for DEA," OMEGA, vol. 7, 1989, pp. 237-250.
    連結:
  26. [36] H. Leleu, "A linear programming framework for free disposal hull technologies and cost functions: Primal and dual models, "European Journal of Operational Research, vol. 168, 2006, pp.340–344.
    連結:
  27. [37] H. Sherman and F. Gold, "Bank branch operating efficiency:Evaluation with data envelopment analysis, " Journal of Banking and Finance, vol. 9, 1985, pp. 297–315.
    連結:
  28. [38] H. Tulkens, "On FDH efficiency analysis: some methodological issues and applications to retail banking, courts and urban transit, " Journal of Productivity Analysis, vol.4, no. 1, 1993, pp.183–210.
    連結:
  29. [39] H.D. Sherman, F. Gold, "Bank branch operating efficiency: evaluation with data envelopment analysis, " Journal of Banking and Finance, vol. 9, no. 2, 1985, pp. 297–316.
    連結:
  30. [40] H.K. Alfares, H.H. Elmorra, "The distribution-free newsboy problem: Extensions to the shortage penalty case," Production Economics, 2005, pp.465-477.
    連結:
  31. [41] I.M. Tahir, S. Haron, "Technical efficiency of the Malaysian commercial banks: a stochastic frontier approach, " Banks and Bank Systems, Vol. 3, 2008, pp.65-72.
    連結:
  32. [42] J.E. Sturm and B. Williams, "Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience, " Journal of Banking & Finance, 2004, pp.1775–1799.
    連結:
  33. [43] J.M. Wanger, D.G. Shimshak, "Stepwise selection of variables in data envelopment analysis:Producers and managerial perspectives, " Europe Journal of Operational Research , 2007, pp.57-67.
    連結:
  34. [44] K. Sarmal and I. Or, "Efficiency assessment of Turkish power plants using data envelopment analysis," Energy, vol. 32, 2007, pp.1484-1499.
    連結:
  35. [45] L. Seiford, and J. Zhu, "Profitability and marketability of the top 55 US commercial banks," Management Science, vol. 45, 1999, pp.1270–1288.
    連結:
  36. [46] M. Howland and J. Rowse, "Measuring bank branch efficiency using data envelopment analysis: Managerial and implementation issues, " INFOR, vol. 44, 2006, pp.49–63.
    連結:
  37. [47] M. J. Farrel, "The Measurement if Productivity Efficiency, " Journal of the Royal Statistical Society, vol. 120, 1957, pp.253-281.
    連結:
  38. [48] M. Khodabakhshi, "A super-efficiency model based on improved outputs in data envelopment analysis," Applied Mathematics and Computation, vol. 184, 2007, pp.695–703.
    連結:
  39. [49] M.J. Farrell, "The Measurement of Productive Efficiency, " Journal of the Royal Statistical Society, Series A, General 123, Part 3, 1957, pp.253-281.
    連結:
  40. [50] N.K. Avkiran, "Removing the impact of environment with units-invariant efficient frontier analysis: An illustrative case study with intertemporal panel data, " Omega, vol.37, 2009, pp.535 – 544.
    連結:
  41. [51] P. W. Lin, "Cost efficiency analysis of commercial bank mergers in Taiwan," International Journal of Management, vol. 19, no. 3, 2002, pp.408–414.
    連結:
  42. [52] Q.J. Yeh, "The Application of Data Envelopment Analysis in Conjunction with Financial Ratios for Bank Performance Evaluation," Journal of the Operational Research Society, vol. 47, 1996, pp.980-988.
    連結:
  43. [53] R. Wagenvoort and P. Schure, The Recursive Thick Frontier Approach to Estimating Efficiency, Economic and Financial Report, 1999, pp.1-18.
    連結:
  44. [55] R.G.Jr. Thompson, F.D. Singleton, R.M. Thrall and B. A. Smith,"Comparative Site Evalutions for Locating a High-Energy Physics Lab in Texas," Interfaces, vol. 16, no. 6, 1986, pp. 35-49.
    連結:
  45. [56] S. Jaffry, Y. Ghulam, S. Pascoe and J. Cox, "Regulatory changes and productivity of the banking sector in the Indian sub-continent," Journal of Asian Economics, 2007, pp.415–438.
    連結:
  46. [57] S.F. Lo, W.M.Lu, "An integrated performance evaluation of financial holding companies in Taiwan," European Journal of Operational Research, vol. 198, 2009, pp.341–350.
    連結:
  47. [58] S.T. Liu, "A fuzzy DEA/AR approach to the selection of flexible manufacturing systems," Computers & Industrial Engineering, vol. 54, 2008, pp.66-76.
    連結:
  48. [59] T. Y. Chen, and T. L. Yeh, "A Measurement of Bank Efficiency Ownership and Productivity Changes in Taiwan," The Service Industries Journal, 2000, pp.95-109.
    連結:
  49. [60] T.A. Nahra, D. Mendez and J.A. Alexander, "Employing super-efficiency analysis as an alternative to DEA: An application in outpatient substance abuse treatment, " European Journal of Operational Research, vol. 196, 2009, pp.1097–1106.
    連結:
  50. [62] T.H. Oum, J. Yan, C. Yu, "Ownership forms matter for airport efficiency: A stochastic frontier investigation of worldwide airports," Journal of Urban Economics, vol. 64, 2008, pp. 422–435.
    連結:
  51. [63] V.V. Podinovski, "Selective convexity in DEA models," European Journal of Operational Research, vol. 161, 2005, pp.552–563.
    連結:
  52. [64] W. Yu and R. Ramanathan, "An assessment of operational efficiency of retail firms in China," Journal of Retailingand Consumer Services, vol. 16, 2009, pp.109–122.
    連結:
  53. [65] W.K. Wang, H.C. Huang and M.C. Lai, "Measuring the relative efficiency of commercial banks: A comparative study on different ownership modes in China, " Journal of American Academy of Business, 2005, pp.219–223.
    連結:
  54. [66] W.M. Taylor, R.G. Thompson, R.M. Thrall and P.S. Dharmapala, "DEA/AR efficiency and profitability of Mexican banks:A total income model," European Journal of Operational Research, vol. 98, 1997, pp.346-363.
    連結:
  55. [67] Y. Li, L. Liang and Y. Chen, "Hiroshi Morita, Models for measuring and benchmarking Olympics achievements," Omega, vol. 36, 2008, pp.933-940.
    連結:
  56. [68] Y.M. Wang, K.S. Chin, G.K.K. Poon, "A data envelopment analysis method with assurance region for weight generation in the analytic hierarchy process," Decision Support Systems, vol. 45, 2008, pp.913-921.
    連結:
  57. [1] 大紀元(2008,2月5日),於2008年10月20日取自http://tw.epochtimes.com。
  58. [2] 北京新浪網(2008年11月3日),於2008年12月8日取http://www.sina.com.cn/。
  59. [3] 吳濟華、何柏正,組織效率與生產力評估-資料包絡分析法,台北縣三重市:前程文化,2008。
  60. [5] 孫遜,資料包絡分析法-理論與應用,台北:揚智文化,2004。
  61. [6] 徐國屏,台灣省自來水公司各區管理處經營效率之研究,碩士論文,朝陽科技大學財務金融系碩士班,2006。
  62. [7] 馬裕豐,銀行分支單位經營績效衡量模式之建構-資料包絡分析法模式(DEA)的應用,碩士論文,交通大學管理科學研究所,新竹,1993。
  63. [10] 薄喬萍,績效評估之資料包絡分析法,台北:五南圖書出版公司,2005。
  64. [14] A. Boussofiane, R.G. Dyson and E. Thanassoulis, "Applied data envelopment analysis," European Journal of the Operational Research, vol. 52, 1991, pp.1-15.
  65. [23] B. Sakar, "A study on efficiency and Productivity of Turkish Banks in Istanbul Stock Exchange using Malmquist DEA, " Journal of American Academy of Business, vol. 18, 2006, pp.145-154.
  66. [25] C. Ho, and D. Zhu, "Performance measurement of Taiwan’s commercial banks," International Journal of Productivity and Performance Management, vol. 53, 2004, pp.425–434.
  67. [54] R.G. Thompson, E.J. Brinkmann, P.S. Dharmapala, M.D. Gonzalez-Lima and R.M. Thrall, "DEA/AR profit ratios and sensitivity of 100 large U.S. banks, " European Journal of Operational Research, vol. 98, 1997, pp.213-229.
  68. [61] T.F. Siem, "Quantifying Management’s Role in Banks Survial," Economic Review, vol. 2, 1992, pp.29-41.
Times Cited
  1. 古明偉(2012)。自創品牌與產業聚集對經營績效之影響-以健身器材產業為例。臺灣大學國家發展研究所學位論文。2012。1-112。