銀行分支機構經營效率分析:三階段DEA方法之應用

The business efficiency of bank branch is analysed: Three application in stage DEA method

王火炎(Huo-yen Wang)

指導教授 ： 陳禮潭 ； 張明宗

國立中央大學/管理學院/產業經濟研究所碩士在職專班/碩士(2007年)

摘要

本研究係以安泰商業銀行之營業分支機構作為研究主題，主要目的為分析該銀行之營業分支機構經營效率變化，以瞭解該銀行各營業分支機構經營效率表現，以茲做為銀行層峰經營策略訂定之參考。本研究資料來源取自該銀行之營運概況資料，以2004年至2006年該銀行全省53家營業分支機構作為研究對象，採用三階段DEA模型估計銀行之效率值，第一階段以原始資料求得調整前的原始效率值，第二階段再調整環境變數，以開戶數、臨櫃交易量、電子銀行交易量、營業單位屬性等四類作為外在環境變數；同時亦調整隨機誤差對效率值之影響，將調整後的投入量再重新代入DEA，可得到調整後第三階段之效率值並藉以探討銀行效率值的變化。
實証結果顯示，經過對環境變數與隨機誤差項之調整後，效率值第一階段與第三階段皆存在顯著之差異，顯示環境變數與隨機干擾項確實影響銀行效率之表現。經過調整後，第三階段所得之效率值已去除外生變數與隨機誤差之影響，更能代表該銀行全省營業分支機構之經營管理效率。利用求得之第三階段效率值來估算該銀行全省營業分支機構前後的效率值變化影響，使銀行經營管理者能夠針對各營業分支機構之實際經營效率做出正確的判斷決策與經營分針。

關鍵字

三階段DEA

並列摘要

This research is to regard the opening in the branch of one new bank as the theme of studying, main branch''s business efficiency change of opening in order to analyse this bank of purpose , in order to understand that branch''s business efficiency that this bank each opens behaves , regard running the reference that the management tactics of range upon range of mountains of the bank stipulate now as. This research materials source is taken from this bank trip affair and report the materials, 53 of the whole province of bank will open in the branch as the research object from 2004 to 2005, adopt and estimate the efficiency value of the bank at three stage DEA models, the first stage tries to get the primitive efficiency value before adjusting with the firsthand infor mation , adjust the environmental parameter again at the second stage, in order to make four kinds , such as amount , facing the trading volume of the cupboard , electronic trading volume of bank , business unit attribute ,etc. as external environmental parameter; Also adjusting the random influence on efficiency value of error at the same time, the input amount after adjusting takes the place of and enters DEA again, can get the efficiency value of adjusting the last the third stage and change using to probe into the efficiency value of the bank .
The real example result shows, through to the adjustment of environmental parameter and random error one, the apparent difference all exists to worth the first stage and the third stage in efficiency , show the environmental parameter with interferes a behavior that really influences the efficiency of the bank at random. After changing, grow the influence of parameters and random error except already going in efficiency value of the third stage income , can open the efficiency of management of the branch on behalf of this bank the whole province. Making use of the third stage efficiency value tried to get to estimate the efficiency value change t hat the whole province of bank opens before and after the branch influences, make bank administrator can to open actual business efficiency of the branch make correct judgement decision and deal in the minute hand each.

並列關鍵字

Three stage DEAs

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