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題名：台灣金融機構之效率評估：銀行業之購併效率與生產力分析及農會信用部之績效評估與影響因素
作者：彭雅惠
作者(外文)：Ya-Hui Peng
校院名稱：國立交通大學
系所名稱：管理科學系
指導教授：王克陸
學位類別：博士
出版日期：2003
主題關鍵詞：隨機前緣成本法；資料包絡分析法；效率評估；農會信用部；範疇經濟；規模經濟；stochastic cost frontier；performance evaluation；the credit department of farmers’ associations；DEA；the economies of scale and scope；bank mergers
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本論文之目的主要在探討台灣金融機構（包含基層金融機構之農會信用部）之經營績效與影響績效的相關因素，由三部分之實證研究所組成，採用之方法包含參數法之隨機前緣成本法，以及非參數法之資料包絡分析法。
第一部份：購併與銀行效率
本部分主要在探討台灣銀行業之成本效率、規模經濟與範疇經濟效果，且進一步探討銀行合併對成本效率的影響。本研究在隨機前緣成本法之架構下，在超越對數成本函數中調整產出為逾放比的影子函數，並計算成本效率值。研究結果顯示，規模經濟與範疇經濟效果存在，且中、小型的銀行效果較大。同時，公營銀行之成本效率最高。逾放比將使銀行產業增加10％的成本。此外，迴歸分析之結果顯示，在控制其他影響因素後，銀行從事購併活動可以提升成本效率。
第二部分：銀行生產力變動分析
本部分研究利用類似DEA之數學規劃法計算本國銀行民國86至91年間之麥氏生產力指數（Malmquist Productivity Index），並將其分解，以探討生產力變動的原因。研究結果顯示，平均而言，六年期間之累積生產力降低，累積生產技術變動退步，但累積技術效率變動略有提升。其中，公營銀行生產力提升的原因是累積生產技術變動進步，民營銀行則是因為累積技術效率變動提升所致。然而不論銀行權屬別為何，生產力退步的原因皆是累積生產技術變動退步。
第三部分：農會信用部之效率評估與影響因素
本部分研究之目的在運用參數法之隨機前緣成本法及非參數法之資料包絡分析法，考量農會信用部嚴重之逾放比問題的影響，評估其經營效率，以及規模經濟與範疇經濟效果，並針對影響效率之原因加以探討。研究結果發現，農會信用部的經營確實存在規模經濟效應，其效果以鄉村型及小型農會信用部較明顯。至於範疇經濟效益，僅有都市型及大型農會信用部擁有聯合生產上的成本節省。逾放比問題約造成16.5％之成本增加。在控制各項因素後，迴歸分析證實逾放比對經營效率有顯著不利之影響。
This dissertation is focused on the efficiency evaluation of the financial institutions in Taiwan, including banks and the credit departments of the farmers’ associations. This dissertation includes three parts of empirical studies.
Part 1：
This study addresses the cost efficiency, economies of scale and scope of the Taiwanese banking industry, specifically focusing on how bank mergers affect cost efficiency. Adopting stochastic frontier analysis, composite error terms are used to account for managerial inefficiency and environmental effects. Empirical results suggest that economies of scale and scope exist at small and medium-sized banks. Non-performing loans increase the inefficiency of the banking sector by just under 10%. Further analysis reveals that bank merger activity is positively related to cost efficiency.
Part 2：
In this study, the productivity growth are measured using Malmquist productivity index and the contributions of technological change, technical efficiency and scale efficiency change to productivity change are also isolated. In general, the productivity declined over the period of 1996 to 2002. The productivity growth of government-owned or controlled banks is attributed to technology growth, but technical efficiency improvement for privately owned banks. The two-stage panel regression reveals that larger specification of product mix associates with higher productivity growth.
Part 3：
This study adopts both the stochastic cost frontier analysis and DEA to explore the operating efficiency of CDFAs. The factors that affect operating efficiency are also investigated. In particular, non-agricultural loans are adjusted to account for loan quality problems faced by CDFAs. The increase in costs associated with non-performing loans is about 16.5%. Economies of scale and scope are found but affected by bank size and urbanization index. The regression analysis reveals that the quality of personnel can significantly improve operating efficiency and the non-performing loan ratio has a significant negative impact on operating efficiency.
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中文部分
1. 王媛慧，「台灣地區醫院效率與生產力變動之研究－非參數DEA方法之應用」，政治大學，博士論文，民國88年六月。new window
2. 古永嘉，吳世勛，「以DEA模式評估我國商業銀行之經營績效」，管理與系統，第二卷第二期，145-165頁，民國84年。new window
3. 江宗良，「台灣農會信用部經營效率之衡量」，東吳大學，碩士論文，民國84年六月。
4. 李文福，王媛慧，「台灣地區公私立醫學中心與區域醫院生產力變動之研究－無母數Malmquist指數之應用」，經濟論文，第二十六卷第三期，243-269頁，民國87年。new window
5. 李松山，「基層農業金融機構成本效率之研究」，中正大學財務金融學系未出版碩士論文民國，81年六月。
6. 李紀珠，邱靜玉，「當前農漁會信用部改革評析」，貨幣市場，第七卷第一期， 1-11頁，民國92年三月。
7. 周嘉玲，「台灣地區農會信用部放款品質與跨期成本效率之研究-隨機成本邊界法之應用」，台灣大學，碩士論文，民國90年六月。
8. 林丙輝，劉雪華，「台灣商業銀行與信用合作社規模與範疇經濟之比較研究」，技術學刊，第十五卷第一期，15-24頁，民國89年。
9. 林炳文，「台灣地區商業銀行合併之效率分析」，風險管理學報，第三卷第一期，1-21頁，民國90年。new window
10. 林炳文，「台灣地區商業銀行合併效率性之分析：資料包絡分析法的應用」，臺灣管理學刊，第一卷第二期，341-356頁，民國91年。new window
11. 施麗玉，「台灣農會信用部經營效率之研究」，中興大學，碩士論文，民國81年六月。
12. 徐中琦，張鐵軍，「台灣地區本國銀行規模經濟與範圍經濟之實證研究」，台灣銀行季刊，第四十四卷第一期，32-58頁，民國82年。new window
13. 馬裕豐，「銀行分支單位經營績效衡量模式之建構－資料包絡分析模式（DEA）的應用」，企銀季刊，第十八卷第一期，102-121頁，民國83年。
14. 馬裕豐，「銀行分支單位經營績效衡量模式之建構－資料包絡分析模式（DEA）的應用」，企銀季刊，第十八卷第二期，13-24頁，民國83年。
15. 馬嘉應，馬裕豐，王嬪瑩，「台灣銀行業經營績效之評估」，台灣經濟，第二六一期，57-74頁，民國87年。
16. 張靜貞及賴怡君，「農會信用部的效率評估與風險管制」，農業金融論叢，第42卷， 33-58頁，民國88年。
17. 莊武仁，桂勝嘉，「台灣地區銀行體系規模經濟之研究」，基層金融，第十八期，61-78頁，民國78年。
18. 陳永琦，「金融合併效益之分析－以台灣地區農會信用部為例」，第一屆應用經濟學術研討會，民國91年。
19. 陳道宜，「台灣地區農會信用部之規模驚異與經營效率-非中立性隨機成本與利潤邊界函數法之應用」，台灣大學，碩士論文，民國87年六月。
20. 陳碧秀，「台灣地區本國銀行經營效率之分析」，東吳經濟商學學報，第十六期，111-154頁，民國84年。
21. 陳錚程，「台灣地區農會信用部人力素質與經營效率之評估」，台灣大學，碩士論文，民國90年六月。
22. 黃台心，「以隨機成本邊界函數分析本國銀行的規模與多元經濟」，經濟論文叢刊，第二十六卷第二期，209-241頁，民國87年。new window
23. 黃台心，「台灣地區本國銀行成本效率之實證分析：隨機邊界模型之應用」，人文及社會科學集刊，第九卷第一期，85-123頁，民國86年。
24. 黃台心，「我國多產出銀行業不完全競爭策略行為之研究」，經濟論文，第三十卷第一期，79-113頁，民國91年。new window
25. 黃建銘，「論農會體制之改革方向」，台灣經濟金融月刊，第三十四卷第十二期， 7-14頁，民國87年十二月。
26. 黃達業，歐進士，吳坤明，「開放新銀行對我國銀行規模經濟影響之實證研究」，中山管理評論，第五卷第三期，639-656頁，民國86年。new window
27. 葉桂珍，陳昱志，「銀行經營績效分析－資料包絡分析法（DEA）與財務比率法之比較」，企銀季刊，第十九卷第二期，30-39頁，民國84年。
28. 葉彩蓮，陳澤義，「台灣公民營銀行經營效率之比較：資料包絡分析法的應用」，東吳經濟商學學報，第二十二期，77-100頁，87年9月。new window
29. 葉彩蓮，陳澤義，「台灣地區銀行的總效率與技術效率－資料包絡分析之應用」，台灣銀行季刊，第四十九卷第二期，163-183頁，民國87年。new window
30. 雷立芬、傅祖壇及張靜貞，「農會信用部對台灣農村經濟發展之影響」，基層金融，第三十二卷，117-151頁，民國85年三月。
31. 劉春初，「台灣地區農會信用部風險管理與效率評估之研究」，農業經濟半年刊，71期， 1-18頁，民國91年。new window
32. 劉祥熹，林秀峰，「台灣低區本國商業銀行與信用合作社競爭與效率比較之研究」，管理與系統，第七卷第四期，353-588頁，民國89年十月。new window
33. 歐陽遠芬，陳碧秀，「銀行的購併與經營績效－規模經濟、範疇經濟與效率之分析」，2000海峽兩岸財經與商學研討會論文集，台北：東吳大學商學院，417-436頁，民國89年。new window
34. 蔡秋榮，「農會信用部管理問題之探討」，基層金融，第三十三卷，123-146頁，民國85年九月。
35. 鄭秀玲，周群新，「調整風險後之銀行成本函數分析：以台灣銀行業為實證研究」，經濟論文，第二十七卷第二期，247-281頁，民國88年。new window
36. 鄭秀玲，周群新，「調整風險後之銀行效率分析－台灣銀行業實證研究」，經濟論文，第二十六卷第三期，337-366頁，民國87年。new window
37. 鄭秀玲，劉育碩，「銀行規模、多角化程度與經營效率分析：資料包絡法之應用」，人文及社會科學集刊，第十二卷第一期，103-148頁，民國89年。new window
38. 鄭秀玲，劉育碩與白玫浩，「銀行規模、多角化程度與經營效率分析：資料包絡法之應用」，產業及區域經濟學術研討會論文集，中央經濟研究院經濟研究所，台北，民國88年。new window
39. 鄭秀玲，劉錦添，陳欽奇，「台灣中小企業銀行的效率分析（1986-1994年）」，經濟論文叢刊，第二十五卷第一期，69-95頁，民國86年。new window
40. 賴勇賓，「台灣農會信用部之成本效率分析」，逢甲大學，碩士論文，民國91年六月。
 
 
 
 
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