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題名：非意欲產出對銀行經營效率的影響-運用方向性距離函數法
作者：柯慈儀
作者(外文)：Tsz-Yi Ke
校院名稱：東吳大學
系所名稱：經濟學系
指導教授：邱永和
李揚
學位類別：博士
出版日期：2006
主題關鍵詞：非意欲產出；Nerlovian利潤指標；方向性距離函數；銀行業；影子價格；undesirable output；Nerlovian profit indicator；directional distance function；bank；shadow price
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　　金融體系存在的主要功能在於調節經濟體系內資金的流通，使盈餘單位多餘的資金得以順利地流轉給赤字單位使用。本國銀行在這樣的一個體系中，不論由資產、淨值或是損益概況來看，都具有不容忽視的份量，因此，本國銀行的經營狀況更是值得大家的注意。
　　隨著金融情勢的變遷與經濟環境的快速轉化，雖說金融服務品質有所提升，但是相對地，在開放管制之後，銀行業之間的競爭愈顯激烈，使得國內金融業者的經營壓力卻是愈加沈重。衡量銀行經營效率的文章中，儘管有人已把逾期放款視為非意欲產出，並計算出逾期放款的影子價格，但僅限於估計銀行的技術效率。
　　本研究除也找出銀行逾期放款的影子價格之外，也試著以方向性距離函數的概念找到相對的影子價格，計算出銀行的技術效率、配置效率及利潤效率指標。這樣的做法，於目前的文獻中尚未發現。
　　本研究結果發現：一般而言新銀行，願意付較高的成本來解決逾期放款的問題，而非金控銀行也願意以較高的成本來解決逾期放款的問題。2003年之後，負擔逾期放款的機會成本明顯都有下降的趨勢。就銀行的技術效率部分而言，大致呈現技術進步的狀況。新銀行的技術效率優於舊銀行；金控銀行技術效率不如非金控銀行。在銀行的配置效率部分，舊銀行明顯優於新銀行；金控銀行則優於非金控銀行。關於銀行的利潤效率部分，舊銀行與金控銀行的表現仍然可圈可點，利潤效率較具優勢的銀行，代表該銀行達到利潤極大化的機率愈高。
　　衡量銀行經營效率時，不應只著重在於其技術效率，而是要看更具有整體性的利潤效率，因為利潤效率所涵蓋的範圍更寬廣，不但將技術效率納入考量，也把配置效率考慮進來，因此，在衡量銀行經營效率時，以利潤效率做為衡量準則會更加周延。
After the deregulation, the competition between the banks became more competitive and the stress of operating of local banks gets heavier than ever before. In recently studies, most of researchers focus on the estimation technical efficient of banks. Few articles have viewed non-performing loans as undesirable output and computed its shadow prices.
In this study, we use three different types to find out the relative shadow price of non-performing loans, inclusing input and output distance function, and the directional distance function. Not only find the shadow prices but also measure the Nerlovian profit indicators, technical efficiencies and allocative efficiencies of local banks.
We find that new banks and non-financial holding banks will pay higher opportunity cost to solve the non-performing loans problem. The greater part banks have technical improvement. The technical efficiency of new banks is better than old banks’, and financial Holding banks’ worse than non-financial Holding banks’. The allocative efficiencies of old banks and financial holding banks are better then other banks. The profit efficiencies of old banks and financial holding banks are also better then other banks.
一、中文
黃台心（1997），「台灣地區本國銀行成本效率之實證研究－隨機邊界模型之應用」，人文及社會科學集刋，第九卷第一期，85-123。new window
黃台心（1999），「由利潤函數衡量我國銀行廠商之經濟效率－參數計量法的應用」，經濟論文，第二十七期，283-309。new window
黃台心、王美惠、歐陽良裕（2000），「台灣銀行業投入產出面技術效率與規模效率分析－資料包絡分析法之應用」，東吳經濟商管學報，第31期，1-27。
劉祥熹、林秀峰（2000），「臺灣地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，553-588。new window


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