銀行業績效之衡量-SFA和網路DEA的應用__臺灣人文及社會科學引文索引資料庫

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題名：	銀行業績效之衡量-SFA和網路DEA的應用
作者：	馮孟忠
作者(外文)：	PHUNG, MANH TRUNG
校院名稱：	國立雲林科技大學
系所名稱：	財務金融系
指導教授：	鄭政秉
學位類別：	博士
出版日期：	2019
主題關鍵詞：	銀行效率；隨機前緣分析；網路資料包落分析；資源共享力；Banking efficiency；Stochastic frontier analysis；Meta-frontier；Network data envelopment analysis；Shared resources
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:0 共同引用:0 點閱:2

績效衡量在管理及改善效率的程序中扮演著關鍵的角色。由於績效是一個廣義的術語，評估方法是非常多樣化的。本文採用兩種現今最流行的方法，即隨機前緣分析（SFA）和資料包絡分析（DEA）來估計幾個國家銀行業的技術效率。SFA和DEA是基於對技術效率的不同觀點構建的。除了績效評估的能力之外，每種方法都可以對效率不足的原因提供不同見解，也因此提供不同的方法與建議來解決相同的問題：如何提高決策單位（DMU）的績效。
經濟國際化和金融全球化導致了銀行業更加的激烈競爭。在這樣的環境下使得銀行業務變得更加複雜和多樣化。不僅傳統業務，如利息收入之業務，還有非利息業務（支付和交易，財富管理，保證業務），都有助於世界各地銀行業的擴張和生存。因此，評估銀行業的經營績效和確定效率不足的因素變得越來越重要。本論文包括四項研究，採用SFA和DEA方法估算台灣，中國和越南三個國家銀行業的技術效率。為了整合一些研究爭議，反映當今銀行業的實際情況，本論文的研究方法採用了SFA和DEA中的當今最新理論與技術。
本研究在理論和實證，有助於銀行業績效的衡量。第2章和第3章明確闡釋了銀行業在技術效率上最關注的兩大環境因素；操作風險和所有權結構之間的關係。另一方面，第4章和第5章包含了銀行的運作，並關注系統中發生的內部問題。然而，由於一些限制，這些研究仍然存在一些限制，希望它們是我們未來研究的另一股動力。

以文找文

Measuring performance is a one of critical procedures in every corner of the economy to understand, manage and improve the efficiency of a system. Because performance is a broad term, the evaluating approaches are diversified. This dissertation employs two of the most popular approaches, namely stochastic frontier analysis (SFA) and data envelopment analysis (DEA) to estimate the technical efficiency of banking industry several countries. Note that SFA and DEA are build based on different perspectives toward the technical efficiency. Beside the ability of performance estimating, each approach can provide different insights of the inefficiency’s origin, and therefore, offer different suggestions to solve the identical issue: How to improve the performance of decision making units (DMUs).
The economic and financial globalization has led to an aggressive competition in banking industry. To adopt with such environment, banking’s activities have become more complex and diversified. Not only the traditional business, such as credit, but also non-interest based activities (payment and transaction, wealth management, guarantee services) are contributing to the expansion and survival of banking industry all over the world. Appraising performance and determining inefficient factors in banking industry are, therefore, becoming more and more crucial. This dissertation includes four studies which employ both SFA and DEA approaches to estimating the technical efficiency of banking industry in three countries, that are Taiwan, China and Vietnam. In order to integrate some attractive research issues and reflect as much as the real world situation, the studies in dissertation utilize up-to-date theories and several advanced techniques in SFA and DEA.
The studies in this dissertation contribute to the literature of measuring performance of banking industry in both theoretical and empirical aspect. For instant, chapter 2 and chapter 3 evident the relationship between technical efficiency of banking industry with two of the most concern environmental factors, operational risk and ownership structure. On the other hand, chapter 4 and chapter 5 attempt to generalize the operation of banking and focus on internal problems happened in the system. However, due to some constrains, there still exist some limitations in these studies and I hope they will be the motivation to encourage future researches.

以文找文

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