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題名:金融控股公司法實施對國內銀行業經營效率與生產力影響之分析
書刊名:朝陽商管評論
作者:張錫介
作者(外文):Chang, Hsi-chieh
出版日期:2005
卷期:4:2
頁次:頁93-126
主題關鍵詞:金控法資料包絡法Malmquist生產力指數Tobit迴歸經營效率Financial holding company actData envelopment analysisMalmquist productivity indexTobit regression methodOperational efficiency
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:186
  • 點閱點閱:54
本研究旨在探討金融刺股公司法對國內銀行業經營效率的影響,研究期間民國88年至92年,以35家國內銀行為樣本,透過資料包絡分析法(Data Envelopment Analysis, DEA)及Malmquist生產力指數和Tobit迴歸模型,對國內銀行業作經營效率的分析,以瞭解目前銀行的經營概況及了解金控公司的成立是否真能為銀行帶來變革的契機。本研究之主要發現如下:(1)納入金控的銀行在金控實施前後經營效率皆高於非金控銀行,顯示金控銀行在經營上的確較具有優勢。(2)金控法實施後非隸屬金控的銀行在技術無效率來源轉變為規模無效率。(3)國內銀行業的生產力大多於穩定上升,而金控法實施使國內銀行生產力更明顯的提升,可見國內金融環境正在改善,體質漸趨穩健。(4)逾放比率是顯著負向影響經營效率,而相對資產規模、安全性指標、業務多角化程度為正向影響經營效率。
This research studies the influences of the Financial Holding Company Act on the operational efficiency of Taiwan’s banking industry. We examines 35 banks from year 1999 to 2003. Through Data Envelopment Analysis (DEA), Malmquist Productivity Index and Tobit regression method, we can understand whether the financial holding companies bring more benefits to the operational efficiency of Taiwan’s banking industry. This study finds four main facts. First, the operational efficiency of Bank Holding Companies (BHCs) is grater than that of Non-BHCs. This result shows the BHCs hae more advantages comparing to Non-BHCs in terms of the operational efficiency. Secondly, Non-BHCs are technically inefficient resulting from scale inefficiency after Financial Holding Company Act took effect. Thirdly, Malmquist Productivity Index of Taiwan’s banking industry between year 1999 and 2003 increases steadily. Since the Financial Holding company Act came to effect, it is evident that this figure has escalated even more rapidly. The underlying effect indicates that the financial arena in Taiwan is progressively improving. Finally, while using Tobit regression model, the results show that the Non-performing loan (NPL) ratio has negative effect and relative scale of assets, owned capital ratio and level of diversification have positive effects on the operational efficiency.
期刊論文
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11.馬裕豐(19940700)。銀行分支單位經營績效衡量模式之構建--資料包絡分析模式(DEA)的應用。企銀季刊,18(1),102-121。  延伸查詢new window
12.馬裕豐(19941000)。銀行分支單位經營績效衡量模式之構建--資料包絡分析模式(DEA)的應用。企銀季刊,18(2),13-24。  延伸查詢new window
13.Aly, Hassan Y.、Grabowski, R.、Pasurka, C.、Rangan, N.(1990)。Technical, scale, and allocative efficiencies in U.S. banking: An empirical investigation。Review of Economics and Statistics,72(2),211-218。  new window
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15.古永嘉、吳世勛(19950700)。以DEA模式評估我國商業銀行之經營效率。管理與系統,2(2),145-165。new window  延伸查詢new window
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17.葉彩蓮、陳澤義(20000900)。銀行經營績效評估:財務比率與DEA的整合。東吳經濟商學學報,30,19-42。new window  延伸查詢new window
18.鄭秀玲、劉育碩(20000300)。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,12(1),103-148。new window  延伸查詢new window
19.Sherman, H. David、Gold, Franklin(1985)。Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis。Journal of Banking and Finance,9(2),297-315。  new window
20.Amemiya, T.(1973)。Regression analysis when the dependent variable is truncated normal。Econometrica,41(6),997-1016。  new window
21.Noulas, A. G.(1997)。Productivity Growth in the Hellenic Banking Industry: State versus Private Banks。Applied Financial Economics,7,223-228。  new window
22.Miller, S. M.、Noulas, A. G.(1996)。The Technical Efficiency of Large Bank Production。Journal of Banking and Finance,20,495-509。  new window
23.Banker, Rajiv D.、Charnes, Abraham、Cooper, William Wager(1984)。Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis。Management Science,30(9),1078-1092。  new window
24.Seiford, Lawrence M.(1996)。Data Envelopment Analysis: The Evolution of the state of the Art (1978-1995)。Journal of Pharmaceutical Analysis,7(2/3),99-137。  new window
25.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
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27.鄭秀玲、劉錦添、陳欽奇(19970300)。臺灣中小企業銀行的效率分析(1986-1994年)。經濟論文,25(1),69-95。new window  延伸查詢new window
研究報告
1.Coelli, T.(1996)。A Guide to DEAP Version 2.1: A Data Envelopment Analysis (Computer) Program。Armidale:Department of Econometrics, University of New England。  new window
學位論文
1.沈文華(2000)。具集團企業背景的銀行面對金融風暴前後經營效率之分析(碩士論文)。中國文化大學。  延伸查詢new window
2.童宗傑(2001)。台灣地區新銀行經營績效比較分析資料包絡分析法之應用(碩士論文)。國立中山大學。  延伸查詢new window
3.黃旭男(1993)。資料包絡分析法使用程序之研究及其在非營利組織效率評估上之應用(博士論文)。國立交通大學。new window  延伸查詢new window
圖書
1.孫遜(2004)。資料包絡分析法:理論與應用。揚智文化事業股份有限公司。  延伸查詢new window
圖書論文
1.Fare, R.、Grosskopf, S.、Lindgren, B.、Ross, P.(1989)。Productivity Development in Swedish Hospitals: A Malmquist Output Index Approach。Data Envelopment Analysis: Theory, Methodology and Application。Boston:Kluwer Academic Publishers。  new window
 
 
 
 
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