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題名:以非射線資料包絡分析法衡量本國銀行OBU之營運績效
書刊名:臺灣銀行季刊
作者:卓佳慶
出版日期:2011
卷期:62:2
頁次:頁25-41
主題關鍵詞:銀行營運績效非射線資料包絡分析法OBU
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:7
  • 點閱點閱:14
傳統上研究銀行績效的方法大多偏重在財務比例的分析,近來已有不少文獻採用作業研究( operational research ) 的方法進行評估, 特別是資料包絡分析法( data envelopment analysis, DEA)的運用。若依決策單位(decision making unit, DMU)的要素投入及/或產出投射至效率前緣(frontier)的方式歸類,DEA可區分為射線DEA (radial DEA)與非射線DEA(non-radial DEA),本研究將運用後者的未定向差額變數衡量法(non-oriented slack-based measure, non-oriented SBM)衡量2007-2008年間,本 國24家銀行OBU(含國外分行)的技術效率(technical efficiency)。由於最具技術效率(即效率值為1)的DMU通常不只一家,本研究另以SBM超效率衡量法(slackbased measure of super-efficiency)進一步區分其效率的高低,並以SBM衡量的麥氏指數(SBM-based Malmquist Index)計算24家銀行OBU在2007-2008年期間的總要素生產力變動及其變動來源。
期刊論文
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圖書
1.Cooper, W. W.、Seiford, L. M.、Tone, K.(2000)。Data Envelopment Analysis: A Comprehensive Text with Models Applications References and DEA-Solver Software。Kluwer Academic Publishers。  new window
 
 
 
 
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