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題名:臺灣銀行業管理品質與成本效率之分析
書刊名:管理評論
作者:蔡蕙安 引用關係黃斐文
作者(外文):Tsai, Diana H.Huang, Fei-wen
出版日期:1999
卷期:18:3
頁次:頁35-55
主題關鍵詞:管理品質銀行效率因果關係檢定臺灣銀行業Management qualityDynamic cost efficiencyGranger CausalityTaiwanese bankings
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(5) 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:5
  • 共同引用共同引用:37
  • 點閱點閱:38
     金融自由化的衝擊及整個金融環境的變革之下,國內銀行業面臨日益增大的經營 壓力與競爭,使得體質不良的銀行可能會因為無法承受此一重大衝擊,而有「倒閉」危機的 發生。「資產品質不佳」和「管理不良」是銀行倒閉之重要因素,經濟不景氣或金融風暴僅 是使管理不佳因素浮現之導因。故本文考慮了管理品質本身之內、外生性質,設立五個假說 :運氣不佳、管理不良、短視近利、道德危機、及風險偏好,以探討成本效率、放款品質、 自有資本及其資產組合型態間之關係。 本研究採因果關係檢定( Granger-causality test )來驗証臺灣銀行業管理品質與成本效率的關係。實証結果顯示:( 1 )「運氣不佳」假 說成立,資產品質與成本效率間有相互影響之關係存在。 ( 2 )「管理不良」與「短視近 利」之效果相互抵銷,而使得問題放款導致短期成本效率下跌的結果並不顯著。 ( 3 )「 道德危機」假說成立,自有資本比率過低的銀行,未來問題放款增加的風險較高,但此結果 並不顯著。 ( 4 )「風險偏好」假說成立,高風險資產組合,使未來產生呆帳的機率上升 ,而促使成本效率下跌。
     Taiwanese bankings are facing the evolving managerial environment and increasing competition in the process of financial liberalization. The ill-structured banks with "bad portfolio quality" and "poor management" may even succumb to bankruptcy, especially under the exposure to financial crisis. Considering the internal and external nature of the management quality, we formulate five hypotheses: bad luck, bad management, skimping, moral hazard, and risk preference hypotheses. We employ Granger-causality techniques to examine these five hypotheses to investigate the relationships among cost efficiency, loan quality, bank-owned capital, and the portfolio combination pattern. The empirical result shows that: 1) the "bad luck" hypothesis is valid that there is interactive relationship between nonperforming loan and bank efficiency; 2) the inverse effects of "bad management" and "skimping" hypotheses conclude that the nonoperforming loans may cause insignificant impacts on the short-term efficiency; 3) the "moral hazard" hypothesis is valid that the lower bank-owned capital is the higher nonperforming loan; and 4) the "risk preference" hypothesis suggests that high risky portfolio combination is another reason for low bank efficiency.
期刊論文
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13.謝德宗(19920200)。銀行產業組織與生產成本文獻綜覽。臺北市銀月刊,23(2)=269,2-22。  延伸查詢new window
14.Battese, George E.、Coelli, Timothy J.(1995)。A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data。Empirical Economics,20(2),325-332。  new window
15.Battese, George E.、Coelli, Timothy J.(1992)。Frontier Production Functions, Technical Efficiency and Panel Data: With Application to Paddy Farmers in India。Journal of Productivity Analysis,3(1/2),153-169。  new window
16.陳碧綉(19951100)。臺灣地區本國銀行成本邊界函數之分析。東吳經濟商學學報,16,109-154。new window  延伸查詢new window
17.Berger, Allen N.、Humphrey, David B.(1997)。Efficiency of Financial Institutions: International Survey and Directions for Future Research。European Journal of Operational Research,98(2),175-212。  new window
18.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
19.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
20.Berger, Allen N.、Mester, Loretta J.(1997)。Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?。Journal of Banking and Finance,21(7),895-947。  new window
21.Miller, Stephen M.、Kaparakis, E. I.、Noulas, Athanasios G.(1994)。Short-run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach。Journal of Money, Credit and Banking,26(4),875-893。  new window
22.Berger, A. N.(1993)。'Distribution-Free' Estimates of Efficiency in U. S. Banking Industry and Tests of the Standard Distribution Assumptions。The Journal of Productivity Analysis,4,261-292。  new window
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24.梁國樹(1994)。金融自由化國際化的現況與展望。產業金融季刊,83,2-14。  延伸查詢new window
25.蔡蕙安(1998)。臺灣本國銀行之實證模型研究:涵括調整成本與多維風險之分析。臺灣經濟學會年會論文集,1997,249-277。  延伸查詢new window
26.Humphrey, David B.、Pulley, Lawrence B.(1997)。Banks' Responses to Deregulation: Profits, Technology, and Efficiency。Journal of Money, Credit and Banking,29(1),73-93。  new window
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其他
1.Chen, B. S.(1997)。A Study on the Efficiency of Domestic Banks in Taiwan,Taiwan。  new window
 
 
 
 
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