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題名:網路銀行與多角化程度影響銀行經營效率之分析
作者:賴衍熙
校院名稱:東吳大學
系所名稱:經濟學系
指導教授:吳志炎
邱永和
學位類別:博士
出版日期:2002
主題關鍵詞:網路銀行多角化經營隨機邊界成本函數效率規模經濟金融控股公司資本適足率無效率因子
原始連結:連回原系統網址new window
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本文主要是探討民國1998年至2001年間具有完整年資料之42家本國銀行經營效率之變動分析,依據Battess and Coelli (1995)的文章,利用最大概似法(MLE),估計Panel Data資料型態的隨機邊界成本函數(Stochastic Frontier Cost Function),以一階段方式估計,推估成本無效率參數值,同時進一步估計影響銀行技術無效率的因子,尤其在網路銀行所提供的服務項目、多角化經營與風險變數等變數,對銀行成本效率是否具有重要的影響效果。
本研究以隨機邊界法,衡量我國台灣地區商業銀行經營效率,包括42家本國銀行,資料期間為1998年至2001年。由本研究實證結果發現:
(1)本國銀行利用網路銀行確實能經營的效率,網路銀行提供服務的項目數和銀行成本無效率之間具有顯著的負向關係,網路銀行提供服務的項目數目越多,會使銀行成本無效率越低,銀行結合網路科技,能降低銀行成本上的無效率。
(2)在實證中多角化程度因子和銀行成本無效率間有顯著的正向關係。其可能的原因為銀行剛開始多角化時,業務增加繁多,可能造成越不專業,或人事成本支出增加,使得銀行成本無效率越高,不過長期多角化經營後,銀行經過調整,可能會使得無效率因素改善。
(3)風險變數設定為模型內生變數而不是技術無效率因子時,顯著水準相對提高,顯示銀行風險變數為銀行成本結構的內生變數模型較能充分反應銀行經營效率。
(4)在所有模型中,均顯示本國銀行具有規模經濟,但本國銀行範疇經濟並不顯著其原因可能為:本文使用的兩種產出,淨投資與放款,在銀行屬於不同部門,彼此可分享的共同投入較少。考慮銀行的業務屬於差異性小因此互補性不大的情況下,範疇經濟的效益可能不顯著,未來利用金融控股公司的資料,考量跨業經營具有較高互補的特性,範疇經濟的顯著水準可能會提高。
(5)成立金融控股公司後具有成本效率的條件,必定需要比成立前個別金融產業的成本何來的低,亦即個別金融機構不同要素投入價格相乘的加總需大於2倍金融控股公司不同要素投入價格相乘。
根據本研究的實證分析顯示,以成本邊界衡量我國銀行經營效率,無論以網路銀行、多角化經營或是風險變數對銀行效率皆有顯著影響。未來金融機構應依自己的核心能力,儘速規劃整體競爭策略及營運目標,並持續累積核心資源,在朝大型化發展的同時,保持組織彈性及資源的靈活運用,避免組織僵化及資源僵固所導致的經營風險。在成本方面,有效的資源整合與風險管理,對於整體經營成本的下降,自然有所助益。在品質方面,銀行要能有效掌握消費者的需求缺口,並運用多元金融業務的特性,研發新的商品組合,創造金融商品新的附加價值及差異性,提供完整的產品線,才能在劇烈的金融競爭環境下,取得競爭優勢。
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