臺灣博碩士論文加值系統

本文以2007年6月至2015年12月的31家本國銀行為樣本，檢驗企業集團放款集中度如何影響銀行的獲利能力與放款品質。實證結果發現，企業集團放款集中度越高，會導致獲利能力與放款品質降低。此外，資產規模較小、淨值比率較高與人事費用控制效率較佳的銀行具有較高的獲利能力。淨值比率較高與人事費用控制效率較佳的銀行具有較佳的放款品質。最後，全球金融危機時期銀行的獲利能力與放款品質明顯降低。

By using a sample of 31 domestic banks over the period from June 2007 to December 2015, we examine how the loan concentration to business groups affect profitability and loan quality of banks. The empirical results found that the higher the loan concentration to business groups, the lower profitability and loan quality. In addition, banks with smaller asset size, higher capital ratio and better personnel costs control efficiency have higher profitability. Banks with higher capital ratio and better personnel costs control efficiency have better loan quality. Finally, profitability and loan quality of banks during the global financial crisis significantly reduced.

中文摘要　 --------------------------------------------------------------------------------- Ⅰ
英文摘要 --------------------------------------------------------------------------------- Ⅱ
誌謝 --------------------------------------------------------------------------------- Ⅲ
目錄 --------------------------------------------------------------------------------- Ⅳ
表目錄 --------------------------------------------------------------------------------- Ⅴ
圖目錄 --------------------------------------------------------------------------------- Ⅵ
第壹章 緒論 ----------------------------------------------------------------------------- 1
第一節 研究背景與動機 ------------------------------------------------------------ 1
第二節 研究目的 --------------------------------------------------------------------- 5
第三節 論文結構 --------------------------------------------------------------------- 6
第貳章 文獻探討 ----------------------------------------------------------------------- 7
第一節 企業集團融資之相關文獻 ------------------------------------------------ 7
第二節 銀行放款集中度對績效與風險影響之相關文獻 --------------------- 9
第參章 研究方法 ----------------------------------------------------------------------- 13
第一節 研究架構與研究假說 ------------------------------------------------------ 13
第二節 變數定義與衡量 ------------------------------------------------------------ 18
第三節 模型設定與參數估計方法 ------------------------------------------------ 21
第四節 樣本與資料 ------------------------------------------------------------------ 24
第肆章 實證結果與分析 -------------------------------------------------------------- 26
第一節 變數敘述性統計 ------------------------------------------------------------ 26
第二節 企業集團放款集中度對獲利能力和放款品質之影響 ----------------- 31
第伍章 結論與建議 -------------------------------------------------------------------- 49
第一節 研究結論 --------------------------------------------------------------------- 49
第二節 研究建議 --------------------------------------------------------------------- 50
參考文獻 ----------------------------------------------------------------------------------- 52
附錄一 -------------------------------------------------------------------------------------- 61
表目錄
表1 本國銀行2000年至2015年利息收入佔營收比重與放款佔資產比重 ------ 1
表2 樣本銀行名稱 --------------------------------------------------------------------------- 25
表3 變數敘述性統計 ------------------------------------------------------------------------ 27
表4 獲利能力、放款品質與企業集團放款集中度相關係數矩陣 ------------------ 30
表5 年資料之模型選擇檢定結果 --------------------------------------------------------- 32
表6 資產報酬率(ROA)固定效果模型之年資料參數估計結果 ---------------------- 35
表7 淨值報酬率(ROE)固定效果模型之年資料參數估計結果 ---------------------- 36
表8 逾期放款比率(NPLR)固定效果模型之年資料參數估計結果 ----------------- 37
表9 備抵呆帳比率(LLPR)固定效果模型之年資料參數估計結果 ----------------- 38
表10 季資料之模型選擇檢定結果 -------------------------------------------------------- 40
表11 資產報酬率(ROA)固定效果模型之季資料參數估計結果 --------------------- 43
表12 淨值報酬率(ROE)固定效果模型之季資料參數估計結果 --------------------- 44
表13 逾期放款比率(NPLR)固定效果模型之季資料參數估計結果 ---------------- 45
表14 備抵呆帳比率(LLPR)固定效果模型之季資料參數估計結果 ---------------- 46
表15 銀行獲利能力與放款品質影響因素之年資料與季資料實證總結 ---------- 48
圖目錄

圖1 研究架構 ------------------------------------------------------------------------------ 14
圖2 樣本銀行2007~2015年平均獲利與放款品質 --------------------------------- 28
圖3 樣本銀行2007年第2季~2015年第4季平均獲利與放款品質 ----------- 28

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