臺灣博碩士論文加值系統

本研究將台灣地區本國商業銀行作為研究主體，採用兩階段資料包絡分析法的非合作(Leader-Follower)模型與合作模型，評估台灣銀行產業在2009年至2012年分別以獲利效率為領導者、以市場效率為領導者以及獲利效率與市場效率為合作之情況下，整體效率表現及兩階段之效率變化，並結合管理矩陣分析各DMU之管理意涵，及Wilcoxon雙樣本檢定使數據分析更扎實。
本文將兩階段分為獲利效率與經營效率，第一階段探討獲利效率，以員工人數、固定資產、存款總額作為第一階段投入變數，利息收入、放款、投資為第一階段產出變數；第二階段探討經營效率，將第一階段產出變數作為第二階段投入變數，而第二階段產出變數為淨值、資產報酬率、每股盈餘。
實證結果顯示：
1.以獲利效率為領導者時，兩階段效率差距最大，而以市場效率為領導者時，兩階段效率差距最小，且有逐年縮小之趨勢，表示以市場效率為領導者時，兩階段之效率發展較為平均。
2.所評估之整體效率值在合作與非合作模式下，合作模式之整體效率值並無明顯高於非合作模式下之效率值，且以市場效率為領導者的兩階段效率值差距小於在合作模式下兩階段效率值之差距。
3.在高於效率平均值時，舊銀行家數在獲利效率多於新銀行家數，而新銀行家數在市場效率上多於舊銀行家數，而在整體效率方面，新舊銀行家數無明顯差距。

This thesis applies Leader-Follower model and Cooperation model data envelopment analysis (DEA) to evaluate the performance of bank industry in Taiwan during the year 2009 to 2012. Also, it combined with management matrix analysis and management implications of each DMUs, and Wilcoxon two-sample test analysis of the data more solid.
This paper will be divided into two stages, called profitability efficiency and operating efficiency. In the first stage, input items are fixed aeests, number of employees and total deposits; interest income, loans and investments are chosen as the output variables for first stage and the input variable for the second stage; as for the output variables of the second are net value, return on assets and earnings per share.
The empirical results show:
1.When profitability is regarded as the leader, the biggest gap between the two stage efficiency;when marketability is considered to be the leader, the smallest gap between the two stage efficiency, and reduced year by year, which means that when marketability is considered to be the leader, the efficiency of the two-stage development more evenly.
2.Compare with cooperation and non-cooperative mode, the overall efficiency of the value of the cooperation are not significantly higher than the non-cooperative mode.
3.Higher than the average efficiency, old banks are more than new banks in profitability efficiency, and new banks are more than old banks in marketing efficiency, finally old and new banks are almost the same in overall efficiency.

第一章 緒論
第一節 研究背景
第二節 研究動機與目的
第三節 研究架構與流程
第二章 文獻回顧
第一節 DEA法與兩階段DEA法之相關文獻
第二節 國內外DEA相關文獻彙總
第三章 研究方法
第一節 定義各類經濟效率指標
第二節 資料包絡分析法
第三節 兩階段資料包絡分析法
第四章 實證結果與分析
第一節 資料來源與變數說明
第二節 實證結果分析
第三節 管理矩陣分析
第四節 無母數檢定
第五章 結論
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