臺灣博碩士論文加值系統

在金融自由化與國際化的衝擊下，銀行業的經營環境不斷變遷改革，使得整體環境充滿機會與威脅，金融體系的健全與否攸關著經濟與社會能否穩定發展。1991年政府開放15家民營銀行設立後，台灣金融業蓬勃發展。近年來，越南在亞太地區的經濟發展與投資環境甚獲投資者青睞，台資企業轉向越南等東南亞地區找尋第二生產基地。因此，台資銀行也跟隨台商腳步布局亞洲市場，拓展商機，提升銀行獲利機會，分散經營風險，擴大國際競爭力。因此，如何分析銀行的競爭優劣勢及選擇最佳的經營策略，尋求最佳績效，應為銀行首要面臨的重要課題。
擬定競爭策略時，必須先暸解銀行之相對效率為何?哪些因素會影響其經營效率?故本研究擬從效率觀點切入，採資料包絡分析法 ( Data Envelopment Analysis, DEA)為分析工具，除就資料包絡分析法之基本觀念、模式演進及使用程序等先予以說明釐清外，並以二家台資公銀與四家越南上市銀行為研究對象，蒐集2006年至2013年財務資料等予以實證，進行效率分析、差額變數分析、敏感性分析、總要素生產力變動分析等，藉以觀察這六家銀行長期營運相對效率之變化。
研究發現，銀行增資後的效率表現優於增資前的效率表現；台資銀行效率表現優於越資銀行；第一銀行胡志明分行的技術效率變動、生產技術變動均呈現成長趨勢，總要素生產力變動成長幅度最大。本文應為國內第一篇針對越南台資與越資銀行進行營運績效評比的實證論文，將時間序列資料(time-series data)轉換成縱橫斷面資料(panel data)，進行總要素生產力變動的動態分析，亦為本研究獨特之處。

In the financial liberalization and internationalization title shot, the changing banking environment reform, making the overall environment is full of opportunities and threats, the soundness of the financial system at stake whether the economic and social stability and development. After 80 years of Republican government opened 15 private banks established in Taiwan's financial industry to flourish kill exhibition. The face of major changes in the overall domestic financial ecology in recent years, Vietnam's economic development and investment environment in the Asia-Pacific region and even favored by investors, Taiwan-funded banks turning Vietnam and other Southeast Asian region to find a second production base. Therefore, Taiwan-funded banks have to follow the footsteps of the layout of the Asian markets of Taiwan to explore business opportunities, enhance the profitability of the bank the opportunity to spread business risk, and expand international competitiveness. So, how to analyze the bank's competitive advantages and disadvantages, and choose the best business strategy, seeking the best performance, is an important issue to be faced by the banks.
Formulating competitive strategy, we must first understand the relative efficiency of all banks. What factors will affect its operating efficiency? Therefore, this study intends to cut from an efficiency point of view , mining data envelopment analysis (DEA) as analytical tools , in addition to the information envelope basic concept analysis , the model evolution and use of procedures such as first be described clarified , but be positive and two Taiwan public-funded banks and four IPO banks in Vietnam for the study, collected from 2006 to 2013 financial information, etc., for efficiency analysis, slack variable analysis , sensitivity analysis, changes in total factor productivity analysis, in order to observe these six banks long-term changes in the relative efficiency of operations .
The study found that the efficiency of the performance of the bank 's capital after the capital increase before the superior efficiency performance ; Taiwanese banks outperformed the more efficient banks ; changes in technical efficiency of the first bank branch in Ho Chi Minh City, the changes showed a growing trend in production technology , changes in total factor productivity greatest growth . This article shall be first and the more domestic-owned banks operating performance appraisals for Vietnam Taiwan-funded empirical thesis, the time series data converted into panel data, changes in total factor productivity conduct dynamic analysis, which is also the study unique.

致 謝 I
摘要 II
Abstract IV
目錄 VI
圖目錄 VIIII
表目錄 IXX
第一章 緒論 1
第一節 研究動機與背景 1
第二節 研究問題與目的 2
第三節 研究方法與流程 5
第四節 研究範圍與對象 8
第二章 文獻探討 11
第一節 越南金融業及經濟的發展演進與現況 11
第二節 越南匯率與利率的變動情形 12
第三節 越南銀行的現況分析 16
第四節 台資銀行於越南競爭情況 22
第五節 台商在越南當地經營現況 25
第六節 銀行經營績效評估文獻 29
第三章 研究資料與方法設計 35
第一節 研究架構 35
第二節 研究變數的選取 36
第三節 研究樣本與資料說明 40
第四節 研究方法 48
第四章 實證分析 55
第一節 基本統計資料分析 55
第二節 效率分析 57
第三節 差額變數分析 74
第四節 敏感度分析 84
第五節 總要素生產力變動分析 92
第五章 結論與建議 106
第一節 結論與研究發現 106
第二節 管理意涵 109
第三節 研究限制 110
第四節 後續研究建議 111
參考文獻 112
附錄一 各銀行投入與產出資料 117

一、中文部分
吳錦添，2008。台資銀行對越南台商授信策略之研究，國立中山大學管理學院高階經營碩士學程在職專班碩士論文。
林宛蓉，2008。兩岸銀行業效率與生產力分析，東吳大學經濟學系碩士論文。
梁雅婷，2009。大中華經濟圈銀行業經營績效研究-應用Meta-frontier模型，國立高雄大學經營管理研究所碩士論文。
陳奕穎，1996。台灣地區銀行經營效率之評估與探討，雲林技術學院企業管理技術研究所未出版碩士論文。
陳富強、馮淑琴、方顯光，2011。探討台灣地區本國銀行獲利能力與市場能力－二階段DEA，華人經濟研究，第九卷第二期，33-52。
黃筱君，2011。臺北市新北市戶政事務所效率評估之研究－資料包絡分析法之應用，臺北大學公共行政暨政策學系未出版碩士論文。
張麗娟、鍾雅雯，2010。探討臺灣商業銀行國際化程度與多角化策略對經營績效之影響，中華管理評論國際學報，第十三卷第三期，1-12。
經濟部投資業務處越南投資環境簡介。2013年越南企業家數統計情形，資料蒐集：越南/駐越南台北經濟文化辦事處經濟組。
越南銀行業現況，日期:2012/9/20。資料來源:經濟部/駐越南台北經濟文化辦事處經濟組
謝文玲，2006。台資銀行與西方國家銀行在越南經營策略之比較研究，中原大學國際貿易學系碩士論文。
二、英文部分
Allen, L. and Rai, A., 1996. Operational Efficiency in Banking: An International Comparison, Journal of Banking and Finance, 20, 655-672.
Aly, H.Y., Grabowski, R., Pasurka, C., Rangan, N., 1990. Technical, scale and allocative efficiencies in U.S. banking: An empirical investigation. The Review of Economics and Statistics, 72, 211-218.
Banker, R. D., 1984. Estimating Most Productive Scale Size Using Data Envelopment Analysis, European Journal of Operational Research, 17, 35-44.
Banker, R. D., A. Charnes, and W. W. Cooper, 1984. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis, Management Science, 30, 1078-1092.
Battese, G. E., Rao, D.S.P. and O’ onnell, C. J., 2004. A Metafrontier Production Function for Estimation of Technical Efficiencies and Technology Gaps for Firms Operating Under Different Technologies, Journal of Productivity Analysis, 21, 91-103.
Berger, A.N., Hancock, D., Humphrey, D.B., 1993. Bank efficiency derived from the profit function. Journal of Banking and Finance, 17, 317-348.
Bowlin, W., 1987. Evaluating the efficiency of US Air Force real-property maintenance activities, Journal of the Operational Research Society, 38, 127-135.
Caves, D. W., L. R. Christensen, and W. E. Diewert, 1982. Multilateral Comparison of Output, Input and Productivity Using Superlative Index Numbers, Economic Journal, 92, 73-86.
Charnes, A., W. W. Cooper, and E. Rhodes, 1978. Measuring the Efficiency of Decision Making Units, European Journal of Operational Research, 2, 429-444.
Drake, L., Hall, M.J.B., 2003. Efficiency in Japan banking: an empirical analysis. Journal of Banking and Finance, 27, 891-917.
English, M.S. Grosskopf, K.Hayes and S.Yaisawarng, 1993. Output Allocative and Technical Efficiency of Banks, Journal of Banking and Finance,17, 349-366.
Fare, R., S. Grosskopf, M. Norris, and Z. Zhang, 1994. Productivity Growth, Technical Progress and Efficiency Changes in Industrialized Countries, American Economic Review, 84, 66-83.
Favero C.A. and L. Papi, 1995. Technical Efficiency and Scale Efficiency in The ltalian Banking Sector: A Non-Parametric Approach, Applied Economics, 27, 385-395.
Grabowski, R., N. Rangan, and R. Rezavanian, 1994. The Effect of Deregulation on the Efficiency of U.S. Banking Firms, Journal of Economics and Business, 46, 39-54.
Kuo, H.C., Sheu, J.W., Li, Y., Hsu, W.L., 2001. Efficiency measurement for Taiwan’s commercial banks: An application of the DEA model. Asia Pacific Review of Social Science and Technology, 1, 129-148 (in Chinese).
Laeven, L., 1999. Risk and Efficiency in East Asian Banks, The World Bank Working Paper, NO.2255.
Lang J.R .and P.A .Golden, 1989. Evaluating the Efficiency of Sbdcs with Data Envelopment Analysis: A Longitudinal Approach, J Small Business Management, 27(2), 42-49.
Li, Y., 2003. The Asian financial crisis and non-performing loans: Evidences from commercial banks in Taiwan. International Journal of Management, 20, 69-74.
Li, Yang, Hsien-Chang Kuo, and Tsz-Yi Ke, 2006. Decomposing TFP of Foreign-owned Commercial Banks in Application of Directional Distance Function, presented at The Asia-Pacific Productivity Conference 2006, Seoul.
Lin, P.W., 2002. An efficiency analysis of commercial bank mergers in Taiwan: Data envelopment analysis. Taiwan Academy of Management Journal, 1, 341-355.
Malmquist, S., 1953. Index Numbers and Indifference Surfaces. Trabajos de Estatistica, l4, 209-242.
Miller, S.M., Noulas, A.G., 1996. The technical efficiency of large bank production.Journal of Banking and Finance, 20, 495-509.
Norman, M. and B. Stocker, 1991. Data Envelopment Analysis: the assessment of performance, N. Y.: John Wiley & Sons Inc.
Oral, M., Yolalan, R., 1990. An empirical study on measuring operating efficiency and profitability of bank branches. European Journal of Operational Research, 46, 282-294.
Oral, M., O. Kettani, and R.Yolalan, 1992. An Empirical Study Analyzing the Productivity of Bank Branches, JJE Transactions, 24, 166-177.
Portela, C.A.S. and Thanassoulis Emmanuel, 2008. A Circular Malmquist-Type Index for Measuring Productivity, Working Paper.
Raphael, Gwahula, 2013. Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Efficiency in Tanzania: A Two-Stage Analysis, European Journal ofBusiness and Management, 5(2), 142-154.
Ray, S. C. and H. J. Kim, 1995. Cost Efficiency in the US Steel Industry: A Nonparametric Analysis Using Data Envelopment Analysis, European Journal of Operational Research, 80(3), 654-671.
Tone, K. and B. K. Sahoo, 2005. Evaluating Cost Efficiency and Returns to Scale in the Life Insurance Corporation of India Using Data Envelopment Analysis, Socio-Economic Planning Sciences,39(4), 261-285.
Shephard, R. W., 1970. Theory of Cost and Production Functions, Princeton University Press, Princeton.
Sherman H.D & F. Gold., 1985. Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis, Journal of Banking and Finance, 9, 297-315.
Thompson, R. G., F. D. Singleton, R. M. Jr., Thrall, and B. A. Smith, 1986. Comparative Site Evaluations for Locating a High-Energy Physics lab in Texas, Interfaces, 16(6), 35-49.
Tortosa-Ausina, E., 2003. Nontraditional activities and bank efficiency revisited: A distributional analysis for Spanish financial institution. Journal of Economics and Business, 55, 371-395.
Yue, P., 1992. Data envelopment analysis and commercial bank performance: A primer with applications to Missouri banks. Federal Reserve Bank of St. Louis, 31-45.