臺灣博碩士論文加值系統

在金融機構管理的領域中，銀行與企業往來關係是近來所廣為被關注的重要議題之一。國內外文獻顯示出銀行與企業往來關係對於企業借款條件會造成影響，而本文則是進一步探討關係放款及資產品質與銀行經營效率之關聯性。
本研究首先利用資料包絡分析法評估台灣地區35家商業銀行之經營效率，並嘗試利用樣本銀行的16,138筆放款資料與逾放比資料，解釋銀行從事關係放款與其資產品質對本身經營效率之影響。主要研究結果顯示：
1.銀行給予大型企業交易型放款，對其經營效率有正面幫助。
2.台灣地區銀行業放款首要考量應為保障債權而非維持緊密往來關係。
3.企業與銀行往來關係密切可以提升銀行經營效率。
4.以規模效率而言，舊銀行應該縮減營業規模；新銀行則應擴大營業
規模。
5.不良債權提高對銀行經營效率將產生負面影響。
6.銀行管理階層本期若從事不當授信審核與監控，首先將降低銀行經營
效率，隨之將造成下一期逾期放款增加。

One of the primary issues of the modern literature on financial institutions has focused on the relationship between lending banks and borrowers. Empirical evidence also suggests that banking relationships influence loan pricing, availability of credit, collateral requirement and so on. In this study, we investigate how relationship lending and asset quality affect bank efficiency.
We collected the financial data of 35 Taiwanese banks and public companies from 1995 to 2001. We first estimated the technical and cost efficiency scores of sample banks by Data Envelope Analysis (DEA) and then utilized Tobit regression to analyze how relationship lending and non-performing loans (NPLs) affect bank efficiency. Finally, we also examined the effects of efficiency scores in the current year on the NPL in the following period. The major empirical results include:
1.Banks with higher efficiency offer transaction-based loans
to large firms.
2.First consideration of loan officers is to protect the debt,
rather than keeping close relationship with their borrowers.
3.Maintaining close relationship with borrowers is able to
enhance bank efficiency.
4.Judging from their scale efficiency, old banks ought to
downsize and new banks should enlarge their scales.
5.NPL is found to be negatively associated with bank efficiency.
6.Low bank efficiency resulting from inadequate screening and
monitoring would cause even higher NPL in the next period.

第一章 緒論
第一節 研究背景與動機………………………………………………1
第二節 研究目的………………………………………………………2
第三節 研究流程與架構………………………………………………3
第二章 文獻探討
第一節 銀行往來關係之意義…………………………………………7
第二節 銀行在關係放款中所扮演的角色……………………………8
第三節 關係放款之相關研究…………………………………………9
第四節 銀行效率之相關實證文獻……………………………………14
第五節 關係放款與銀行效率之關係…………………………………15
第六節 銀行效率與問題放款之關係…………………………………18
第三章 研究設計
第一節 研究樣本與資料來源…………………………………………21
第二節 研究假說………………………………………………………23
第三節 DEA模式之介紹.………………………………………………30
第四節 實證迴歸模型…………………………………………………36
第五節 統計方法簡介…………………………………………………38
第四章 實證結果與分析
第一節 模型變數之相關分析…………………………………………42
第二節 敘述統計分析…………………………………………………43
第三節 銀行經營效率之評估…………………………………………46
第四節 關係放款與銀行經營效率之實證分析………………………49
第五章 結論與建議
第一節 結論……………………………………………………………62
第二節 研究限制與對後續研究者建議………………………………65
參考文獻………………………………………………………………… 66
附錄一 個別銀行之技術效率……………………………………………71
附錄二 個別銀行之成本效率……………………………………………78

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