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研究生:周潁玉
研究生(外文):Ying Yu Chou
論文名稱:台灣地區銀行績效評估論文
論文名稱(外文):A Study on the Performance of Taiwanese Banking Industry
指導教授:孫 遜
指導教授(外文):Shinn Sun
學位類別:碩士
校院名稱:真理大學
系所名稱:管理科學研究所
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2006
畢業學年度:94
語文別:中文
論文頁數:165
中文關鍵詞:銀行生產力績效評估資料包絡分析法麥氏指數
外文關鍵詞:Banking industryPerformance MeasurementData Envelopment AnalysisMalmquist Index
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本研究旨在探討2001-2004年台灣地區全國銀行、本國銀行、外商銀行及上市上櫃銀行營運績效及生產力變動趨勢。研究問題有五:(1)以生產法評估及台灣地區全國銀行、本國銀行、外商銀行營運績效與生產力變動趨勢;(2)以中介法分別探討台灣地區全國銀行、本國銀行、外商銀行營運績效;(3);探討台灣地區本國與外國銀行何者績效為佳?(4) 以二階段法探討台灣地區上市上櫃銀行之整體績效與生產力變動趨勢(5)以二階段法探討台灣地區上市上櫃銀行之收益力與市場力。本研究選取76家銀行(本國銀行42家、外國銀行34家)作為研究對象,以加權差額變數模式、交叉效率模式、對比模式進行生產力評估;採差額變數麥氏指數來分析生產力發展趨勢。研究發現: (1) 生產法:台灣地區全體銀行平均技術效率為0.2163,有49家銀行總因素生產力是呈現成長的趨勢;本國銀行平均技術效率為0.2016、有40家銀行總因素生產力是呈現成長的趨勢;外國銀行平均技術效率為0.1149,有10家銀行總因素生產力是呈現成長的趨勢;(2) 中介法:台灣地區全體銀行平均純技術效率為0.8877;本國銀行平均純技術效率為0.9150;外國銀行平均純技術效率為0.8963;(3)生產法:本國銀行績效比外國銀行績效佳;中介法;外國銀行績效比本國銀行佳(4)上市上櫃銀行之銀行平均技術效率為0.416;有10家銀行總因素生產力是呈現成長的趨勢(5)上市上櫃銀行收益力之平均效率為0.8184,市場力平均效率值為0.6913。
The purpose of this study is to assess the performance of Taiwanese Banking Industry over 2001-2004 and Research questions include (1) use Production Approach to assess the Taiwanese Banking Industry operating efficiency and productivity growth ;(2) use intermediation approach to assess the Taiwanese Banking Industry productivity (3)to assess the Taiwanese Bank which listed banks at stock exchange and over-the-counter market productivity and productivity growth; (4) to compare the banks productivity of domestic banks and foreign banks(5)to assess the Taiwanese Bank which listed banks at stock exchange and over-the-counter market profitability and marketability. This study use weighted slack-based measure (WSBM)、cross efficiency measure (CEM)、assurance region(AR)、Bilateral、data envelopment analysis (DEA)model and SBM-base Malmquist index .The results of this study show that: (1)Productivity Approach:Average technical efficiency of Taiwanese banks、domestic banks foreign banks are 0.2163、0.2016 and 0.1149;total factor productivity in Taiwanese banks、domestic banks and foreign banks was 49、40 and 10 increased(2)Intermediation Approach:Pure scale efficiency scores of Taiwanese banks、domestic banks and foreign banks are 0.8877、 0.9150 and0.8963;(3)Productivity Approach:the performance of domestic banks are better;Intermediation Approach:the performance of foreign banks are better (4)Two-stage approach:Average technical efficiency are 0.4160 and 10 listed banks have gained positive changes in total factor productivity.(5)Two-stage approach: listed banks at stock exchange and over-the-counter market are rated 0.8080 for profitability and 0.6913 for marketability. Taitung Business Bank is rated as the best practice under CEM for profitability and King’s Bank is rated as the best practice under CEM for marketability.
目錄
目錄 I
表目錄 III
圖目錄 V
第一章 緒論 1
第一節 研究背景 1
第二節 研究動機與目的 4
第三節 研究問題 6
第四節 研究方法及架構 7
第五節 研究範圍與限制 10
第六節 研究內容 11
第二章 文獻探討 12
第一節 非DEA應用文獻 12
第二節 DEA應用文獻 14
第三節 DEA理論文獻 26
第四節 文獻小結 39
第三章 研究方法 42
第一節 研究流程 42
第二節 研究設計 44
第三節 投入項與產出項之選取 50
第四節 權重界限訂定 56
第五節 分析模式選取 57
第四章 實證分析 59
第一節 整體績效分析 59
第二節 個別績效分析 81
第三節 生產力變動分析 87
第四節 管理意涵 99
第五章 結論與建議 102
第一節 結論 102
第二節 建議 104
參考文獻 106
ㄧ、中文文獻 106
二、英文文獻 107
附錄 113








表目錄
表2.1 非DEA應用文獻表 12
表2.2 DEA應用文獻表 15
表2.3 交叉效率矩陣表 35
表3.1 研究對象表 48
表3.2 變數使用表 50
表3.3 變數定義表 51
表3.4 變數敘述統計表 52
表3.5 二階段模式變數敘述統計表 53
表3.6 生產法相關係數表 53
表3.7 中介法相關係數表 54
表3.8 二階段法相關係數表 55
表4.1 專家權重表 60
表4.2 專家權重比表 60
表4.3 權重界限表 60
表4.4 生產法全國銀行平均整體績效表 61
表4.5 生產法本國銀行平均整體績效表 65
表4.6 生產法外商銀行平均整體績效表 68
表4.7 中介法全國平均整體績效表 71
表4.8 中介法本國銀行整體績效表 74
表4.9 中介法外國銀行整體績效表 76
表4.10 上市上櫃銀行整體績效表 78
表4.11 生產法統計檢定表 80
表4.12 中介法統計檢定表 80
表4.13 上市上櫃銀行績效表 81
表4.14 生產法全國銀行生產力變動表 88
表4.15 生產法本國銀行生產力變動表 92
表4.16 生產法外國銀行生產力變動表 95
表4.17 整體生產力變動表 97


















圖目錄
圖1.1 台灣地區銀行家數統計圖 3
圖1.1 研究架構圖 9
圖3.1 研究流程圖 43
圖3.2 生產法績效評估模式圖 45
圖3.3 中介法績效評估模式圖 45
圖3.4 兩階段績效評估模式圖 46
圖4.1 上市上櫃銀行整體績效與收益力關係圖 82
圖4.2 上市上櫃銀行整體績效與市場力關係圖 84
圖4.3 市場力與收益力關係圖 86
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