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研究生:馮輝棋
研究生(外文):Hui-Chi Feng
論文名稱:金融併購對於銀行業的經營效率與生產力的影響
論文名稱(外文):Is the Financial Merger Helpful for the Efficiency and Productivity Promotion of Banking Performance?
指導教授:王騰坤王騰坤引用關係
指導教授(外文):Teng-Kun Wang
學位類別:碩士
校院名稱:國立中正大學
系所名稱:國際經濟所
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2006
畢業學年度:94
語文別:英文
論文頁數:70
中文關鍵詞:經營效率Malmquist生產力指數資料包絡分析法金控公司
外文關鍵詞:operatingData Envelopment AnalysisFinancial Holding Company
相關次數:
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鑑於「一次金改」以目標管理方式成它a達成政策目標,政府在2004年10月宣布「二次金改」,但政策推動了一年半之後,行政院於2006年4月暫時喊卡。本文欲從「二次金改」的煞車來探討台灣銀行業效率的問題。「數大便是美」這句話適用於銀行業嗎?銀行業的經營績效與規模大小有絕對關係嗎?銀行在有集團背景的撐腰下是否獲利能力就較佳?
本研究主旨在了解台灣地區金控公司下與非金控公司下之商業銀行經營效率的差異,研究期間為2003年至2005年,受測對象為本國36家商業銀行,其中金控公司下銀行14家,非金控公司下之銀行22家。
藉由仲介法選取利息支出、固定資產、用人費用為投入項;利息收入、手續費與佣金收入、放款為產出項。研究方法為資料包絡分析法,求出各年度的總效率、純粹技術效率及規模效率等值,並比較兩群體之間的差異。再利用Malmquist生產力指數求出三年間各銀行的生產力成長率。
本研究主要實證結果如下:總效率方面,金控公司下之銀行在2003年度比非金控公司下之銀行還高,但到了2004年與2005年,非金控公司下之銀行表現卻是較金控下銀行還要優異。整體而言,金控公司下之銀行的績效並不一定會比非金控公司下銀行來得好,換言之,金控公司這把傘並不能保證旗下之銀行就會很賺錢,績效高低還是得看各家銀行內部資源統籌分配的情況。依據Malmquist生產力指數求得三年間,非金控公司下之銀行在生產力成長方面平均而言是比金控公司下之銀行還來得快。此外,不論金控或非金控公司下之銀行2004年的生產力比2003年進步,但是到了2005年,卻呈現衰退的現象。
The study aims to discuss the difference between commercial banks inside and Financial Holding Company (FHC) outside in Taiwan. It examined 36 commercial banks from 2003 to 2005, including 14 banks under the FHC and 22 banks, which are not under FHC.
By Intermediation Approach, interest payment, personnel expense and fixed assets were selected to be the input variables; while interest income, commission income and loans were the output variables. The Data Envelopment Analysis (DEA) model was manipulated to evaluate the annual technical efficiency (TE), pure technical efficiency (PTE) and scale efficiency (SE). Moreover the Malmquist Productivity Index (MPI) was used to evaluate the productivity growth rates of each bank through the three years.
The empirical results were showed as following: In respect of overall efficiency (OE), financial holding banks are better than non-financial holding banks in 2003. But in 2004 and 2005, this situation changed, non-financial holding banks were better than financial holding banks. In other words, the FHC could not insure that their subsidiary banks made more profits. The performance of each bank depends on the planning and distribution of internal resources. According to the MPI, the average productivity growth of financial holding banks was faster than that of non-financial holding banks in the past three years. In this study, no matter what the banks under FHC or not, the Total Factor Productivity (TFP) in 2004 was higher than 2003, but the TFP in 2005 was lower than that in 2004.
Table of Contents

Chapter 1 Introduction 1
1.1 Research Background 1
1.2 Research Motivation 4
1.3 Research Data 5
1.4 Research Structure 7
Chapter 2 Literature Review 9
2.1 Methods to evaluate the operating performance 9
2.1.1 Data Envelopment Analysis 9
2.1.2 Financial Ratio Analysis 9
2.1.3 Regression Analysis 10
2.1.4 Multiple Criteria Analysis 10
2.2 Means to choose inputs and outputs 11
2.2.1 Intermediation Approach 11
2.2.2 Production Approach 11
2.2.3 Assets Approach 12
2.2.4 User Cost Approach 12
2.2.5 Value-Added Approach 12
2.3 Relative Literature Review 13
2.3.1 Foreign Literature 13
2.3.2 Domestic Literature 16
Chapter 3 Research Method 21
3.1 Basic Concepts 21
3.2 The DEA Models 23
3.2.1 CCR Model 23
3.2.2 BCC Model 26
3.3 Characteristics and Limitations of DEA 29
3.3.1 Characters of DEA 29
3.3.2 Limitations of DEA 30
3.4 The Malmquist Index 32
Chapter 4 Empirical Results 36
4.1 Data Selection 36
4.1.1 Input factors 36
4.1.2 Output factors 36
4.1.3 The correlation between three inputs and three outputs 36
4.2 Analysis of annual operating efficiency 38
4.2.1 Analysis of efficiency score 38
4.3 Analysis of Reference Sets 48
4.4 Analysis of Slack Variable 52
4.5 Analysis of Malmquist Productivity Index 56
Chapter 5 Conclusions and Suggestions 60
5.1 Conclusions 60
5.2 Suggestions 63
5.2.1 Suggestions for banking: 63
5.2.2 Suggestions for future study: 63
References 65
Appendix 68
References

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Bih Shiow Chen and Ruei Yang Chen (2002), “The Merger and Acquisitions of Taiwan's Domestic Banking Industry: Impacts on Efficiency and Market Power,” Department of Economics, Soochow University

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Miller and Noulas (1996), “The technical efficiency of large bank production,” Journal of Banking & Finance, 495-509

Ming-Yuan Sun (2004), “Evaluation of Taiwan's Bank Performance with Credit Rating,” Department of Economics, SooChow University.

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Sathye (2001), “X-efficiency in Australian Banking: An Empirical Investigation,” Journal of Banking & Finance 25, 613-630

Sathye (2001), “Efficiency of Banks in a Developing Economy: The Case of India,” University of Canberra

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Tim Coelli (1996), “A Guide to DEAP Version 2.1 : A Data Envelopment Analysis (Computer) Program,” University of New England.

Wan-Lu Hsu (2001), “Efficiency Measurement for Commercial Banks in Taiwan:An Application of the DEA Model,” Institute of International Business, National Chi Nan University.

Wu, Jo-Shih (2003), “The operational efficiency of financial holding banks in Taiwan,” Institute of International Business, Ming Chuan University.

Yu-Min Chang (2004), “The Effect of Creating Financial Holding Companies on the Operating Performance of the Taiwan Banking Industry,” Department of Finance and Banking, Feng Chia University.

Yuan-Ming Chang (2003), “Efficiency Analysis on Banks inside and outside of Financial Holding Company,” Department of Financial Operations, National Kaohsiung First University of Science and Technology.
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