臺灣博碩士論文加值系統

本研究利用美國192家商業銀行為樣本銀行，透過無參數邊界法之資料包絡分析法與參數邊界法之隨機邊界法以1996年至2006年為樣本期間，進行金融服務現代化法案通過對美國商業銀行生產力改變之實證分析。實證結果顯示，效率值在二實證模型下皆未因法令鬆綁而改善，而且政府法案通過對銀行營運績效提升存在時間落差，期間長達五年。傳統存放款業務已無法為銀行帶來利潤，銀行從事資金操作的投資行為，已成為影響利潤的重要因素。利息費用反映出銀行資金成本提高會縮減利潤，藉由開發自動化服務設備、提高業務佣金制度等增加管銷費用支出的模式是有助於銀行利潤的增加。資產規模與銀行經營不效率呈正向關係，應避免掉入大者恆大的迷思中；銀行提高資本適足率以穩健原則換取利潤效率提升，證明調整經營有其必要性。

This research analyses the productivity change of American commercial banks before and after the Financial Service Modernization Act (the Gramm-Leach-Bliley Act) using Data Envelopment Analysis (DEA) of non-parametric approach and Stochastic Frontier Analysis (SFA) of parametric approach with 192 sample banks during 1996-2006. The empirical results show that, the efficiency did not improve after deregulation under two methodologies, and it exists time lag for five years to the operation performance of the bank passing Government bill. The traditional deposit and loan services have been unable for the bank to bring the profit, but engage in fund operation could drive bank’s returns. The interest expense reflected the bank cost of capital raises will reduce the profit, on the other hand, the model contributes to increase the bank’s revenue by adding Selling、General and Administrative to build automated service equipment or enhance the service commission system and otherwise. It is positive relationship between scale of asset and inefficiency of the bank, should avoid falling into the myth, and also to prove that there are its necessities to adjust management in raising capital adequacy ratio to exchange conservatism principle for the profit efficiency promotion.

第一章、緒論………………………………………………………………………1
　　第一節、研究動機……………………………………………………………1
　　第二節、研究目的與研究流程........................................................................2
第二章、文獻回顧…………………………………………………………………4
　　第一節、美國金融環境概況…………………………………………………4
　　第二節、效率的定義…………………………………………………………6
　　第三節、效率的衡量…………………………………………………………7
第三章、定義變數與實證模型…………………………………………………..11
　　第一節、資料來源與定義變數……………………………………………..11
　　第二節、實證模型…………………………………………………………..13
第四章、實證結果分析…………………………………………………………..20
　　第一節、資料包絡分析法之效率分析……………………………………..20
　　第二節、隨機邊界法之效率分析…………………………………………..21
第五章、結論與建議……………………………………………………………..22
　　第一節、結論………………………………………………………………..22
　　第二節、未來研究方向與建議……………………………………………..23
參考文獻…………………………………………………………………………..29

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