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研究生:吳振光
研究生(外文):Chen-Kuang Wu
論文名稱:以資料包絡分析法評估銀行兩階段經營效率-以亞洲八國為例
論文名稱(外文):Two stage evaluation of commercial banks’ operating using data envelopment analysis-Evidence from Asian’s eight countries
指導教授:徐中琦徐中琦引用關係
指導教授(外文):Jonchi Shyu
學位類別:碩士
校院名稱:國立臺灣科技大學
系所名稱:企業管理系
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:2010
畢業學年度:98
語文別:中文
論文頁數:55
中文關鍵詞:兩階段銀行經營效率DEATobit迴歸
外文關鍵詞:Two stage bank efficiencyDEAtobit regression
相關次數:
  • 被引用被引用:2
  • 點閱點閱:208
  • 評分評分:
  • 下載下載:9
  • 收藏至我的研究室書目清單書目收藏:1
亞洲經濟體系與金融環境已步向整合階段,各國自97金融危機後逐漸寬鬆法規限制與進入障礙,競爭性增強,銀行跨國經營的現象會愈來愈多,尤其是兩岸金融合作備忘錄與兩岸經濟合作架構協議簽定後,兩國銀行業者將會互相進入對方市場,而當銀行業者欲前往他國發展,勢必受當地政經環境影響。而銀行業者最重要的功能,莫過於吸收與貸放資金。而若能幫助銀行在此兩方面的營運績效,對政府、投資者、一般社會大眾,以及業者本身皆有重大幫助。本研究即以資料包絡分析法,分析並比較銀行在生產階段與中介階段的營運效率,最後利用tobit迴歸分析,找出哪些因素會影響銀行在此兩階段的營運效率,藉此提供建議給各國銀行業者或欲前往該國發展的業者,應如何提升營運效率。
Asian economies and financial markets are going to the stage of integration. Since 1997 Asia financial crisis, the happened of deregulation and decreased entry barriers made the domestic bank more easily to operate in the other countries. For China and Taiwan, after signing the financial Memorandum of Understanding, banks of both sides will entry to each other’s markets. Banks will be affected by foreign countries’ economic environment when they operate in foreign financial markets, so how to adjust their strategies according to foreign environment is the main topic of our research. The most two important function for banks are absorbing and funding money, if we can enhance banks operating efficiency of these two functions, it’s helpful to government, investor, and public. This study tries to use Data Envelopment Analysis (DEA) and to employ two stage (production stage and intermediation stage) criterions to analyze banks operating efficiency. Finally, we use tobit regression to find the factors that effect banks’ operating efficiency, then we can provide suggestion to banks about how to enhance their operating efficiency.
中文摘要 I
Abstract II
表目錄 IV
表目錄 IV
第一章 緒論 1
第一節 研究動機與目的 1
第二節 亞洲各國金融環境之介紹 2
第二章 文獻探討 6
第一節 衡量銀行經營效率的方法 6
第二節 變數探討 16
第三章 研究方法 21
第一節 研究模型 21
第二節 研究對象及變數定義 28
第四章 實證研究 32
第一節 各國銀行生產階段與中介階段經營效率 32
第二節 Tobit迴歸分析 40
第五章 結論與建議 46
第一節 研究結論 46
第二節 研究建議 47
參考文獻 48
表4-1-1 各國生產階段與中介階段效率值 35
表4-1-2 各國最具技術效率銀行家數及比例 36
表4-1-3 各國中介階段與生產階段技術效率值差異性檢定 38
表4-1-4 各國商業銀行生產階段規模報酬家數 38
表4-1-5 各國商業銀行中介階段規模報酬家數 39
表4-2-1 生產與中介階段TOBIT迴歸分析(被解釋變數為技術效率值) 43
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