臺灣博碩士論文加值系統

因大中華地區歷經金融風暴後導致經營績效衰退，故如何有效地評估
與改善銀行之經營績效，已成為一般大眾及政府機關與投資人等利害關係
人所關心之課題。本研究以2007年至2010年，大中華地區之銀行業為研究
對象。研究之目的是衡量大中華地區銀行業在各階段之經營效率，其研究
結果可提供大中華地區之主管機關與社會大眾清楚銀行經營概況，以作相
關單位和投資者之參考，並提供給決策者作為管理上之建議。首先依據文
獻探討得到影響上市銀行經營績效初始指標，再者透過相關分析取得影響
上市銀行經營績效之指標。再者本研究以Network Data Envelopment
Analysis (Network DEA)法分析大中華地區銀行業經營效率之差異性。最後依各階段DEA分析結果，將銀行加以分類，形成決策矩陣，提供銀行擬定
其競爭策略時之參考。

This study aims to examine the developing and implementing a
performance evaluation model of banking in Greater China Area for markets at varying stages of development. Because, the bank in the recent years of the formation a vicious competition of the industry. Therefore, banking in Greater
China Area the performance measurement is necessary. This study explores the changes in performance of Greater China Area commercial banks worldwide after the financial tsunami. The study conducts analysis of efficiency of
domestic banks operating in Greater China Area over the period of 2007-2010 by using Data Envelopment Analysis (DEA). The banks in Greater China Area of based business processes to four stages DEA input-output analysis into a
composite indicator to measure in the overall business performance and regional banks for detailed analysis, and hoping to provide more Information for public reference.
The bank's performance by the model results show, access to performance ranked first, the best performing is bank of Taipei. Comparison of CCR, BCC and SBM results indicate, SBM model more than the CCR and BCC model value to judge the efficiency of the strengths and weaknesses of inter-bank level.
CCR, BCC and SBM model comparison results, among the models of the ranking significant to positive relationship, and the three models that can replace each other measure the performance rankings.
In this study, Network DEA methods of Greater China area, the results show differences between models changes and rankings will affect the banks performance of the global financial crisis. There are many models proposed DEA and its derivatives, in proposed for the follow-up scholars use and reference.

摘要 ................................... I
ABSTRACT ..................... II
目錄 ................................ IV
圖目錄 ........................................ VI
表目錄 ......................................... VII
第一章 緒論 ................................... 1
1.1 研究背景與動機 .............................. 1
1.2 研究問題與目的 .............................. 2
1.3 研究對象與限制 .............................. 3
1.4 研究流程 ..................................... 4
1.5 研究架構 ................................. 6
1.6 論文結構 ............................. 6
第二章 文獻探討 ................................. 8
2.1 大中華地區銀行概況 .................................. 9
2.1.1 台灣 ...................................... 9
2.1.2 香港 ........................................ 15
2.1.3 中國 ....................................... 20
2.2 銀行經營績效之探討 ............................ 28
2.2.1 銀行經營之原則 ............................. 28
2.2.2 績效評估 ..................................... 30
2.2.3 效率的衡量 ................................. 31
2.2.4 銀行經營效率之探討 ........................ 32
2.2.5 銀行投入產出項之界定 ....................... 33
2.3 評估銀行之DEA 相關文獻 ..................... 35
2.4 小結 ........................................... 40
第三章 研究方法 ................................... 42
3.1 DMU 之選取 ................................... 42
3.1.1 資料來源 ................................. 42
3.2 DEA 法...................................... 47
3.2.1 DEA 模式之應用程序 .......................... 49
3.2.2 DEA 模式DMU 之選擇 .......................... 49
3.2.3 DEA 模式之特性及限制 ....................... 50
3.3 效率評估模式之探討 ........................... 51
3.3.1 Farrell 模型 ........................... 51
3.3.2 CCR 模式 ................................ 52
3.3.3 BCC 模式 ................................. 55
3.3.4 A &; P 模式 .................................. 57
3.3.5 SBM 模式 .................................. 58
3.3.6 Super SBM 模式 .......................... 59
3.4 NETWORK DEA 法 ............................. 61
3.5 BCG 矩陣於DEA 分析之管理應用 .......... 66
3.7 小結 ........................................ 67
第四章 實證結果分析 ............................... 68
4.1 投入與產出變數之相關分析資料 .................. 68
4.1.1 樣本資料敘述統計量 ......................... 69
4.1.2 投入與產出變數相關性 ........................... 69
4.2 相對效率評估結果與分析 .................... 70
4.2.1 CCR 模型 ........................... 70
4.2.2 BCC 模型 ................................. 75
4.2.3 SBM 模型 ................................. 80
4.3 各模型相互比較與檢定 .............................. 84
4.4 管理意涵 ................... 85
4.5 小結 ....................................... 88
第五章 結論與建議 .............................. 89
5.1 結論 ........................................ 89
5.2 研究建議 .............................................. 91
參考文獻 ......................................... 92

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二、 中文部分
1. 中國金融年鑑http://www.chinayearbook.com/yearbook/book_749.htm，民
國100 年11 月。
2. 中國人民銀行
http://www.pbc.gov.cn/publish/jinrongshichangsi/1042/index.html，民國100
年10 月。
3. 香港金融管理局http://www.info.gov.hk/hkma/chi/public/index.htm，民國
100 年11 月。
4. TEJ 台灣經濟新報資料庫http://www.tej.com.tw/twsite/，民國100 年11
月。
5. 中華人民共和國國家統計局http://www.stats.gov.cn/tjsj/，民國100 年11
月。
6. 中國銀行業監督管理委員會
http://www.cbrc.gov.cn/chinese/info/twohome/index.jsp?itemCode=9，民國
100 年11 月。
7. 台灣證券交易所公開資訊觀測站
http://mops.twse.com.tw/mops/web/index，民國100 年11 月。
8. 中央銀行，民國100 年10 月。
99
http://www.cbc.gov.tw/lp.asp?ctNode=726&;CtUnit=372&;BaseDSD=7.
9. 朱浩民，「中國銀行業之開放與台資銀行進入策略」，台灣金融財務季
刊，第8 卷，第2 期，民國96 年，101-118 頁。