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研究生:江翰青
研究生(外文):Han-Ching Chiang
論文名稱:台灣及中國商業銀行之利潤效率- DEA共同邊界模型分析
論文名稱(外文):Profit Efficiency of Commercial Banks in Taiwan and China ─ A DEA Metafrontier Analysis
指導教授:傅祖壇傅祖壇引用關係
指導教授(外文):Tsu-Tan Fu
口試委員:黃鏡如邱永和游明敏
口試委員(外文):Cliff J. HuangYung-Ho ChiuMing-Miin Yu
口試日期:2013-07-04
學位類別:碩士
校院名稱:東吳大學
系所名稱:經濟學系
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:2013
畢業學年度:101
語文別:中文
論文頁數:44
中文關鍵詞:方向性距離函數Nerlovian利潤指標共同邊界法利潤缺口技術缺口配置缺口
外文關鍵詞:Directional Distance FunctionNerlovian Profit EfficiencyMetafrontierProfit GapTechnology GapAllocative Gap
相關次數:
  • 被引用被引用:10
  • 點閱點閱:601
  • 評分評分:
  • 下載下載:158
  • 收藏至我的研究室書目清單書目收藏:0
目前,應用無參數法評估銀行經營效率的文獻,以討論技術效率或成本效率為主。而本研究從利潤面分析銀行之經營效率,並以Nerlovian利潤指標結合方向性距離函數,將利潤效率拆解成技術效率與配置效率。再透過共同邊界法,估計共同邊界下的利潤效率、技術效率與配置效率,以及利潤缺口、技術缺口與配置缺口。
自台灣與中國正式簽署「兩岸經濟合作架構協議」(Economic Cooperation Framework Agreement, ECFA)後,雙方逐漸放寬金融管制,漸進地降低跨國設立分行的門檻與開放金融業務,希望以互惠互利的原則,建立穩健的金融交流。本研究以現階段兩岸金融業中開放程度最高的銀行業為研究對象,應用資料包絡分析法與共同邊界法,從追求利潤極大化的觀點衡量銀行業的經營效率。
本論文中共同邊界下的利潤效率評估模式,乃結合當前發展最成熟的利潤效率模型及無參數共同邊界法模型。
而本研究之實證結果顯示若台灣及中國之銀行業全面開放技術交流,可達到雙方互惠的效果。台灣方面,透過進入中國市場,可以達到更高的利潤水準及技術水準。中國方面,可以彌補銀行技術差異太大的缺點。畢竟對於中國的城市銀行來說,要達到頂尖銀行,如五大國有商銀及全國性股份制商銀等的技術水準,並非一蹴可及,先借鏡台灣的銀行,才是比較務實的辦法。

In this study, we estimate the performance of banks by using Nerlovian profit indicator and directional distance function to decompose the profit efficiency into technical efficiency and allocative efficiency. Moreover, apply metafrontier method to measure the performance of banks with metafrontier frameworks. we also estimate profit gaps, technology gaps and allocative gaps between group frontiers and the metafrontier .
After the sign of ECFA, the deregulation of finance between Taiwan and China makes it possible to exchange financial techniques and to share markets. As the leading role in the deregulation, the bank industry of Taiwan and China is our research subject.
The profit metafrontier efficiency estimation method in this study is a combination of the most robust method to estimate profit efficiency comprehensively and non-parametric metafrontier method.
Empirical results show that deregulation of bank industries in Taiwan and China is a relationship of mutual benefit. The Bank industry in Taiwan could achieve higher standards of profit and technology. In China, the deregulation could shorten the exceeding technology difference between best banks and the worst ones. For local banks in China, it is far beyond the range of possibility to accomplish such a progressive achievement to become a megabank in a period of time. In the first step, it is more reasonable to behave like banks in Taiwan which are mid-sized and operating effectively.

第一章 緒論
第一節 研究背景與動機
第二節 研究目的
第三節 研究架構與流程
第二章 文獻回顧
第一節 評估銀行業利潤效率之相關文獻
第二節 應用共同邊界法評估產業效率之相關文獻
第三章 研究方法
第一節 方向性距離函數(Directional Distance Function)
第二節 Nerlovian利潤指標
第三節 共同邊界法(Metafrontier Method)
第四節 本研究具體應用之方法
第四章 實證結果
第一節 資料來源與變數定義
第二節 銀行分類
第三節 群體內評估結果
第四節 共同邊界評估結果
第五章 結論與建議
第一節 結論
第二節 研究貢獻
第三節 研究限制
第四節 建 議
參考文獻

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Coelli, T., E. Grifell-Tatje, and S. Perelman (2002), “Capacity utilisation and profitability: A decomposition of short-run profit efficiency,” International Journal of Production Economics, 79(3), 261-278.
Coelli, T., E. Grifell-Tatje, and S. Perelman (2002), “Capacity utilisation and profitability: A decomposition of short-run profit efficiency,” International Journal of Production Economics, 79(3), 261-278.
Coelli, T., S. Rahman, and C. Thirtle (2002), “Technical, Allocative, Cost and Scale Efficiencies in Bangladesh Rice Cultivation: A Non‐parametric Approach,” Journal of Agricultural Economics, 53(3), 607-626.
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Huang, M. Y., and T. T. Fu (2013), “An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function,” Journal of Productivity Analysis, 1-20.
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Moreira, V. H., and B. E. Bravo-Ureta (2010), “Technical efficiency and metatechnology ratios for dairy farms in three southern cone countries: a stochastic meta-frontier model,” Journal of Productivity Analysis, 33(1), 33-45.
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