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研究生:蘇佐政
研究生(外文):SU, TSO-CHENG
論文名稱:低利率對銀行經營績效之影響
論文名稱(外文):The Impact of Low Interest Rates on Bank Operational Performance
指導教授:林美珍林美珍引用關係
指導教授(外文):LIN, MEI-CHEN
口試委員:林忠機黃啟瑞
口試委員(外文):Lin, Chung-GeeHuang, Chi-Jui
口試日期:2021-05-15
學位類別:碩士
校院名稱:國立臺北大學
系所名稱:國際財務金融碩士在職專班(IEMBA)
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:2021
畢業學年度:109
語文別:中文
論文頁數:49
中文關鍵詞:低利率銀行經營績效
外文關鍵詞:Bank Operational PerformanceLow Interest Rates\
相關次數:
  • 被引用被引用:0
  • 點閱點閱:30
  • 評分評分:
  • 下載下載:8
  • 收藏至我的研究室書目清單書目收藏:0
當前的宏觀經濟情況和前所未見的低利率給金融機構帶來相當
程度的挑戰。淨利差的持續低迷,將壓縮銀行傳統存放業務的獲利
空間,並削弱銀行面對金融風險的抵抗力。本研究之目的在探討低
利率與銀行獲利的相關性,並分析銀行之資產與放款規模、多角
化、淨利差及授信風險管理對經營績效之影響。另再就其盈餘對存
放利差依賴程度,分析具多角化收入來源之銀行是否可以降低利息
收入之占比,其風險控管是否較好?經營績效是否較佳?
本研究結果顯示銀行的資產報酬率、股東權益報酬率與每股盈
餘皆與長期利率呈現正相關。由於淨利息收益率是銀行獲利的主要
來源,低利率環境使得銀行較難從傳統的借貸和融通中產生獲利,
以上結果顯示持續低利率會降低銀行的獲利能力。在銀行特徵變數
方面,銀行規模與銀行獲利能力的三項指標(股東權益報酬率、資產
報酬率與每股盈餘)皆呈現顯著正相關,顯示銀行規模越大,獲利也
會越高。此結果顯示規模越大的銀行,經營效率通常也相對較高,
在遇到景氣變動或金融危機時,也比規模小的銀行有相對比較好的
表現。多角化經營無法降低短期利率降低對於銀行獲利的負面影
響,但是可以降低長期利率降低對於銀行獲利的負面影響。
The current macroeconomy and the unprecedented low interest rate pose
considerable challenges to financial institutions. The continuing decline in net interest margin will decrease the profitability of bank’s traditional deposit business and weaken their resistance capability to financial risks. The main purpose of this research is to explore the correlation between low interest rates and bank profits, and analyze the effects of bank size, loan levels, diversification, net interest margin and credit risk management on operating performance. In addition, we investigate whether banks
with diversified sources of income can reduce the proportion of interest income, have better risk management, and perform better.
The results show that long-term interest rates are positively correlated with a bank’s return on assets, return on equity, and earnings per share. Since the net interest rate is the main source of bank profits, the persistently low interest rate makes banks more difficult to make profits from traditional deposit and lending businesses. In sum, the continuing low interest rates reduce the profitability of banks. In terms of bank characteristics, bank size positively correlates with three proxies of bank profitability (return on equity, return on assets, and earnings per share), indicating that the larger the bank, the more profitable it is. That is, the larger bank usually has relatively higher operating efficiency. Therefore, larger banks also have relatively better performance than smaller ones during periods of business recessions or during financial crisis.
Diversified operations cannot reduce the negative impact of lower short-term interest rates on bank profits, but can mitigate the negative impact of lower long-term interest rates on bank profits.
目 錄
圖 次
表 次
第一章 緒 論
第二章 文獻回顧
第一節 影響銀行獲利能力之因素
第二節 利率與銀行獲利能力
第三節 低利率與授信及風險
第四節 低利率和非利息收入
第三章 資料和方法
第一節 資料
第二節 模型設定
第四章 實證結果
第五章 結論與建議


一、中文部分
王玥涵(2020)。本國銀行風險管理對財務績效之影響:以台灣商業銀行進行實證研究。東海大學國際企業管理碩士學位學程碩士論文,台中市。
呂素彥(2007)。利率波動對本國銀行獲利能力之影響。佛光大學經濟學系碩士論文,宜蘭縣。
李穎和(2019)。金融控股公司多角化與經營績效—論股權結構、內部董事及經營主體之角色。國立高雄科技大學財富與稅務管理系碩士論文,高雄市。
林智文(2015)。以投資組合觀點分析台灣金融控股公司的利息收入與非利息收入。國立虎尾科技大學財務金融研究所碩士論文,雲林縣。
林慧菁(2019)。多角化策略對台灣銀行業是否利多?以收益與資產為例。僑光科技大學財務金融研究所碩士論文,台中市。
涂兆信(2002)。利率波動對本國銀行獲利能力之影響。朝陽科技大學財務金融系碩士班碩士論文,台中市。
徐韻寧(2020)。公司治理、非利息收入對台灣銀行業經營績效與逾放比之影響。東吳大學國際經營與貿易學系碩士論文,台北市。
陳品玲(2016)。多角化對臺灣金控和非金控銀行績效之影響。亞洲大學財務金融學系碩士在職專班碩士論文,台中市。
陳毓晟(2019)。銀行手續費收入對經營績效之研究-以本國公股民營化銀行為例。國立中興大學應用經濟學系所碩士論文,台中市。
郭東洋(2019)。營運槓桿及財務槓桿對銀行獲利能力影響之探討。國立高雄科技大學金融系碩士論文,高雄市。
馬潔如(2017)。資本適足率對本國金融業財務績效之影響。長庚大學工商管理學系碩士論文,桃園縣。
張芸瑄(2021)。公司內部控制機制之法令遵循研究。國立中正大學財經法律系研究所碩士論文,嘉義縣。
賴憶如(2008)。跨業經營對銀行獲利與風險影響之研究。國立政治大學行政管理碩士學程碩士論文,台北市。
劉麗雅(2018)。中小企業授信對銀行績效之影響。國立臺北大學國際財務金融碩士在職專班碩士論文,新北市。
謝閔傑(2015)。台灣地區銀行放款成長率與經營績效之關聯性分析。嶺東科技大學高階主管企管碩士在職專班碩士論文,台中市。
二、英文部分
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Bräuning, F., and Fecht, F. (2017). Relationship lending in the interbank market and the price of liquidity. Review of Finance, 21(1), 33-75.
Bolt, W., de Haan, L., Hoeberichts, M., Van Oordt, M. R. C., and Swank, J. (2012). Bank profitability during recessions. Journal of Banking and Finance, 36(9), 2552–2564.
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Delis, M. D., and Kouretas, G. P. (2011). Interest rates and bank risk taking. Journal of Banking and Finance, 35(4), 840–855.
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