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題名 放款對台灣銀行績效之研究
A study on loan and bank performance in Taiwan作者 裴哲甫
Pei, Jhe Fu貢獻者 林柏生
Lin, Po Sheng
裴哲甫
Pei, Jhe Fu關鍵詞 銀行放貸
經營績效
資料包絡分析法
Tobit迴歸分析
Bank loans
Operating performances
Data envelopment analysis (DEA)
Tobit regression analysis日期 2017 上傳時間 24-Jul-2017 11:56:56 (UTC+8) 摘要 全球金融環境劇變下，銀行間的存放款利差逐漸地縮小，金融海嘯後景氣逐漸回溫，根據金管會公布資料，2011年放款餘額為19兆8192億，至2016年12月底，本國銀行放款總餘額約為23兆4583億元，短短五年成長了約18%，因此銀行在放貸部分要如何評估其經營績效，勢必成為銀行獲利與未來發展的一個重要課題。本研究以2014年至2016年，台灣地區36家本國銀行以及19家外商銀行為研究對象，並將銀行分成本國、外商、公股以及民營，研究放貸的成分對經營績效是否會產生影響。 本研究選取資產總額、存款及匯款、人事費用、其他費用、員工人數作為投入變數，利息收入及非利息收入為產出變數，探討我國銀行業之經營效率，並應用Tobit迴歸分析找出放款項目中影響銀行業經營效率的重要因素，以作為改善效率方向的參考。 研究結果顯示，在2014至2016年的研究期間，本國銀行的經營績效(TE)優於外商銀行，公股銀行的經營績效(TE)優於民營銀行，由Tobit迴歸分析結果顯示，銀行放款細項中消費性放款內的購置汽車貸款對公股銀行績效呈現顯著負向關係。企業貸款中的中小企業貸款對民營銀行績效呈現顯著正向關係；企業貸款內的非中小企業貸款對民營銀行績效呈現顯著負向關係；消費性貸款內的購置住宅貸款對民營銀行績效呈現顯著負向關係。實證結果可供銀行業者及政府部門作為制定政策與改善銀行經營效率時的參考依據。
This paper surveys 36 domestic banks and 19 foreign banks in Taiwan in 2014-2016, in order to examine whether loan constituents affect operating performances. The sampled banks are categorized into domestic, foreign, government-owned and privately-owned. This paper selects total assets, deposits and remittances, personnel expenses, other expenses and the number of employees as input variables, and interest income and non-interest income as the output variables, in the study of the operating efficiency of the banking industry in Taiwan. A Tobit regression analysis is conducted to identify the key factors that influence the operating efficiency of the banking industry. The results indicate that the operating efficiency (TE) of domestic banks was superior to that of foreign banks during the research period of 2014-2016 and the operating efficiency (TE) of government-owned banks is better than that of privately-owned banks. The Tobit regression analysis suggests that a significant and negative correlation between car purchase loans (a consumer loan segment) and the operating performance of government-owned banks; a significant and positive correlation between loans to small-and-median enterprises (a corporate loan segment) and the operating performance of privately-owned banks; a significant and inverse correlation between loans to non-SMEs (a corporate loan segment) and the operating performance of privately-owned banks; a significant and negative correlation between residential mortgages (a consumer loan segment) and the operating performance of privately-owned banks.參考文獻 中文部分:吳濟華、何柏正(2008)，組織效率與生產力評估：資料包絡分析法，台北:前程。徐中琦、許志忠(2011)，台灣壽險業經營效率之研究─資料包絡分析法之應用，台灣銀行季刊，第六十二卷第四期，pp.42-67。陳欣華、雷立芬(2016)，金融控股公司所屬銀行經營效率之比較:資料包絡分析法之應用，台灣管理學刊，第十六卷第一期，pp.1-16。詹國華(2006)，台灣金融控股公司財務績效評估之研究─資料包絡法之應用，朝陽科技大學財務金融學系碩士論文。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，嶺東科技大學管理學院高階主管企管碩士在職專班碩士論文。羅敏清(2013)，運用資料包絡分析法評估八大公股行庫經營績效，南華大學企業管理系管理科學碩士班碩士論文。英文部分:Aly, H.Y., Grabowski, R., Pasurka, C. and Rangan, N.(1990),”Technical, Scale and Allocative Efficiencies in U.S. Banking: an Empirical Investigation”, The Review of Economics and Statistics, Vol.72, No.2, pp.211-218。Akhtar M.H.(2002),”X-efficiency Analysis of Commercial Banks in Pakistan A Preliminary Investigation”, Pakistan Development Review 41, No.4, pp.567-580。Berger, A.N. and DeYoung R.(1997),”Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, Vol.21。Banker, R.D., Charnes, A. and Cooper, W. W. (1984), “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis”, Management Science, Vol.30, No.9。Chakraborty, S.(2015),” Evaluating the efficiency of the banks in India during the pre & post recession period using DEA approach”, International Journal of Applied Engineering Research, Vol. 10, Issue 14, 2015, pp. 34919-34934。Charnes, A., Cooper, W. W., Rhodes, E.(1978),”Measuring the Efficiency of Decision Making Units”, European Journal of Operational Research 2, pp.429-444。Chen, T. Y. and T. L. Yen (2000), “A Measurement of Bank Efficiency, Ownership and Productivity Changes in Taiwan,” Service Industries Journal, Vol. 20, 95-109。Chiu, Y.H., Lou, Z., Chen, Y.C., Wang, Z. and Tsai, M.P.(2013),” Comparison of Operating Performance Management Between Taiwan Banks and Foreign Banks Based on the Meta-Hybrid DEA Model”, Economic Modelling,Vol.33, pp. 433-439。Das, A. and Ghosh, S.(2006),”Financial Deregulation and Efficiency: An Empirical of India Banks During the Post Reform Period”, Review of Financial Economics 15, pp.193-221。Drake, L.(2001),”Efficiency and Productivity Change in UK Banking”, Applied Financial Economics, No.11, pp.557-571。Drake, L. and Hall, Maximilian, J.B.(2003),”Efficiency in Japanese Banking: An Empirical Analysis”, Journal of Banking & Finance 27, pp.891-917。Gardener, E., Molyneux, P. and Nguyen, L.H.(2011),” Determinants of efficiency in South East Asian banking”, Service Industries Journal,Vol. 31, Issue 16, pp. 2693-2719。Izah, M.T., A.B., Nor Mazlina & Sudin H. (2009),”Evaluating Efficiency of Malaysian Bank Using Data Envelopment Analysis”, International Journal of Business and Management, Vol. 4, No.8。Jemric, I. and Vujcic, B.(2001),”Efficiency of Banks in Transition: A DEA Approach”, Current Issues in Emerging Marker Economies, Croatian National Bank。Jha, S., Hui, X. and Sun, B.(2013),” Commercial Banking Efficiency in Nepal: Application of DEA and Tobit Model”, Information Technology Journal, Vol. 12, Issue 2, pp.306-314。Kumbhakar, S.C. and Sarkar, S. (2004),“Deregulation, Ownership and Efficiency in Indian Banking: An application of Stochastic Frontier Analysis”, IGIDD working paper。Jreisat, A. and Hassan, H.(2016),” Banking efficiency in Egypt: An application of data Envelopment”, International Journal of Economics and Business Research, Vol. 11, Issue 2, pp. 101-119。Lewin, A.Y. and Minton, J.W.(1986),”Determining Organizational Effectiveness: Another Look, and an Agenda for Research”, Management Science 32, No.5, pp.514-538。Lin, T.Y(2006),”A Measurement of Bank Efficiency, Ownership and Productivity Changes in Taiwan”, The Service Industries Journal, Vol.20, No.1, pp.95-109。Lin, T.Y., Lee, C.C. and Chiu, T.F.(2009),”Application of DEA in Analyzing a Bank operating Performance”, Expert Systems with Application 36, pp.8883-8891。Majid Karimzadeh(2012),”Efficiency Analysis by Using Data Envelop Analysis Model: Evidence from Indian Banks ”, International Journal of Latest Trends in Finance & Economic Sciences, Vol. 2, No.3。Miller, S.M. and Noulas, A.G.(1996),”The Technical Efficiency of Large Bank Production”, Journal of Banking & Finance 20, pp.495-509。Mishra, A.K., Gadhia, J.N., Karm B.P., Patra, B. and Anand, S.(2013),” Are Private Sector Banks More Sound and Efficient than Public Sector Banks? Assessments Based on Camel and Data Envelopment Analysis Approaches”, Research Journal of Recent Sciences, Vol. 2(4), pp.28-35。Mukta, M. (2016), “Efficiency of Commercial Banks in India: A DEA Approach”, Pertanika Journal of Social Sciences and Humanities, Volume 24, Issue 1, pp.151-170。Okuda, H. and Aiba, D.(2016),” Determinants of Operational Efficiency and Total Factor Productivity Change of Major Cambodian Financial Institutions: A Data Envelopment Analysis During 2006–13”, Emerging Markets Finance and Trade, Vol. 52, Issue 6, pp.1455-1471。Pancurova, D. and Lyosca, S.(2013),” Determinants of commercial banks` efficiency: Evidence from 11 CEE countries”, Finance a Uver - Czech Journal of Economics and Finance, Vol. 63, Issue 2, pp 152-179。Puri, J. and Yadav, S.P.(2013),” Performance evaluation of public and private sector banks in India using DEAapproach”, International Journal of Operational Research, Vol. 18, Issue 1, pp. 91-121。RamMohan, T. T. and Ray, S.C.(2004), “Comparing Performance of Public and Private Sector Banks: A Revenue Maximisation Efficiency Approach”, Economic and Political Weekly, Vol.39, No.12, pp.1271-1276。San.O.T, Lim Y. T, and Teh B, H.(2011). “A Comparison on Efficiency of Domesticand Foreign Banks in Malaysia: A DEA Approach”, Business Management Dynamics.1 (4), pp.33-49。Sherman, H.D. and Gold, F.(1985),”Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis ”, Journal of Banking & Finance 9, pp.297-315。Simon, H.K.(2006),”The X-efficiency of Commercial Banks in Hong Kong”, Journal of Banking & Finance 30, pp.1127-1147。Staub, R.B., da Silva e Souza, G. and Tabak, B.M.(2010),” Evolution of bank efficiency in Brazil: A DEA approach”, European Journal of Operational Research, Vol. 202, Issue 1, pp. 204-213Sufian, F.(2007),”The Efficiency of Islamic Banking Industry in Malaysia: Foreign vs Domestic Banks”, Humanomics, Vol.23, No.3, pp.174-192。Supachet C.(2008),”The Relative Efficiency of Commercial Banks in Thailand: DEA Approach ”, International Research Journal of Finance and Economics, Issue18。Yue P.(1992),”Data Envelopment Analysis and Commercial Bank Performance: A Primer with Application to Missouri Banks”, Federal Reserve Bank of ST. Louis Review, Vol.74, No.1。 描述 碩士
國立政治大學
國際經營與貿易學系
104351036資料來源 http://thesis.lib.nccu.edu.tw/record/#G0104351036 資料類型 thesis dc.contributor.advisor 林柏生 zh_TW dc.contributor.advisor Lin, Po Sheng en_US dc.contributor.author (Authors) 裴哲甫 zh_TW dc.contributor.author (Authors) Pei, Jhe Fu en_US dc.creator (作者) 裴哲甫 zh_TW dc.creator (作者) Pei, Jhe Fu en_US dc.date (日期) 2017 en_US dc.date.accessioned 24-Jul-2017 11:56:56 (UTC+8) - dc.date.available 24-Jul-2017 11:56:56 (UTC+8) - dc.date.issued (上傳時間) 24-Jul-2017 11:56:56 (UTC+8) - dc.identifier (Other Identifiers) G0104351036 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/111288 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 國際經營與貿易學系 zh_TW dc.description (描述) 104351036 zh_TW dc.description.abstract (摘要) 全球金融環境劇變下，銀行間的存放款利差逐漸地縮小，金融海嘯後景氣逐漸回溫，根據金管會公布資料，2011年放款餘額為19兆8192億，至2016年12月底，本國銀行放款總餘額約為23兆4583億元，短短五年成長了約18%，因此銀行在放貸部分要如何評估其經營績效，勢必成為銀行獲利與未來發展的一個重要課題。本研究以2014年至2016年，台灣地區36家本國銀行以及19家外商銀行為研究對象，並將銀行分成本國、外商、公股以及民營，研究放貸的成分對經營績效是否會產生影響。 本研究選取資產總額、存款及匯款、人事費用、其他費用、員工人數作為投入變數，利息收入及非利息收入為產出變數，探討我國銀行業之經營效率，並應用Tobit迴歸分析找出放款項目中影響銀行業經營效率的重要因素，以作為改善效率方向的參考。 研究結果顯示，在2014至2016年的研究期間，本國銀行的經營績效(TE)優於外商銀行，公股銀行的經營績效(TE)優於民營銀行，由Tobit迴歸分析結果顯示，銀行放款細項中消費性放款內的購置汽車貸款對公股銀行績效呈現顯著負向關係。企業貸款中的中小企業貸款對民營銀行績效呈現顯著正向關係；企業貸款內的非中小企業貸款對民營銀行績效呈現顯著負向關係；消費性貸款內的購置住宅貸款對民營銀行績效呈現顯著負向關係。實證結果可供銀行業者及政府部門作為制定政策與改善銀行經營效率時的參考依據。 zh_TW dc.description.abstract (摘要) This paper surveys 36 domestic banks and 19 foreign banks in Taiwan in 2014-2016, in order to examine whether loan constituents affect operating performances. The sampled banks are categorized into domestic, foreign, government-owned and privately-owned. This paper selects total assets, deposits and remittances, personnel expenses, other expenses and the number of employees as input variables, and interest income and non-interest income as the output variables, in the study of the operating efficiency of the banking industry in Taiwan. A Tobit regression analysis is conducted to identify the key factors that influence the operating efficiency of the banking industry. The results indicate that the operating efficiency (TE) of domestic banks was superior to that of foreign banks during the research period of 2014-2016 and the operating efficiency (TE) of government-owned banks is better than that of privately-owned banks. The Tobit regression analysis suggests that a significant and negative correlation between car purchase loans (a consumer loan segment) and the operating performance of government-owned banks; a significant and positive correlation between loans to small-and-median enterprises (a corporate loan segment) and the operating performance of privately-owned banks; a significant and inverse correlation between loans to non-SMEs (a corporate loan segment) and the operating performance of privately-owned banks; a significant and negative correlation between residential mortgages (a consumer loan segment) and the operating performance of privately-owned banks. en_US dc.description.tableofcontents 第一章 緒論 1第一節 研究背景與動機 1第二節 研究目的 2第三節 研究流程 3第四節 研究架構 4第二章 文獻探討 5第一節 銀行經營績效相關研究 5第二節 銀行放款與經營績效相關研究 8第三章 研究方法 11第一節 資料包絡分析法之基本概念 11第二節 CCR模式及BBC模式 11一、CCR模式 11二、BCC模式 14第三節 資料包洛分析法之特性與限制 15一、DEA模式之特性 15二、DEA模式之限制 16第四節 Tobit截斷迴歸模型 17第四章 實證結果與分析 18第一節 研究對象與範圍 18第二節 變數選取說明與限制 19第三節 投入與產出變數之相關性分析 21第四節 銀行效率值分析 23第五節 整體銀行業效率值分析 24第六節 銀行經營效率檢定 26第七節 經營效率影響因素分析 27第五章 結論與建議 32第一節 研究結論 32第二節 研究建議 33參考文獻 42 zh_TW dc.format.extent 1468342 bytes - dc.format.mimetype application/pdf - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0104351036 en_US dc.subject (關鍵詞) 銀行放貸 zh_TW dc.subject (關鍵詞) 經營績效 zh_TW dc.subject (關鍵詞) 資料包絡分析法 zh_TW dc.subject (關鍵詞) Tobit迴歸分析 zh_TW dc.subject (關鍵詞) Bank loans en_US dc.subject (關鍵詞) Operating performances en_US dc.subject (關鍵詞) Data envelopment analysis (DEA) en_US dc.subject (關鍵詞) Tobit regression analysis en_US dc.title (題名) 放款對台灣銀行績效之研究 zh_TW dc.title (題名) A study on loan and bank performance in Taiwan en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 中文部分:吳濟華、何柏正(2008)，組織效率與生產力評估：資料包絡分析法，台北:前程。徐中琦、許志忠(2011)，台灣壽險業經營效率之研究─資料包絡分析法之應用，台灣銀行季刊，第六十二卷第四期，pp.42-67。陳欣華、雷立芬(2016)，金融控股公司所屬銀行經營效率之比較:資料包絡分析法之應用，台灣管理學刊，第十六卷第一期，pp.1-16。詹國華(2006)，台灣金融控股公司財務績效評估之研究─資料包絡法之應用，朝陽科技大學財務金融學系碩士論文。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，嶺東科技大學管理學院高階主管企管碩士在職專班碩士論文。羅敏清(2013)，運用資料包絡分析法評估八大公股行庫經營績效，南華大學企業管理系管理科學碩士班碩士論文。英文部分:Aly, H.Y., Grabowski, R., Pasurka, C. and Rangan, N.(1990),”Technical, Scale and Allocative Efficiencies in U.S. Banking: an Empirical Investigation”, The Review of Economics and Statistics, Vol.72, No.2, pp.211-218。Akhtar M.H.(2002),”X-efficiency Analysis of Commercial Banks in Pakistan A Preliminary Investigation”, Pakistan Development Review 41, No.4, pp.567-580。Berger, A.N. and DeYoung R.(1997),”Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, Vol.21。Banker, R.D., Charnes, A. and Cooper, W. W. (1984), “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis”, Management Science, Vol.30, No.9。Chakraborty, S.(2015),” Evaluating the efficiency of the banks in India during the pre & post recession period using DEA approach”, International Journal of Applied Engineering Research, Vol. 10, Issue 14, 2015, pp. 34919-34934。Charnes, A., Cooper, W. W., Rhodes, E.(1978),”Measuring the Efficiency of Decision Making Units”, European Journal of Operational Research 2, pp.429-444。Chen, T. Y. and T. L. Yen (2000), “A Measurement of Bank Efficiency, Ownership and Productivity Changes in Taiwan,” Service Industries Journal, Vol. 20, 95-109。Chiu, Y.H., Lou, Z., Chen, Y.C., Wang, Z. and Tsai, M.P.(2013),” Comparison of Operating Performance Management Between Taiwan Banks and Foreign Banks Based on the Meta-Hybrid DEA Model”, Economic Modelling,Vol.33, pp. 433-439。Das, A. and Ghosh, S.(2006),”Financial Deregulation and Efficiency: An Empirical of India Banks During the Post Reform Period”, Review of Financial Economics 15, pp.193-221。Drake, L.(2001),”Efficiency and Productivity Change in UK Banking”, Applied Financial Economics, No.11, pp.557-571。Drake, L. and Hall, Maximilian, J.B.(2003),”Efficiency in Japanese Banking: An Empirical Analysis”, Journal of Banking & Finance 27, pp.891-917。Gardener, E., Molyneux, P. and Nguyen, L.H.(2011),” Determinants of efficiency in South East Asian banking”, Service Industries Journal,Vol. 31, Issue 16, pp. 2693-2719。Izah, M.T., A.B., Nor Mazlina & Sudin H. (2009),”Evaluating Efficiency of Malaysian Bank Using Data Envelopment Analysis”, International Journal of Business and Management, Vol. 4, No.8。Jemric, I. and Vujcic, B.(2001),”Efficiency of Banks in Transition: A DEA Approach”, Current Issues in Emerging Marker Economies, Croatian National Bank。Jha, S., Hui, X. and Sun, B.(2013),” Commercial Banking Efficiency in Nepal: Application of DEA and Tobit Model”, Information Technology Journal, Vol. 12, Issue 2, pp.306-314。Kumbhakar, S.C. and Sarkar, S. (2004),“Deregulation, Ownership and Efficiency in Indian Banking: An application of Stochastic Frontier Analysis”, IGIDD working paper。Jreisat, A. and Hassan, H.(2016),” Banking efficiency in Egypt: An application of data Envelopment”, International Journal of Economics and Business Research, Vol. 11, Issue 2, pp. 101-119。Lewin, A.Y. and Minton, J.W.(1986),”Determining Organizational Effectiveness: Another Look, and an Agenda for Research”, Management Science 32, No.5, pp.514-538。Lin, T.Y(2006),”A Measurement of Bank Efficiency, Ownership and Productivity Changes in Taiwan”, The Service Industries Journal, Vol.20, No.1, pp.95-109。Lin, T.Y., Lee, C.C. and Chiu, T.F.(2009),”Application of DEA in Analyzing a Bank operating Performance”, Expert Systems with Application 36, pp.8883-8891。Majid Karimzadeh(2012),”Efficiency Analysis by Using Data Envelop Analysis Model: Evidence from Indian Banks ”, International Journal of Latest Trends in Finance & Economic Sciences, Vol. 2, No.3。Miller, S.M. and Noulas, A.G.(1996),”The Technical Efficiency of Large Bank Production”, Journal of Banking & Finance 20, pp.495-509。Mishra, A.K., Gadhia, J.N., Karm B.P., Patra, B. and Anand, S.(2013),” Are Private Sector Banks More Sound and Efficient than Public Sector Banks? 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