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題名 台灣銀行業效率與生產力分析─方向距離函數之應用
Efficiency and productivity change of Taiwanese banking Industry- An application of directional distance function作者 范雅鈞
Fan, Ya Jyun貢獻者 李文福
范雅鈞
Fan, Ya Jyun關鍵詞 台灣銀行業
方向距離函數
銀行效率
逾期放款
Taiwanese banking industry
Directional distance function
Bank efficiency
Non-performing loans日期 2009 上傳時間 9-May-2016 15:42:03 (UTC+8) 摘要 本文利用可以同時捕捉到銀行增加意欲產出、減少投入與減少非意欲產出的方向距離函數，評估台灣銀行業與個別銀行在民國93年至97年的無效率值與生產力變化。設定逾期放款為銀行生產放款時的非意欲產出，以考量銀行的放款品質，也考慮到銀行都會付出成本來提供服務給存戶，因此以交易性存款作為銀行提供服務的替代變數，使銀行的服務包含在效率評估內，並以固定的方向向量作為無效率值加總的基礎，來衡量台灣整體銀行業的無效率。實證結果是台灣銀行業的無效率值隨著雙卡風暴的遠去，有逐年遞減的趨勢，生產力的變化則是退步的情況較多。
In this paper we estimate Taiwanese banks’ efficiency and productivity change during 2004-2008. The estimates are derived from the directional distance function. We treat non-performing loans as an undesirable output arising from the production of loans to measure the quality of loans. Considering every bank would make costs to serve customers, we choose transaction deposits as an alternative variable to capture the service provided by banks. The way we set the directional vector allows the aggregation of individual bank inefficiency and productivity change to the industry level. Our findings indicate that inefficiencies of Taiwanese banking industry were decreasing after the over of credit and cash card debts. And Taiwanese banking industry experienced productivity regress during this period.參考文獻 張石柱、蕭幸金與譚雯華（2004），「以策略觀點探討新舊銀行之經營效率─結合平衡計分卡及資料包絡分析法」，《當代會計》，第五卷第二期，207-234頁。 黃台心與陳盈秀 (2005)，「應用三階段估計法探討台灣地區銀行業經營效率」，《貨幣市場》，第九卷第四期，1-29頁。 葉彩蓮與陳澤義 (2000)，「銀行經營績效評估：財務比率與DEA的整合」，《東吳經濟商學學報》，第三十期，19-42頁。 曾昭玲、陳世能與林俊宏 (2005)，「逾放比對銀行經營績效影響之多期性研究」，《台灣金融財務季刊》，第六輯第四期，41-617頁。 詹維玲與劉景中 (2006)，「金融自由化後台灣銀行的效率與生產力」，《經濟論文》，第三十四卷第四期，251-300頁。 劉松瑜、謝嬘棋與溫育芳(2006)，「台灣銀行業在金控與非金控架構下之效率分析」，《台灣金融財務季刊》，第七輯第三期，127-176頁。 Berger, A. and Mester, L. “Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? ” Journal of Banking & Finance, 1997, 21, pp. 895-947. Chambers, R., Chung, Y. and Färe, R. “Benefit and Distance Functions. ” Journal of Economic Theory, 1996, 70, pp. 407-419. Chambers, R., Färe, R. and Grosskopf, S. “Productivity Growth in APEC Countries. ” Pacific Economic Review, 1996, 1(3), pp. 181-190. Chung, Y., Färe, R. and Grosskopf, S. “Productivity and Undesirable Outputs: A Directional Distance Function Approach. ” Journal of Environmental Management, 1997, 51, pp. 229-240. Färe, R., Grosskopf, S. and Lovell, C.A.K. Production Frontiers. Cambridge University Press, 1994. Färe, R. and Grosskopf, S. New Directions: Efficiency and Productivity. Boston MA: Springer Science, Business Media, 2005. Färe, R., Grosskopf, S. and Weber, W. “The Effect of Risk-based Capital Requirements on Profit Efficiency in Banking. ” Applied Economics, 2004, 36, pp. 1731-1743. Färe, R., Grosskopf, S. and Weber, W. “Shadow Prices and Pollution Costs in U.S. Agriculture. ” Ecological Economics, 2006, 56, pp. 89-103. Försund, F. and Hjalmarsson, L. “Generalized Farrell Measures of Efficiency: An Application to Milk Processing in Swedish Dairy Plants. ” Economic Journal, 1979, 89, pp. 294-315. Koopmans, T.C. Three Essays on the State of Economic Science. New York: McGraw-Hill, 1957. Luenberger, D.G. “New Optimality Principles for Economic Efficiency and Equilibrium. ” Journal of Optimization Theory and Applications, 1992, 75, pp. 221-264. Park, H. K. and Weber, W. L. “A Note on Efficiency and Productivity Growth in the Korea Banking Industry, 1992-2002. ” Journal of Banking & Finance, 2006, 30, pp. 2371-2386. Portela, C.A.S. and Thanassoulis, E. “Malmquist Indices for Measuring Productivity in the Presence of Negative Data: An Application to Bank Branches. ” 2008 Asia-Pacific Productivity Conference Pre-conference Workshop, 2008. Seiford, M. and Zhu, J. “Profitability and Marketability of the Top 55 U.S. Commercial Banks. ” Management Science, 1999, 45(9), pp. 1270-1288. Tortosa, -A, E. “Bank Cost Efficiency and Output Specification. ” Journal of Productivity Analysis, 2002, 18, pp. 199-222. 描述 碩士
國立政治大學
經濟學系
96258019資料來源 http://thesis.lib.nccu.edu.tw/record/#G0096258019 資料類型 thesis dc.contributor.advisor 李文福 zh_TW dc.contributor.author (Authors) 范雅鈞 zh_TW dc.contributor.author (Authors) Fan, Ya Jyun en_US dc.creator (作者) 范雅鈞 zh_TW dc.creator (作者) Fan, Ya Jyun en_US dc.date (日期) 2009 en_US dc.date.accessioned 9-May-2016 15:42:03 (UTC+8) - dc.date.available 9-May-2016 15:42:03 (UTC+8) - dc.date.issued (上傳時間) 9-May-2016 15:42:03 (UTC+8) - dc.identifier (Other Identifiers) G0096258019 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/95326 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 經濟學系 zh_TW dc.description (描述) 96258019 zh_TW dc.description.abstract (摘要) 本文利用可以同時捕捉到銀行增加意欲產出、減少投入與減少非意欲產出的方向距離函數，評估台灣銀行業與個別銀行在民國93年至97年的無效率值與生產力變化。設定逾期放款為銀行生產放款時的非意欲產出，以考量銀行的放款品質，也考慮到銀行都會付出成本來提供服務給存戶，因此以交易性存款作為銀行提供服務的替代變數，使銀行的服務包含在效率評估內，並以固定的方向向量作為無效率值加總的基礎，來衡量台灣整體銀行業的無效率。實證結果是台灣銀行業的無效率值隨著雙卡風暴的遠去，有逐年遞減的趨勢，生產力的變化則是退步的情況較多。 zh_TW dc.description.abstract (摘要) In this paper we estimate Taiwanese banks’ efficiency and productivity change during 2004-2008. The estimates are derived from the directional distance function. We treat non-performing loans as an undesirable output arising from the production of loans to measure the quality of loans. Considering every bank would make costs to serve customers, we choose transaction deposits as an alternative variable to capture the service provided by banks. The way we set the directional vector allows the aggregation of individual bank inefficiency and productivity change to the industry level. Our findings indicate that inefficiencies of Taiwanese banking industry were decreasing after the over of credit and cash card debts. And Taiwanese banking industry experienced productivity regress during this period. en_US dc.description.tableofcontents 頁次 第一章 緒論 1 1.1 研究背景與動機 1 1.2 研究目的與方法 2 1.3 本文架構與流程 3 第二章 文獻回顧 4 2.1 銀行的投入產出設定 4 2.2 銀行經營效率的文獻回顧 5 第三章 研究方法 11 3.1 方向距離函數 11 3.2 非意欲產出模型 14 3.3 Luenberger生產力指數 17 3.4 效率與生產力的加總 20 第四章 實證分析 26 4.1 資料蒐集與變數設定 26 4.2 效率與生產力變化的估計結果與分析 30 4.3 銀行不同特性的比較 41 4.4 不同投入產出設定的比較 43 4.5 影響效率的可能因素 47 4.6 不同方向設定的比較 49 第五章 結論 52 5.1 結論 52 5.2 建議未來研究方向 53 參考文獻 54 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0096258019 en_US dc.subject (關鍵詞) 台灣銀行業 zh_TW dc.subject (關鍵詞) 方向距離函數 zh_TW dc.subject (關鍵詞) 銀行效率 zh_TW dc.subject (關鍵詞) 逾期放款 zh_TW dc.subject (關鍵詞) Taiwanese banking industry en_US dc.subject (關鍵詞) Directional distance function en_US dc.subject (關鍵詞) Bank efficiency en_US dc.subject (關鍵詞) Non-performing loans en_US dc.title (題名) 台灣銀行業效率與生產力分析─方向距離函數之應用 zh_TW dc.title (題名) Efficiency and productivity change of Taiwanese banking Industry- An application of directional distance function en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 張石柱、蕭幸金與譚雯華（2004），「以策略觀點探討新舊銀行之經營效率─結合平衡計分卡及資料包絡分析法」，《當代會計》，第五卷第二期，207-234頁。 黃台心與陳盈秀 (2005)，「應用三階段估計法探討台灣地區銀行業經營效率」，《貨幣市場》，第九卷第四期，1-29頁。 葉彩蓮與陳澤義 (2000)，「銀行經營績效評估：財務比率與DEA的整合」，《東吳經濟商學學報》，第三十期，19-42頁。 曾昭玲、陳世能與林俊宏 (2005)，「逾放比對銀行經營績效影響之多期性研究」，《台灣金融財務季刊》，第六輯第四期，41-617頁。 詹維玲與劉景中 (2006)，「金融自由化後台灣銀行的效率與生產力」，《經濟論文》，第三十四卷第四期，251-300頁。 劉松瑜、謝嬘棋與溫育芳(2006)，「台灣銀行業在金控與非金控架構下之效率分析」，《台灣金融財務季刊》，第七輯第三期，127-176頁。 Berger, A. and Mester, L. “Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? ” Journal of Banking & Finance, 1997, 21, pp. 895-947. Chambers, R., Chung, Y. and Färe, R. “Benefit and Distance Functions. ” Journal of Economic Theory, 1996, 70, pp. 407-419. Chambers, R., Färe, R. and Grosskopf, S. “Productivity Growth in APEC Countries. ” Pacific Economic Review, 1996, 1(3), pp. 181-190. Chung, Y., Färe, R. and Grosskopf, S. “Productivity and Undesirable Outputs: A Directional Distance Function Approach. ” Journal of Environmental Management, 1997, 51, pp. 229-240. Färe, R., Grosskopf, S. and Lovell, C.A.K. Production Frontiers. Cambridge University Press, 1994. Färe, R. and Grosskopf, S. New Directions: Efficiency and Productivity. Boston MA: Springer Science, Business Media, 2005. Färe, R., Grosskopf, S. and Weber, W. “The Effect of Risk-based Capital Requirements on Profit Efficiency in Banking. ” Applied Economics, 2004, 36, pp. 1731-1743. Färe, R., Grosskopf, S. and Weber, W. “Shadow Prices and Pollution Costs in U.S. Agriculture. ” Ecological Economics, 2006, 56, pp. 89-103. Försund, F. and Hjalmarsson, L. “Generalized Farrell Measures of Efficiency: An Application to Milk Processing in Swedish Dairy Plants. ” Economic Journal, 1979, 89, pp. 294-315. Koopmans, T.C. Three Essays on the State of Economic Science. New York: McGraw-Hill, 1957. Luenberger, D.G. “New Optimality Principles for Economic Efficiency and Equilibrium. ” Journal of Optimization Theory and Applications, 1992, 75, pp. 221-264. Park, H. K. and Weber, W. L. “A Note on Efficiency and Productivity Growth in the Korea Banking Industry, 1992-2002. ” Journal of Banking & Finance, 2006, 30, pp. 2371-2386. Portela, C.A.S. and Thanassoulis, E. “Malmquist Indices for Measuring Productivity in the Presence of Negative Data: An Application to Bank Branches. ” 2008 Asia-Pacific Productivity Conference Pre-conference Workshop, 2008. Seiford, M. and Zhu, J. “Profitability and Marketability of the Top 55 U.S. Commercial Banks. ” Management Science, 1999, 45(9), pp. 1270-1288. Tortosa, -A, E. “Bank Cost Efficiency and Output Specification. ” Journal of Productivity Analysis, 2002, 18, pp. 199-222. zh_TW
