| dc.contributor.advisor | 李文福 | zh_TW |
| dc.contributor.author (Authors) | 翁祥容 | zh_TW |
| dc.creator (作者) | 翁祥容 | zh_TW |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 14-Sep-2009 13:30:59 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 13:30:59 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 13:30:59 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0096258012 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32255 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 96258012 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 本文以資料包絡分析法衡量2004年第一季至2008年第三季台灣商業銀行之效率與生產力，並以其代表銀行之經營績效。不同於過去文獻之處在於本文以前瞻之觀點（沈中華，2005）求出放款預期損失以衡量放款風險，作為放款過程中的非意欲產出。本文並利用Ray and Desli（1997）架構拆解Malmquist總要素生產力指數，探討銀行績效變動之來源，此外，亦將該拆解結果與Färe et al.（1994）拆解方式比較，發現在技術變動部分有明顯不同。本文並探討影響銀行效率之因素以及檢定不同類型銀行之生產力表現是否有顯著差異。 | zh_TW |
| dc.description.abstract (摘要) | The purpose of this paper is to examine the efficiency and productivity change of Taiwan’s banks over 2004Q1-2008Q3 using data envelopment analysis. Unlike the literature of the past, this paper uses the forward-looking viewpoint to derive expected losses from loans to measure the credit risk. In addition, the loan expected loss is thought of as an undesirable output in the estimation of efficiency and productivity. On the other hand, this paper uses a VRS frontier benchmark (Ray and Desli, 1997) to analyze the sources of productivity change. This paper also compares this result with that of Färe et al.（1994）decomposition, and finds that the estimated technical changes of two approaches are significantly different. Further, this paper analyzes the factors influencing banks’ efficiency, and investigates the productivity differences between different ownerships. | en_US |
| dc.description.tableofcontents | 第一章 緒論 1 1.1 研究動機 1 1.2 研究目的 2 1.3 研究架構 3 第二章 文獻回顧 4 2.1 台灣銀行產業概況 4 2.2 銀行業相關文獻 7 第三章 理論模型 13 3.1 距離函數 13 3.2 資料包絡分析法 14 3.3 Malmquist 總要素生產力指數 18 第四章 實證分析 23 4.1 樣本資料與變數說明 23 4.2 資料處理 25 4.3 效率與生產力分析 29 第五章 結論與建議 43 5.1 結論 43 5.2 未來研究方向 44 參考文獻 45 附錄 49 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0096258012 | en_US |
| dc.subject (關鍵詞) | 放款預期損失 | zh_TW |
| dc.subject (關鍵詞) | 非意欲產出 | zh_TW |
| dc.subject (關鍵詞) | 效率 | zh_TW |
| dc.subject (關鍵詞) | Malmquist總要素生產力指數 | zh_TW |
| dc.subject (關鍵詞) | Loan expected losses | en_US |
| dc.subject (關鍵詞) | Undesirable output | en_US |
| dc.subject (關鍵詞) | Efficiency | en_US |
| dc.subject (關鍵詞) | Malmquist TFP index | en_US |
| dc.title (題名) | 考量預期損失之台灣商業銀行效率與生產力分析 | zh_TW |
| dc.title (題名) | The Efficiency and productivity analysis of banking industry in Taiwan considering expected losses | en_US |
| dc.type (資料類型) | thesis | en |
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