dc.contributor.advisor | 吳中書 | zh_TW |
dc.contributor.author (Authors) | 黃慧琴 | zh_TW |
dc.creator (作者) | 黃慧琴 | zh_TW |
dc.date (日期) | 2005 | en_US |
dc.date.accessioned | 19-Sep-2009 15:01:42 (UTC+8) | - |
dc.date.available | 19-Sep-2009 15:01:42 (UTC+8) | - |
dc.date.issued (上傳時間) | 19-Sep-2009 15:01:42 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0093921049 | en_US |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34852 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 行政管理碩士學程 | zh_TW |
dc.description (描述) | 93921049 | zh_TW |
dc.description (描述) | 94 | zh_TW |
dc.description.abstract (摘要) | 本研究係透過金融機構公開揭露之財務報表,及政府單位網站公告的金融資訊,經由統計方法,找出影響銀行經營績效的主要因素。以45家本國銀行及34家外商銀行在台分行,共計79家銀行為實證研究對象,研究期間自民國88年至94年連續7年之財務資料為分析基礎。在研究方法上,係採用二階段進行,首先利用資料包絡分析法(DEA)投入導向模型評估每家銀行之經營效率,然後以Tobit截斷迴歸模型探討可能造成銀行之間經營效率差異的影響因素。 由DEA技術效率評估結果發現:(一)在不同投入產出組合下,台灣地區銀行整體的技術效率平均值介於41.34﹪與73.54﹪之間。代表台灣地區銀行在投入資源運用上仍存在改善空間,在產出不變下,平均而言,可以節省26.46%至58.66%的資源使用量。(二)規模效率平均值介於72.92%與86.89%之間,顯示造成其技術無效率之原因,主要歸咎於資源浪費。迴歸實證結果顯示:(一)控制銀行分行家數將使銀行改善資源配置,其本身之技術效率亦可獲改善。(二)銀行如能控管資產品質,並依市場狀況及本身風險承擔能力,估算適當的逾放比率並設定上限,將有助於提升其技術效率,並可維護資產品質。(三)銀行擴大規模、提高市場佔有率,將可提升銀行經營績效。(四)我國第一次金融改革大幅打銷呆帳之前,銀行經營績效普遍較高。但是從財務面來看,90年以前,銀行資產品質相對較差,原因是放款金額中隱含大量呆帳所致。(五)歐美系銀行之技術效率較高,顯示其母國總行先進之監理制度及風險管理技術,協助其在台灣地區業務之經營具有競爭力。 | zh_TW |
dc.description.tableofcontents | 第一章 緒論 1第一節 研究動機與目的 1第二節 研究架構與流程 2第三節 研究範圍與限制 4第二章 銀行業概況 5第一節 銀行家數 5第二節 外國銀行在台分行之發展 6第三節 銀行債權及資產品質 9第四節 本國銀行轉銷呆帳 10第五節 銀行獲利能力與報酬率 12第三章 有關效率評估之理論與實證文獻 15第一節 效率評估理論 15第二節 效率評估實證文獻 17第四章 實證模型 25第一節 技術效率評估模型 25第二節 DEA投入產出變數的界定 29第三節 TOBIT截斷迴歸實證模型 32第五章 實證結果與詮釋 37第一節 資料說明 37第二節 技術效率評估結果 40第三節 TOBIT截斷迴歸實證結果 42第六章 結論與建議 45參考文獻 48 | zh_TW |
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dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0093921049 | en_US |
dc.subject (關鍵詞) | 資料包絡分析法 | zh_TW |
dc.subject (關鍵詞) | 經營績效 | zh_TW |
dc.subject (關鍵詞) | Tobit截斷迴歸模型 | zh_TW |
dc.title (題名) | 台灣商業銀行經營績效影響因素之探討 | zh_TW |
dc.title (題名) | A Study of Efficiency of Commercial Bank in Taiwan | en_US |
dc.type (資料類型) | thesis | en |
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