| dc.contributor.advisor | 李文福 | zh_TW |
| dc.contributor.author (Authors) | 張劉權 | zh_TW |
| dc.creator (作者) | 張劉權 | zh_TW |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 02:02:22 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 02:02:22 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 02:02:22 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097258030 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49229 | - |
| 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) | 97258030 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (摘要) | 金控銀行和獨立銀行在傳統在做績效評估時，可能都只考慮相同的技術水準，如此可能無法正確來衡量不同群體的的差異，而忽略其潛在的效率改善指標。因此，本文將先採用隨機邊界模型(SFA)，估出兩體系的隨機邊界模型，接著，再運用Rao (2006)所提出的共同邊界模型(metafrontier)，來進行兩個體系的銀行效率評估。本研究運用了民國91年到民國97年期間，13家金控銀行與24家獨立銀行的資料為樣本，去分析此兩個群體的效率比較，可得以下結論：1.在金控銀行與獨立銀行的個別隨機邊界中，兩個群體在於技術效率的表現上差異不大。2.金控銀行的技術效率變動有越來越小的趨勢；而獨立銀行術效率沒有明顯的縮小的趨勢。3.獨立銀行的技術缺口比TGR有顯著的大於金控銀行的TGR。4.在共同邊界的技術效率中，獨立銀行的技術效率顯著的大於金控銀行 | zh_TW |
| dc.description.abstract (摘要) | Most of traditional banking performance evaluation analyses assume both financial holding banks and independent banks share the same level of technology, thus it may not able to identify the managerial efficiency difference of different groups correctly . In this research, a SFA model (Battese and Coelli, 1995) is used first to estimate the technologies and inefficiency factors for both systems. Then a deterministic linear programming metafrontier (Rao, 2006) is adopted to evaluate the technology gap ratio between two bank systems.We collect data of 13 financial holding banks and 24 independentbanks from 2001~2008. After analyzing two systems and making comparison, the main conclusions are as follows:1.Two bank systems have a minor difference in SFA.2.The variance on technical efficiency becomes smaller with time in financial holding banks, but not in independent banks.3.Independentbanks’ TGR is significantly larger than financial holding banks’.4.In metafrontier, technical efficiency of independent banks is significantly larger than financial holding Bbnks. | 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 3第三節 研究架構 4第二章 臺灣金融業概述及文獻回顧 6第一節 臺灣金融業的概述 6第二節 銀行績效之評估方法 7第三節 銀行的投入及產出的界定 8第四節 文獻回顧 10第三章 研究方法 14第一節 技術效率和配置效率 14第二節 隨機邊界分析方法 16第三節 共同邊界模型 22第四章 實證結果分析 26第一節 研究樣本與變數選取 26第二節 隨機邊界模型結果 34第三節 共同邊界模型的分析 41第五章 結論與建議 50第一節 結論 50第二節 研究限制與建議 51參考文獻 53附錄 57 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097258030 | en_US |
| dc.subject (關鍵詞) | 本國銀行 | zh_TW |
| dc.subject (關鍵詞) | 銀行效率 | zh_TW |
| dc.subject (關鍵詞) | 隨機邊界模型 | zh_TW |
| dc.subject (關鍵詞) | 共同邊界模型 | zh_TW |
| dc.subject (關鍵詞) | 超越對數 | zh_TW |
| dc.subject (關鍵詞) | Financial holding banks | en_US |
| dc.subject (關鍵詞) | Stochastic frontier analysis | en_US |
| dc.subject (關鍵詞) | Metafrontier | en_US |
| dc.subject (關鍵詞) | Technology gap ratio | en_US |
| dc.subject (關鍵詞) | Translog | en_US |
| dc.title (題名) | 金控銀行與獨立銀行之共同邊界效率分析 | zh_TW |
| dc.type (資料類型) | thesis | en |
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