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題名 大陸與台灣地區商業銀行成本效率比較研究 ─基於DEA模型和Meta-frontier成本函數
The Comparative Study of Cost Efficiency of Mainland and Taiwan Commercial Banks ──An Empirical Analysis Based on DEA Model and Meta-frontier Cost Function
作者 林雨楨
Lin, Yu Zhen
貢獻者 廖四郎
Liao, Si Lang
林雨楨
Lin, Yu Zhen
關鍵詞 商業銀行
成本效率
數據包絡分析法
共同邊界成本函數
Commercial bank
Cost efficiency
Data envelopment analysis
Meta-frontier cost function
日期 2015
上傳時間 2-Nov-2015 14:47:57 (UTC+8)
摘要 隨著台海兩岸經貿往來密切，發展迅速，客觀上對銀行業提出了許多服務要求，為兩岸金融業的合作提供了廣闊的空間。本文通過採用數據包絡分析法和共同邊界成本函數比較分析了兩岸商業銀行的成本結構及效率差異，實證結果表示大陸商業銀行的成本效率要高於台灣銀行。對這一結果的可能性解釋是大陸銀行的資產規模要遠高於台灣銀行。銀行總資產越高，其獲取低投入要素價格的市場能力越強，因此生產成本更低，成本效率更高。台灣和大陸商業銀行有必要發揮自身的優勢，通過各種方式和渠道，加快兩岸銀行界合作的進程。
With cross-strait rapid economic development and trade exchanges, huge business investments have induced a great demand for financial services and provided a broad space for cross-strait cooperation. This paper adopts data envelopment analysis and meta-frontier cost function to compare and analyze the different cost structure and efficiency of mainland and Taiwan commercial banks. The empirical results reveal that cost efficiency of mainland commercial banks is higher than Taiwanese ones, which is maybe caused by the larger bank size and total assets. The larger the size of banks, the higher the market power for reaping the benefits of low input prices, thereby resulting in a lower cost of production and a higher cost efficiency. It is necessary for mainland and Taiwan commercial banks to develop their own strengths to accelerate the process of cross-strait cooperation in the banking sector through various means and channels.
參考文獻 吳濟華、何柏正，（2008）。組織效率與生產力評估：資料包絡分析法。台灣：前程文化。
徐傳諶、齊樹天，（2007）。中國商業銀行X-效率實證研究。經濟研究，3，35﹣43。
黃柏翔，2011。《兩岸財富管理市場發展之研究》。台灣：國立政治大學金融系。
蘇飛，2012。《中國商業銀行成本效率分析》。中國：安徽大學。
Afriat, S.N. (1972). Efficiency Estimation of Production Functions. International Economic Review, 13, 568-598.
Aigner, D.J. and S.F. Chu (1968). On Estimating the Industry Production Function American Economic Review, 58, 826-839.
Banker, R.D., A. Charnes and W.W. Cooper (1984). Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis. Management Science, 30, 1078-1092.
Berger, A.N. and D.B., Humphrey (1997). Efficiency of financial institutions: International survey and directions for future research. European Journal of Operational Research, 98, 175-212.
Berger, A.N. (2007). International comparisons of banking efficiency. Financial Markets, Institutions & Instruments, 16, 119-144.
Boles, J.N. (1966). Efficiency Squared – Efficiency Computation of Efficiency Indexes. Proceedings of the 39th Annual Meeting of the Western Farm Economics Association, pp. 137-142.
Bos J.W.B. and H. Schmiedel (2007). Is there a single frontier in a single European banking market? J Bank Finance, 31, 2081-2102.
Charnes, A., W.W. Cooper and E. Rhodes (1978). Measuring the Efficiency of Decision Making Units. European Journal of operational Research, 2, 429-444.
Chen K.H. and H.Y. Yang (2011). A cross-country comparison of productivity growth using the generalized metafrontier Malmquist productivity index: with application to banking industries in Taiwan and China. J Prod Anal, 35, 197-212.
Coelli, T.J., D.S.P. Rao, C.J. O’Donnell and G.E. Battese. (2005). An Introduction to Efficiency and Productivity Analysis, New York: Springer Science + Business Media, Inc.
Fa ̈re, R., S. Grosskopf and J. Logan (1983). The Relative Efficiency of Illinois Electric Utilities. Resources and Energy, 5, 349-367.
Farrell, M.J. (1957). The Measurement of Productive Efficiency. Journal of the Royal Statistical Social, Series A, CXX, Part 3, 253-290.
Fu X.Q. and S. Heffernan (2007). Cost X-efficiency in China’s Banking Sector. China Economic Review, 18, 35-53.
Huang, M.Y. and T.T. Fu (2013). An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function. J Prod Anal, 40, 387-406.
Huang T.H., L.C. Chiang and K.C. Chen (2011). An empirical study of bank efficiencies and technology gaps in European banking. The Manchester School, 79, 839-860.
Richmond, J. (1974). Estimating the Efficiency of Production. International Economic Review, 15, 515-521.
Young, R.D. and I. Hasan (1998). The Performance of De Novo Commercial Banks: A Profit Efficiency Approach. Journal of Banking and Finance, 22, 565-587.
Zaim, O. (1995). The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks. Applied Financial Economics, 5, 257-264.
描述 碩士
國立政治大學
金融研究所
102352039
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0102352039
資料類型 thesis
dc.contributor.advisor 廖四郎zh_TW
dc.contributor.advisor Liao, Si Langen_US
dc.contributor.author (Authors) 林雨楨zh_TW
dc.contributor.author (Authors) Lin, Yu Zhenen_US
dc.creator (作者) 林雨楨zh_TW
dc.creator (作者) Lin, Yu Zhenen_US
dc.date (日期) 2015en_US
dc.date.accessioned 2-Nov-2015 14:47:57 (UTC+8)-
dc.date.available 2-Nov-2015 14:47:57 (UTC+8)-
dc.date.issued (上傳時間) 2-Nov-2015 14:47:57 (UTC+8)-
dc.identifier (Other Identifiers) G0102352039en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/79196-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 金融研究所zh_TW
dc.description (描述) 102352039zh_TW
dc.description.abstract (摘要) 隨著台海兩岸經貿往來密切，發展迅速，客觀上對銀行業提出了許多服務要求，為兩岸金融業的合作提供了廣闊的空間。本文通過採用數據包絡分析法和共同邊界成本函數比較分析了兩岸商業銀行的成本結構及效率差異，實證結果表示大陸商業銀行的成本效率要高於台灣銀行。對這一結果的可能性解釋是大陸銀行的資產規模要遠高於台灣銀行。銀行總資產越高，其獲取低投入要素價格的市場能力越強，因此生產成本更低，成本效率更高。台灣和大陸商業銀行有必要發揮自身的優勢，通過各種方式和渠道，加快兩岸銀行界合作的進程。zh_TW
dc.description.abstract (摘要) With cross-strait rapid economic development and trade exchanges, huge business investments have induced a great demand for financial services and provided a broad space for cross-strait cooperation. This paper adopts data envelopment analysis and meta-frontier cost function to compare and analyze the different cost structure and efficiency of mainland and Taiwan commercial banks. The empirical results reveal that cost efficiency of mainland commercial banks is higher than Taiwanese ones, which is maybe caused by the larger bank size and total assets. The larger the size of banks, the higher the market power for reaping the benefits of low input prices, thereby resulting in a lower cost of production and a higher cost efficiency. It is necessary for mainland and Taiwan commercial banks to develop their own strengths to accelerate the process of cross-strait cooperation in the banking sector through various means and channels.en_US
dc.description.tableofcontents 第一章 緒論 1
第一節 研究動機 1
第二節 研究背景 2
第三節 論文框架 4
第二章 文獻探討 5
第三章 研究方法 9
第一節 DEA模型 9
第二節 Meta﹣frontier Cost Function（共同邊界成本函數） 17
第四章 變量選擇與數據說明 22
第五章 實證結果及模型比較 26
第一節 基於DEA模型的實證結果 26
第二節 基於共同前沿成本函數的實證結果 31
第三節 模型比較 33
第六章 結論 35
參考文獻 36		zh_TW
dc.format.extent 1402367 bytes-
dc.format.mimetype application/pdf-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0102352039en_US
dc.subject (關鍵詞) 商業銀行zh_TW
dc.subject (關鍵詞) 成本效率zh_TW
dc.subject (關鍵詞) 數據包絡分析法zh_TW
dc.subject (關鍵詞) 共同邊界成本函數zh_TW
dc.subject (關鍵詞) Commercial banken_US
dc.subject (關鍵詞) Cost efficiencyen_US
dc.subject (關鍵詞) Data envelopment analysisen_US
dc.subject (關鍵詞) Meta-frontier cost functionen_US
dc.title (題名) 大陸與台灣地區商業銀行成本效率比較研究 ─基於DEA模型和Meta-frontier成本函數zh_TW
dc.title (題名) The Comparative Study of Cost Efficiency of Mainland and Taiwan Commercial Banks ──An Empirical Analysis Based on DEA Model and Meta-frontier Cost Functionen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 吳濟華、何柏正，（2008）。組織效率與生產力評估：資料包絡分析法。台灣：前程文化。
徐傳諶、齊樹天，（2007）。中國商業銀行X-效率實證研究。經濟研究，3，35﹣43。
黃柏翔，2011。《兩岸財富管理市場發展之研究》。台灣：國立政治大學金融系。
蘇飛，2012。《中國商業銀行成本效率分析》。中國：安徽大學。
Afriat, S.N. (1972). Efficiency Estimation of Production Functions. International Economic Review, 13, 568-598.
Aigner, D.J. and S.F. Chu (1968). On Estimating the Industry Production Function American Economic Review, 58, 826-839.
Banker, R.D., A. Charnes and W.W. Cooper (1984). Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis. Management Science, 30, 1078-1092.
Berger, A.N. and D.B., Humphrey (1997). Efficiency of financial institutions: International survey and directions for future research. European Journal of Operational Research, 98, 175-212.
Berger, A.N. (2007). International comparisons of banking efficiency. Financial Markets, Institutions & Instruments, 16, 119-144.
Boles, J.N. (1966). Efficiency Squared – Efficiency Computation of Efficiency Indexes. Proceedings of the 39th Annual Meeting of the Western Farm Economics Association, pp. 137-142.
Bos J.W.B. and H. Schmiedel (2007). Is there a single frontier in a single European banking market? J Bank Finance, 31, 2081-2102.
Charnes, A., W.W. Cooper and E. Rhodes (1978). Measuring the Efficiency of Decision Making Units. European Journal of operational Research, 2, 429-444.
Chen K.H. and H.Y. Yang (2011). A cross-country comparison of productivity growth using the generalized metafrontier Malmquist productivity index: with application to banking industries in Taiwan and China. J Prod Anal, 35, 197-212.
Coelli, T.J., D.S.P. Rao, C.J. O’Donnell and G.E. Battese. (2005). An Introduction to Efficiency and Productivity Analysis, New York: Springer Science + Business Media, Inc.
Fa ̈re, R., S. Grosskopf and J. Logan (1983). The Relative Efficiency of Illinois Electric Utilities. Resources and Energy, 5, 349-367.
Farrell, M.J. (1957). The Measurement of Productive Efficiency. Journal of the Royal Statistical Social, Series A, CXX, Part 3, 253-290.
Fu X.Q. and S. Heffernan (2007). Cost X-efficiency in China’s Banking Sector. China Economic Review, 18, 35-53.
Huang, M.Y. and T.T. Fu (2013). An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function. J Prod Anal, 40, 387-406.
Huang T.H., L.C. Chiang and K.C. Chen (2011). An empirical study of bank efficiencies and technology gaps in European banking. The Manchester School, 79, 839-860.
Richmond, J. (1974). Estimating the Efficiency of Production. International Economic Review, 15, 515-521.
Young, R.D. and I. Hasan (1998). The Performance of De Novo Commercial Banks: A Profit Efficiency Approach. Journal of Banking and Finance, 22, 565-587.
Zaim, O. (1995). The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks. Applied Financial Economics, 5, 257-264.		zh_TW