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多角化經營是否對台灣銀行業有所助益?以收入與放款為例 = Does Di...

國立高雄大學經濟管理研究所

多角化經營是否對台灣銀行業有所助益?以收入與放款為例 = Does Diversification Benefit Banks in Taiwan? Income and Loan Perspectives

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	Does Diversification Benefit Banks in Taiwan? Income and Loan Perspectives
作者:	林詣宸,
其他團體作者:	國立高雄大學
出版地:	[高雄市]
出版者:	撰者;
出版年:	2008[民97]
面頁冊數:	76面圖，表 : 30公分;
標題:	多角化
標題:	diversification
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/96048687897255298592
附註:	指導教授：陳怡凱
附註:	參考書目：面65-67
摘要註:	本研究以分散收入來源及放款組合來定義銀行多角化，並以之建構銀行多角化程度的衡量指標。本文首先探討銀行多角化對利潤及風險的影響，進行實證分析。其次，探討在銀行規模及經濟成長變動不同的情況下，多角化經營對銀行利潤及風險的影響為何？本文實證結果可作為銀行業者及主管機關在未來經營策略或政策制定上之參考用。本文研究期間為2004到2007年，共四年的年資料，研究對象為台灣本國一般銀行與中小企業銀行，合計42家，共計146筆觀察值進行實證分析。本文實證結果為：一、收入多角化與NIM為正向關係，其次，分散放款組合可降低備抵呆帳率及倒閉風險，符合投資組合理論。二、當銀行規模越大，對利潤而言，分散收入可增加股東權益報酬率，但對風險調整後之股東權益報酬率影響不顯著。對風險而言，分散放款組合可降低逾放比率。實證可知，當規模越大，專業化及多角化經營，可達範疇經濟之效益。第三、當經濟成長衰退，分散收入及放款均可提高股東權益報酬率及資產報酬率、風險調整後之股東權益報酬率及資產報酬率與降低逾放比率。實證可知，當經濟成長減緩，則比較能夠看出多角化分散風險的好處，減少經濟成長下滑對銀行造成的衝擊，以致多角化經營之銀行的利潤相對較佳。 This paper constructs the dimension of bank’s diversification according to two different aspects. One is in terms of loan portfolios in the bank’s assets and another is in terms of revenue portfolios in bank’s revenue sources. First, the research examines the impacts of bank’s diversification on profits and risks. Second, our study further evaluates how the effect of bank’s diversification on profits and risks vary with size and economic growth？The analysis focuses on domestic banks in Taiwan amounted to forty-two from 2004 through 2007. The number of observations is 146 in the empirical analysis. There are some empirical findings in the paper. First, there is the positive relationship between revenue diversification and NIM and engaging in loan portfolios can reduce banks’ loan loss provision and insolvency risk, and the result is consistent with traditional portfolio theory. Second, while banks’ size becomes larger, for profit, revenue portfolios in bank’s revenue sources can raise banks’ ROE, but has no significant impact on risk-adjusted ROE. Next, for risk, loan portfolios can reduce banks’ non-performing loan. According to the empirical result, we realize that banks with the diversification and specialization can create the benefit of scope economics when banks’ size becomes more and more large. Third, when economic growth is worse, diversification in loan portfolio and revenue portfolio can increase banks’ ROA、ROE、risk-adjusted ROA and risk-adjusted ROE and lessen non-performing loan. In term of the empirical outcome, while economic growth declines, we easily can find the advantage diversification disperses risk. Because diversification can abate the shock for banks in a recessional situation, banks with diversification have relatively good profit.

多角化經營是否對台灣銀行業有所助益?以收入與放款為例 = Does Diversification Benefit Banks in Taiwan? Income and Loan Perspectives
林, 詣宸

多角化經營是否對台灣銀行業有所助益?以收入與放款為例 = Does Diversification Benefit Banks in Taiwan? Income and Loan Perspectives / 林詣宸撰 - [高雄市] : 撰者, 2008[民97]. - 76面 ; 圖，表 ; 30公分.
指導教授：陳怡凱參考書目：面65-67.
多角化diversification

多角化經營是否對台灣銀行業有所助益?以收入與放款為例 = Does Diversification Benefit Banks in Taiwan? Income and Loan Perspectives
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