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風險調整後之銀行績效評估-以台灣為例 = The Risk-Adjust...

國立高雄大學經營管理研究所

風險調整後之銀行績效評估-以台灣為例 = The Risk-Adjusted Efficiency Measurement of Banking Industry- Evidence from Taiwan

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	The Risk-Adjusted Efficiency Measurement of Banking Industry- Evidence from Taiwan
作者:	邱冠程,
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:	2009[民98]
面頁冊數:	7, 84面圖，表 : 30公分;
標題:	全域式Malmquist 指數
標題:	NPLs
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/47154761184458043313
摘要註:	許多產業都具有多產岀的特性，但這些產出之中有些可能為非意欲產出，例如，逾期放款就是非意欲產出，而一般放款就是正常產出。而非意欲產出一般是隨著生產過程的附產出，其亦滿足弱可拋的特性。當銀行擁有許多放款時不一定隱含著擁有高效率，尤其當銀行擁有許多的逾期放款。經濟學人(Nov. 11, 2000)指出，台灣的逾期放款達到新高並認為本土金融危機即將發生。因此控制逾期放款對銀行績效和一國經濟穩定是相當重要的。本文使用方向性距離函數和Global Malmquist生產力指數來衡量台灣銀行業2002-2007年生產力改變。此外可以進一步的考慮變動規模報酬將生產力指數分成三部分：技術變動、效率變動和規模效率變動。本研究結果發現（1）不論有無考慮風險調整，金控銀行的純粹技術效率平均值顯著地高於非金控銀行純粹技術效率平均值。（2）台灣銀行業主要是透過效率改變來提升生產力，規模效率是其次，技術變動之貢獻為負。（3）風險調整後金控銀行與非金控銀行之生產力和其分解成分皆沒有顯著的差異性，若未考慮風險調整，金控銀行與非金控銀行除了規模效率改變有顯著的差異性外，生產力、技術改變和效率改變皆沒有顯著的差異性。（4）不論有無考慮風險調整，新銀行和舊銀行除了規模效率改變有顯著的差異性外，生產力、技術改變和效率改變皆沒有顯著的差異性。 Many industries are characterized by multi-output and some are undesirable or bad; for instance, normal loans are desirable and non-performing loans are undesirable. Undesirable outputs are generally byproducts of production process and satisfy the property of weak disposability. Loans are one of the major outputs provided by a bank, but the loan is a risk output. A bank with more loans does not imply it has a higher efficiency especially if it is associated with sizable NPLs. As Economists reported (Nov. 11, 2000), bad loans in Taiwanese domestic banks rocketed to new highs and a local financial crisis was imminent. Controlling NPL is thus very important for both an individual bank’s performance (McNulty et al., 2001) and an economy’s financial soundness. This study uses the directional distance function and global Malmquist index to measure the TFP growth of commercial banks in Taiwan for the period 2002-2007 since it employs the global distance function to construct TFP change index. Moreover, it can measure TFP index without problem even though the production is variable returns to scale. We furthermore decompose TFP into three components: Technical change, efficiency change, and scale efficiency change components. Empirical results show that:（1）financial banks significantly outperform non-financial banks in terms of pure technical efficiencies with adjusting risk or without adjusting risk; （2）the TFP upgrading mainly results from efficiency improvement and scale efficiency component, and the contribution of technical change is negative; （3）the TFP and its three components don’t have significant difference between financial and non-financial banks with adjusting risk, Except scale efficiency, the TFP and its three components don’t have significant difference between financial and non-financial banks without adjusting risk; （4）Except scale efficiency, the TFP and its three components don’t have significant difference

風險調整後之銀行績效評估-以台灣為例 = The Risk-Adjusted Efficiency Measurement of Banking Industry- Evidence from Taiwan
邱, 冠程

風險調整後之銀行績效評估-以台灣為例 = The Risk-Adjusted Efficiency Measurement of Banking Industry- Evidence from Taiwan / 邱冠程撰 - [高雄市] : 撰者, 2009[民98]. - 7, 84面 ; 圖，表 ; 30公分.
參考書目：面82-84.
全域式Malmquist 指數NPLs

風險調整後之銀行績效評估-以台灣為例 = The Risk-Adjusted Efficiency Measurement of Banking Industry- Evidence from Taiwan
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