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台灣商業銀行營運效率與不良放款-應用具有產出平移不變性之DEA模型 = ...

余長青

台灣商業銀行營運效率與不良放款-應用具有產出平移不變性之DEA模型 = Non-Performing Loans and Operational Efficiencies of Taiwanese Commercial Banks-An Application of the Output Translation Invariant DEA Model

Record Type:	Language materials, printed : monographic
Paralel Title:	Non-Performing Loans and Operational Efficiencies of Taiwanese Commercial Banks-An Application of the Output Translation Invariant DEA Model
Author:	余長青,
Secondary Intellectual Responsibility:	國立高雄大學
Place of Publication:	[高雄市]
Published:	撰者;
Year of Publication:	2014[民103]
Description:	49面圖，表 : 30公分;
Subject:	DEA
Subject:	DEA
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/22957875726649960904
Notes:	參考書目：面36-41
Notes:	103年12月16日公開
Summary:	銀行是現代化社會資金供需的橋樑，其經營效率往往與整體經濟發展及成長力量有著密不可分的關係。然而，銀行身為金融中介，貸放資金難免產生逾放款，且放款的風險足以影響銀行本身獲利能力及經營的效率，因此逾期放款對銀行經營效率之影響不容小覷。有鑑於此，本研究將台灣銀行業的逾放款視為非意欲產出，並透過資料包絡分析(data envelopment analysis，DEA)進行銀行整體經營效率評估。另外，本研究亦將台灣金融產業之結構特性納入研究考量，將資料依其經營型態(金融控股及新舊銀行)與資金結構(泛公股及泛外資)進行無母數檢定，以了解台灣金融產業是否存在結構性差異，並針對研究結果提出相關建議。研究結果發現，非金控的效率平均值未顯著大於金控的效率平均值，舊銀行的效率平均值明顯優於新銀行的效率平均值，泛公股銀行的效率明顯高於非泛公股銀行的效率，最後，泛外資銀行的效率雖高於非泛外資銀行，但並未具明顯差異。 Bank is an important financial intermediate institution nowadays, its operation performances close relates to the overall growth of economy. However, there is always an ex ante for a risk that loan becomes to be non-performing, which means loan might become an undesirable output so as to decrease the operation performance of banks (Chang, 1999; Li et al., 2009). Thus, non-performing loan influence heavily on economy’s financial soundness (Li et al., 2009), and individual banks must control its non-performing loan to maintain its performance (McNulty et al., 2001). Taking the non-performing loan as undesirable output, the purpose of this paper is to investigate its contribution to the performance of banks applying data envelopment analysis (DEA). In order to understand the structural difference of Taiwanese financial industry, we apply the nonparametric test and cluster the samples into four groups: financial holding banks vs. non-financial holding banks, old banks vs. new banks, state-owned banks vs. non-state-owned banks, and foreign domestic banks vs. non-foreign domestic banks. The empirical results suggest that the average performance of non-financial and financial holding banks reveal to be insignificant different; yet the old banks’ average performance is significant higher than which of new banks. On average, the performance of state-owned banks is higher than the performance of non-state-owned banks. Finally, although foreign domestic banks have higher average performance than non-foreign domestic banks, it reveals to be insignificant.

台灣商業銀行營運效率與不良放款-應用具有產出平移不變性之DEA模型 = Non-Performing Loans and Operational Efficiencies of Taiwanese Commercial Banks-An Application of the Output Translation Invariant DEA Model
余, 長青

台灣商業銀行營運效率與不良放款-應用具有產出平移不變性之DEA模型 = Non-Performing Loans and Operational Efficiencies of Taiwanese Commercial Banks-An Application of the Output Translation Invariant DEA Model / 余長青撰 - [高雄市] : 撰者, 2014[民103]. - 49面 ; 圖，表 ; 30公分.
參考書目：面36-41103年12月16日公開.
DEADEA

台灣商業銀行營運效率與不良放款-應用具有產出平移不變性之DEA模型 = Non-Performing Loans and Operational Efficiencies of Taiwanese Commercial Banks-An Application of the Output Translation Invariant DEA Model
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330 $a 銀行是現代化社會資金供需的橋樑，其經營效率往往與整體經濟發展及成長力量有著密不可分的關係。然而，銀行身為金融中介，貸放資金難免產生逾放款，且放款的風險足以影響銀行本身獲利能力及經營的效率，因此逾期放款對銀行經營效率之影響不容小覷。有鑑於此，本研究將台灣銀行業的逾放款視為非意欲產出，並透過資料包絡分析(data envelopment analysis，DEA)進行銀行整體經營效率評估。另外，本研究亦將台灣金融產業之結構特性納入研究考量，將資料依其經營型態(金融控股及新舊銀行)與資金結構(泛公股及泛外資)進行無母數檢定，以了解台灣金融產業是否存在結構性差異，並針對研究結果提出相關建議。研究結果發現，非金控的效率平均值未顯著大於金控的效率平均值，舊銀行的效率平均值明顯優於新銀行的效率平均值，泛公股銀行的效率明顯高於非泛公股銀行的效率，最後，泛外資銀行的效率雖高於非泛外資銀行，但並未具明顯差異。 Bank is an important financial intermediate institution nowadays, its operation performances close relates to the overall growth of economy. However, there is always an ex ante for a risk that loan becomes to be non-performing, which means loan might become an undesirable output so as to decrease the operation performance of banks (Chang, 1999; Li et al., 2009). Thus, non-performing loan influence heavily on economy’s financial soundness (Li et al., 2009), and individual banks must control its non-performing loan to maintain its performance (McNulty et al., 2001). Taking the non-performing loan as undesirable output, the purpose of this paper is to investigate its contribution to the performance of banks applying data envelopment analysis (DEA). In order to understand the structural difference of Taiwanese financial industry, we apply the nonparametric test and cluster the samples into four groups: financial holding banks vs. non-financial holding banks, old banks vs. new banks, state-owned banks vs. non-state-owned banks, and foreign domestic banks vs. non-foreign domestic banks. The empirical results suggest that the average performance of non-financial and financial holding banks reveal to be insignificant different; yet the old banks’ average performance is significant higher than which of new banks. On average, the performance of state-owned banks is higher than the performance of non-state-owned banks. Finally, although foreign domestic banks have higher average performance than non-foreign domestic banks, it reveals to be insignificant.
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