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標題: 澳洲商業銀行效率分析之實證研究
An Empirical Study on the Efficiency Analysis of the Australian Commercial Banks
作者: 林佳蓉
Lin, Chia-Jung
關鍵字: performance;績效;commercial bank;Data Envelopment Analysis (DEA);Malmquist productivity indexes (MPI);efficiency;商業銀行;資料包絡法(DEA);麥氏生產力指數法(MPI);效率
出版社: 財務金融系所
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To keep pace with the trend of globalization, many countries commence to deregulate the financial industry. However, how to ensure financial system safety and market integrity under deregulation is essential work for any country. This paper studies whether the performance of 9 Australian domestically owned commercial banks improves after taking financial supervision into account in 1998 using Data Envelopment Analysis (DEA) and Malmquist productivity indexes (MPI). We find overall technical efficiency fell up to 2000, but recovered gradually thereafter. To compare with American banks, Australian banks had better average overall technical efficiency for the 2001-2004 post-financial reforms period. The results represent the overall technical inefficiency mainly was due to the scale inefficiency. In addition, the mean total factor productivity rose slightly by 0.1 percent per year and this increase could be traced to a positive technological change. On the other hand, we also find return on assets (ROA) is an important financial factor affecting positively the performance of Australian banks.
其他識別: U0005-0307200717115800
Appears in Collections:財務金融學系所

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