台灣地區銀行業經營績效之實證研究

Abstract

本研究以2010年至2013年本國34家銀行為對象，採用國內外文獻中廣為應用的DEA模式評估銀行經營績效，並以仲介法決定投入與產出變數。產出變數為流動性資產、利息及其他收入，投入變數則為不動產及設備 、利息支出、營業費用，並透過DEA模式中的CCR模式、BCC模式求算各DMU之效率值。 透過DEA模式運算結果，本研究可歸納如下之結論： 一、從2010年至2013年總效率皆維持在1的銀行有：臺灣銀行、臺灣土地銀行、兆豐國際商業銀行、花旗(台灣)商業銀行、安泰商業銀行、匯豐(台灣)商業銀行等6間。 二、2010年至2013年扣除上述6間，其餘大部分銀行雖然總效率名次是上升或持平的狀況，但是總效率值都是下降的，顯示這些銀行經營績效是逐漸走下坡的。 三、整體銀行大環境的總效率呈現下降趨勢，而技術效率無效率大於規模效率，也就是說大部分的無效率皆是技術無效率所導致。

The purpose of this thesis is to apply the DEA method for measuring performance to banking industry data. By using CCR model of DEA to calculate the aggregate technical efficiency. From slack variable,the inefficiency banks can know how much should to decrease the inputs and increase the outputs. In order to know the inefficiency sources using BCC model to calculate the pure technical efficiency and scale efficiency. The data of 34 domestic banks from 2010 to 2013 is used. In this thesis, intermediation approach is used to decide the inputs and outputs. Two outputs are total current assets and interest and other income. Three outputs are total fixed assets, operating expenses and interest expenses. The result of this thesis are as follows: 1.From 2010 to 2013,These banks keep steady at 1 of the aggregate technical efficiency are: Bank of Taiwan, Land Bank of Taiwan, Mega International Commercial Bank, Citibank Taiwan, Entie Commercial Bank, and HSBC Bank (Taiwan). 2.Exception to 6 banks above,although the ranking of aggregate technical efficiency of most banks are rising or flat,the aggregate technical efficiency values are declining. Indicating the performance of these banks are getting downward. 3.Overall banks' aggregate technical efficiency is getting downward. Most of this inefficiency is the result of pure technical, i.e., wasting resources.