台灣公股行庫與中國股份制銀行之成本效率分析

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陳威任(Wei-Jen Chen) 查詢紙本館藏

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論文名稱

台灣公股行庫與中國股份制銀行之成本效率分析
(The Cost Efficiency Analysis between Government banks in Taiwan and Joint-equity Banks in China)

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摘要(中)

本文利用共同隨機成本邊界模型,估計台灣公股行庫與中國股份制銀行之共同成本效率,探討兩者之效率高低,並利用一階段聯立求解方法,同時估計無效率因子模型以及成本隨機函數,資料來源為Bankscope(2009)全球銀行與機構資料庫,研究期間為1993年到2008年共16年。針對台灣公股行庫13家共163個樣本,中國股份制銀行19家共221個樣本,研究結果發現,中國銀行業之成本效率再加WTO後已有大幅進步,且發現台灣在經歷亞洲金融風暴及國內外大環境問題後,造成銀行經營效率不彰,但在2002年及2003年之金融改革,致使台灣銀行業體質的強化,成本效率表現也越來越好。在無效率因子模型中發現,在亞洲金融風暴中時對台灣無效率影響為正向而顯著,而中國之金融體系仍屬封閉,故受到國際金融風暴影響較小。在2008年之全球金融海嘯中,對兩岸銀行的無效率值影響皆為反向變動,顯現出兩岸政府之施政措施,使得兩岸銀行經營未受金融海嘯的影響。

摘要(英)

This paper applied Meta Stochastic Cost Frontier to estimate Meta Cost Efficiency between government bank in Taiwan and Jointed-stock banks in China.The study is based on Bankscope’’s database and the comparing samples are 13 government banks in Taiwan and 19 joint-equity banks in China.The data starts from 1993 to 2008. Total number of sample bank is 384.Results of the research shows that the cost efficiency of China’’s banking sector after entry into the WTO has been substantial progress.After undergoing Asian financial crisis and international environmental issues, operation of Taiwan’’s banks becomes more inefficient.But in 2002、 2003, a series of financial reformed by government,Cost-effective performance is getting better and better.In the inefficiency factor model, the Asian Financial Crisis’’ impact on Taiwan’’s inefficiency is positive and significant.Because China’’s financial system is still closed,it is less affected by the international financial crisis.In 2008, the global financial tsunami, the inefficiency of cross-strait banking are all reverse changes affect the value.Showing the two governments’’ policy make banks were not affect by financial tsunami.

關鍵字(中)

★ 技術缺口率。
★ 中國銀行業
★ 台灣銀行業
★ 共同成本效率
★ 共同隨機成本邊界

關鍵字(英)

★ Meta Cost Stochastic Frontier
★ Taiwan banks
★ Meta Cost Efficiency
★ Technology Gap Ratio.
★ China banks

論文目次

目錄
中文摘要 ……………………………………………………………………………… i
英文摘要 ……………………………………………………………………………… ii
誌謝 ……………………………………………………………………………… iii
目錄 ……………………………………………………………………………… iv
表目錄 ……………………………………………………………………………… vi
圖目錄 ……………………………………………………………………………… vii
1 前言……………………………………………………………………………………1
1-1 動機………………………………………………………………………………1
1-2 研究方法 …………………………………………………………………………4
1-3 研究結果 …………………………………………………………………………5
2 文獻回顧 ……………………………………………………………………………7
3 計量模型 …………………………………………………………………………10
3-1 隨機成本邊界函數………………………………………………………………10
3-2 隨機共同邊界成本函數 ………………………………………………………12
3-3 效率評量指標 …………………………………………………………………13
3-4 共同成本邊界效率估計方法……………………………………………………15
4 資料與實證結果 ……………………………………………………………………18
4-1 資料來源…………………………………………………………………………18
4-2 變數說明 ………………………………………………………………………18
4-3 實證模型…………………………………………………………………………20
4-4 實證結果分析 ………………………………………………………………… 21
5 結果與建議 …………………………………………………………………………27
參考文獻 …………………………………………………………………………………29
表目錄
1 銀行總覽 ……………………………………………………………………………34
2變數定義與基本敘述統計:台灣……………………………………………………35
3變數定義與基本敘述統計:中國……………………………………………………36
4隨機成本邊界函數 …………………………………………………………………37
5無效率因子模型………………………………………………………………………38
6兩國共同成本邊界 ………………………………………………………………… 39
7兩國效率評量指標敘述統計量………………………………………………………40
8 Wilcoxon Rank-Sum (Mann-Whitney) Test…………………………………………40
9台灣銀行業效率衡量指標:依年份…………………………………………………41
10中國銀行業效率衡量指標:依年份…………………………………………………42
11台灣銀行業效率衡量指標:依銀行…………………………………………………43
12中國銀行業效率衡量指標:依銀行…………………………………………………44
圖目錄
1兩岸存放款利差比較…………………………………………………………………45
2共同成本邊界函數……………………………………………………………………46
3成本效率圖形之比較…………………………………………………………………46
4效率衡量指標比較-成本效率………………………………………………………47
5效率衡量指標比較-技術缺口率(QP,LP) ……………………………………………48
6效率衡量指標比較-共同成本效率(QP,LP)…………………………………………49

參考文獻

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指導教授

徐之強(Chih-Chiang Hsu)

審核日期

2011-6-21

推文