存放款比率、存放款利差對於效率值有1% 顯著正相關；流動準備比率對於效率值有5% 顯著正相關。是否為金控公司與分行家數對於效率值不顯著。 ;Financial industry played an important role in economic development during past 20 years in Taiwan. Banks were relied on fund raising by many corporations. Because of that, loan and credit lending business create major profit on B/S sheet. However, due to economic crisis happened frequently around the world, bad debt affected the profitability of banking industry.
This study adopts Date Envelopment Analysis (DEA) to measure the credit performance of the banks in Taiwan, and uses the CCR and BCC models to investigate the inefficiency source that could be the pure technical inefficiency or the scale inefficiency. Besides, through the slack variable analysis, a suggestion to the inefficient banks for improving these inputs and outputs is made. Finally, Tobit regression model is utilized to analyze the impacts of other variables on the efficiency of banks’ credit quality.
The empirical analysis shows that the Mega International Commercial Bank and Cosmos Bank displayed relative efficacy for 7 years running, and the Land Bank of Taiwan displayed relative efficacy for 6 years running.
Loan deposit ratio and the loan deposit spread on the efficiency value of 1% significant positive correlation, flow reserve ratio spreads on efficiency value of 5% significant positive correlation. However, whether the bank belongs to a holding group and the number of branches are both not significant on the efficiency values.