風險對銀行業國際金融業務效率之影響;The impact of Risk on The Efficiency of Offshore Banking in Banking Industry

NCUIR > School of Management at National Central University > Executive Master of Industrial Economics > Electronic Thesis & Dissertation > Item 987654321/65460

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Title:	風險對銀行業國際金融業務效率之影響;The impact of Risk on The Efficiency of Offshore Banking in Banking Industry
Authors:	林重光;Lin,Chung-Kuang
Contributors:	產業經濟研究所在職專班
Keywords:	資料包絡分析法;經營效率;OBU;TOBIT;data envelopment analysis;operational efficiency;OBU;TOBIT
Date:	2014-07-21
Issue Date:	2014-10-15 15:31:56 (UTC+8)
Publisher:	國立中央大學
Abstract:	這幾年OBU分行含國外分行的稅前盈餘大幅成長，表示營運表現與國際經濟情勢的關聯性愈來愈高，伴隨而來的信用風險、市場風險也逐漸上升，需嚴格控管風險，才能確保盈餘。因此OBU分行含國外分行，在擁有眾多稅賦優惠與經營業務上的鬆綁下，其經營效率為何？又納入風險考量後，是否會影響經營效率？為本文研究的重點。本文首先利用資料包絡分析法，以國內27家OBU分行含國外分行為受測單位進行98年至102年共5年之效率分析。所採用之投入變數為營業費用、利息支出、資產；產出變數為利息收入、手續費收入、放款及貼現、存款。第二階段利用Tobit迴歸模型，分析納入風險與其他環境變數對OBU分行含國外分行經營效率的影響，實證分析結果顯示： 1.至少3年以上為相對有效率之銀行有陽信銀行、安泰銀行、上海銀行、元大銀行。 2.承受愈多信用風險、流動性風險的銀行經營效率愈高。 3.成立金控後對OBU分行及國外分行的效率值有正面影響。 ;In recent years, the pre-tax income of the OBU branches, including overseas branches, has significantly grown, which means the relevance of the operating performance and the international economic situation, accompanied by credit risk, market risk is also gradually increased. In order to ensure the operating surplus, it is necessary to strictly control those risks. As a result, this study mainly focuses on the affect of operating efficiency, when OBU branches, including overseas branches, operating in numerous tax-reduced incentives and in lower deregulation. In addition, will it affect the operating efficiency when taking the risks into consideration? First of all, the use of the efficiency analysis by data envelopment analysis which selects 27 OBU branches, including overseas branch as test sample from 2009 to 2013 , totally five years. The input variables in the analysis are the operating expenses, interest expenses, assets; output variables are interest income, fee income, loans and discounts, deposits. Second, analyzing the risks and other environmental variables for the impact of operating efficiency using Tobit regression analysis, which includes OBU branches and the overseas branches. The empirical analysis shows that: 1.The results of relatively more operating efficiency for at least three are Sunny Bank, ING Bank, Shanghai Bank, Yuanta Bank. 2.The higher operating efficiency the banks have, and the more credit risk and liquidity risk the banks withstand. 3.Positive impacts on the efficiency values of OBU branches and overseas branches after establishing the financial holding company.
Appears in Collections:	[Executive Master of Industrial Economics] Electronic Thesis & Dissertation

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