博碩士論文 101454006 完整後設資料紀錄

DC 欄位 語言
DC.contributor產業經濟研究所在職專班zh_TW
DC.creator嚴厚強zh_TW
DC.creatorhou-chiang Yenen_US
dc.date.accessioned2014-10-28T07:39:07Z
dc.date.available2014-10-28T07:39:07Z
dc.date.issued2014
dc.identifier.urihttp://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=101454006
dc.contributor.department產業經濟研究所在職專班zh_TW
DC.description國立中央大學zh_TW
DC.descriptionNational Central Universityen_US
dc.description.abstract台灣在近20年經濟發展中,金融業一直扮演舉足輕重的角色,許多企業籌措資金都需仰賴銀行業,目前為止,銀行主要獲利來源還是來自授信放款業務,近年來,全球景氣危機不斷,台灣金融業也無法倖免,面臨到現今景氣低迷,銀行業獲利也受到衝擊。本研究將針對銀行授信品質效率作評估分析。 本研究採用資料包絡分析法(Data Envelopment Analysis,DEA),來衡量銀行的授信績效,同時利用DEA 中的CCR 模式與BCC 模式,來探討無效率來源究係由純技術效率或規模效率所造成,並透過差額變數分析,建議無效率銀行在投入及產出項中提出可改善的空間。最後利用Tobit迴歸模型,分析其他變數對銀行授信品質效率的影響。 本文實證結果分析顯示連續7年為相對有效率之銀行有兆豐國際商銀、萬泰商業銀行;連續6年為相對有效率之銀行有臺灣土地銀行。 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。zh_TW
dc.description.abstractFinancial 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.en_US
DC.subject銀行zh_TW
DC.subject資料包絡分析法zh_TW
DC.subject授信品質zh_TW
DC.subject經營效率zh_TW
DC.subjectTOBITzh_TW
DC.subjectBanken_US
DC.subjectDEAen_US
DC.subjectLoan Qualityen_US
DC.subjectManagement Efficiencyen_US
DC.subjectTobiten_US
DC.title銀行業授信品質效率分析 - 以資料包絡法分析zh_TW
dc.language.isozh-TWzh-TW
DC.type博碩士論文zh_TW
DC.typethesisen_US
DC.publisherNational Central Universityen_US

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