台灣銀行業經營績效分析：Luenberger生產力指標法之應用

Evaluating the Performance of the Taiwanese Banking Industry: An Application of the Luenberger Productivity Indicator

10.6277/ter.2010.384.6

李文福(Wen-Fu Lee)；范雅鈞(Ya-Jyun Fan)

方向距離函數 ； Luenberger生產力指標 ； 一致性產業效率 ； 逾期放款 ； directional distance function ； Luenberger productivity indicator ； consistent industry efficiency ； non-performing loans

經濟論文叢刊

38卷4期（2010 / 12 / 01）

593 - 627

繁體中文

本文利用可以同時捕捉到透過增加意欲產出，減少投入與減少非意欲產出改善績效的方向技術距離函數，評估台灣銀行業與個別銀行在民國93年至97年的Luenberger技術效率與生產力指標(indicator)。實證結果顯示台灣銀行業的無效率值隨著雙卡風暴的遠去，有逐年遞減的趨勢，但生產力的變化則是退步的情況較多，每年衰退幅度約爲投入產出樣本平均數向量的0.0205倍，其來源主要是技術衰退，衰退幅度每年約是投入產出樣本平均數向量的0.0232倍。另外，實證結果顯示樣本平均數向量和一單位基本向量兩個不同固定方向下的銀行效率排名順序高度相關，隱含方向距離函數評估效率排名頗具穩定性。有無考量逾期放款，銀行業者效率排名或生產力變動都有顯著不同。

This paper estimates the Taiwanese banks' Luenberger technical efficiency and productivity indicator during 2004-2008 by using the directional technology distance function approach, which allows inefficient banks to promote operating performance by increasing desirable outputs, decreasing inputs, and decreasing undesirable outputs at the same time. Our finding indicates that inefficiencies in the Taiwanese banking industry decreased as the financial storm of credit and cash card debts cleared. And the Taiwanese banking industry experienced a productivity regress of about 0.0205 times the input-output sample mean vector annually. The productivity regress was mainly due to technical regress, which was about 0.0232 times the input-output sample mean vector annually. In addition, the empirical results show that the bank efficiency rankings are quite robust with respect to the sample mean directional vector and the unit directional vector. Finally, consideration of the non-performing loans change the bank efficiency rankings significantly.

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