题名

The Impact of Capital Requirement on Bank Operating Efficiency: An Application of the Bootstrapped Truncated Regression Model

并列篇名

資本要求對銀行經營效率影響之研究－應用二階段拔靴法截尾迴歸模型

DOI

10.6545/JFS.2016.24(4).2

作者

陳怡凱(Yi-Kai Chen)；簡逢陞(Feng Sheng Chien)；李揚(Yang Li)

关键词

Banking industry ； capital requirement ； two-stage DEA ； bootstrap ； truncated regression model ； 銀行業 ； 資本要求 ； 二階段DEA ； 拔靴法 ； 截尾迴歸模型

期刊名称

財務金融學刊

卷期/出版年月

24卷4期（2016 / 12 / 31）

页次

19 - 46

内容语文

英文
中文摘要

The Taiwan government has gradually instructed domestic banks to raise the quantity and quality of their capital adequacy ratio to meet the higher level of Basel III standard. This study employs the two-stage bootstrapped truncated regression to investigate the impacts on the efficiency of Taiwan domestic commercial banks due to the increases in required Core, Tier 1, and total capital adequacy ratios. The results show that, from 2011 to 2013, the increased Core and Tier 1 capital adequacy ratios have significant negative effects.
英文摘要

為因應巴塞爾資本III規範，臺灣要求國內銀行逐步增加資本適足率之數量與品質，本研究應用二階段拔靴法截尾迴歸模型，探討增加核心資本適足率、第一類資本適足率及資本適足率對本國商業銀行經營效率影響。結果顯示34家臺灣商業銀行於2011至2013年間，要求銀行增加核心第一類資本、或第一類資本對銀行效率產生顯著負面效果。
主题分类 社會科學 > 經濟學
社會科學 > 財金及會計學
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被引用次数
  1. 顏晃平、陳柏琪(2018)。台灣銀行業經營效率之分析－共用投入下網絡資料包絡分析法之應用。應用經濟論叢，104，139-183。
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