台灣金控子銀行經營績效之評估－使用DEA方法

A Study on the Efficiency Evaluation of Banks under Bank Holding Companies in Taiwan: An Application of DEA Approach

10.6378/JTM.200706.0001

王克陸(Keh-Luh Wang)；彭雅惠(Ya-Hui Peng)；陳美燁(Mei-Yeh Chen)

金控子銀行 ； 經營績效 ； 資料包絡分析法 ； 麥氏生產力指數 ； Financial Holding Company ； Performance Evaluation ； Data Envelopment Analysis ； Malmquist Productivity Index

科技管理學刊

12卷2期（2007 / 06 / 01）

1 - 27

繁體中文

為因應世界潮流及提升國內金融業的競爭力，政府實施一連串金融改革，於2001年公佈及實施「金融控股公司法」，期望台灣朝向大型金融趨勢邁進。本研究之目的在探討金融控股公司的成立是否提升金控公司旗下子銀行的績效表現，並分析各子銀行之間的相對效率。研究樣本包括台灣13家金融控股公司之子銀行，採用投入導向之DEA模式，以存款、員工人數與固定資產帳面價值為投入變數，利息收入、放款與其他收入為產出變數，由CCR與BCC模式求出1999年至2004年共六年之總體效率(AE)、純粹技術效率(PTE)和規模效率(SE)，接著進行Tobit迴歸分析，探討分行家數、多角化經營程度、金控成立時間、銀行規模對於效率值的影響，並進一步利用麥氏生產力指數來分析銀行生產力變動情形。研究結果顯示，金控之成立對於大多數子銀行之經營績效與生產力皆有助益，惟多數子銀行呈現規模報酬遞減，不過多角化經營程度與總效率、純技術效率則為正相關，顯示金控子銀行應朝向範疇經濟而非規模經濟的方向邁進。

The purpose of this paper is to study the impact of banks' joining financial holding companies on its operating efficiency. The sampling period is from 1999 to 2004, in which 13 subsidiary banks of financial holding companies are selected. Input oriented DEA approach is used to analyze the operating efficiency, pure technical efficiency and scale efficency. Moreover, Tobit censored regression is also adopted to elucidate the relationship between affecting factors, such as branch number, diversification of banks, scale of banks and set-up period, and operating efficiencies. Finally, Malmquist productivity index are employed to evaluate the productivity change of banks after joining financial holding companies. Empirical results show that the establishment of financial holding companies is beneficial for most subsidiary banks. The performance and productivity of the 13 sample banks after joining financial holding companies are all positive and growing.

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