銀行非傳統業務之效率與價值

10.6985/TBFQ.200406.0079

游智賢；邱臙珍；賴怡洵

非傳統銀行業務收入 ； 效率前緣 ； 超額價值 ； 資訊不對稱 ； 過度投資 ； 交叉補貼

台灣金融財務季刊

5卷2期（2004 / 06 / 01）

79 - 94

繁體中文

本研究旨在探討銀行從事非傳統業務之效率性及其價值，並分析銀行本身之特性與其涉入非傳統業務程度之關聯。實證結果顯示，銀行進行業務多角化時，若加入證券買賣業務，則其效率性優於其他之非傳統業務組合。而當銀行同時從事三項以上之非傳統業務時，其效率性皆無差異。其次，銀行雖可藉由業務多角化分散風險，但不能為銀行創造超額價值，其原因乃可能是由於過度投資與新名詞不對稱之影響，而並非交叉補貼所造成。最後，就影響非傳統業務收入之銀行特性而言，結果顯示銀行規模、流動性資産比，與權益資本比對非傳統業務稅收入之比例均具有正向之影響，而淨利息邊際、核心存款與放款備抵壞帳，對非傳統業務收入比例卻具有負向之影響。此結果顯示銀行會根據其本身現有之風險水準，而考量是否從事非傳統業務或從事該業務之程度。

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