檢視金融機構管理有效性之研究

The Study on Efficiency of Financial Institutions Management

張志雄(Chih-Hsiung Chang)；田瑞駒(Jui-Chu Tien)；王俊雄(Chun-Hsiung Wang)；黃呈偉(Cheng-Wei Chuang)

資訊不對稱 ； 結構性轉變 ； 信用卡卡債 ； 金融機構管理 ； Asymmetric Information ； Structural Changes ； Credit Card Debt ； Financial Institutions Management

人文與社會學報

3卷4期（2015 / 05 / 01）

67 - 87

繁體中文

從公營與民營銀行相關資料顯示，資訊不對稱現象確實存在於國內信用卡市場，而主管機關也曾為減輕資訊不對稱而努力，因此才會有債務協商機制與消費者債務清理條例的提出。然而，經由對信用卡有效卡數、逾放比、循環信用餘額、預借現金、發卡數和停卡數之六個變數所建立的ARMA模型，進行移動式Chow檢定與CUSUM檢定後，卻發現結構性轉變並不如預期般的出現。顯然，面對當時日益嚴重的卡債問題，主管機關雖也曾力圖有所作為，但實證結果卻顯示政策執行幾乎全無效果可言。換句話說，面對依然存在的信用卡卡債問題，主管機關應有更積極有效的對策因應，否則被指為施政不力，甚至背負放任信用卡市場資訊不對稱現象並導致卡債問題惡化的始作俑者，也不無可能。職責所在，主管機關實已責無旁貸。

According to the information we collect from our public and private banks, we find that asymmetric information phenomenon does exist in the domestic credit card market. We also find that the authority ever did try to mitigate the asymmetric information in the credit card market. That is why we can see ＂The self-discipline debts consultative and control mechanism＂ in November 2005 and ＂Regulation of theconsumer debt clearance＂ in June 2007. However, after we construct ARMA model on six related variables in credit cards, and test it by Chow and CUSUM tests, the structural changes almost vanish unexpectedly. Apparently, facing the problem of credit card debts even worse, the authority may try to do something helpful, but in vein finally. In other words, it's true that the problem of credit card debts remains being. To solve the problem, the authority should have to employ strategies or policies more active. Otherwise, it's hard for the authority to say that there is no responsibility for all the results. This is the job and responsibility that the authority has to afford, but never escapes from.

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