金融控股公司之績效評估與最適投入產出：以銀行證券主要業務為例

A Study the Efficiency and the Optimum Quantity of Output and Input of Financial Holding Company: The Case of Banks and Securities Business

10.6338/JDA.200706_2(3).0004

葉金標(Chin-Piao Yeh)；張睿光(Ruei-Guang Chang)

金融控股公司 ； 資料包絡分析法 ； 經營效率 ； 差額變 ； Financial Holding Company ； Data Envelopment Analysis ； management efficiency ； Slack variable

Journal of Data Analysis

2卷3期（2007 / 06 / 01）

41 - 64

繁體中文

本研究旨在探討國內14家之金控公司之績效與最適投入與產出，基於資料一致性原則採92年及93年之財報做為分析樣本，另外由於金控公司經營項目各家頗有差異性，因此本文以各家金控下的銀行與證券業為主要分析對象。在利用資料包絡分析法求算效率值所得結果如下：（1）在銀行類中，玉山金表現最為搶眼，中華開發金則相對較差。（2）在銀行證券類中，玉山金、中信金較好，中華開發金及國泰金相對差。（3）不論經濟效率、配置效率、技術效率或規模效率，銀行證券類皆比銀行類好。（4）就經營效率而言，不論銀行類或是銀行證券類，93年表現幾乎都比92年好。（5）造成金控無效率最主要的原因來自於配置無效率。（6）就最適投入與產出而言，不論銀行類或銀行證券類，93年金控公司需改善空間較92少。（7）就銀行類及銀行證券類來看，銀行證券類之改善空間相對較低。

The research aims at discussing the efficiency and the most proper quantity of output and input of 14 domestic Financial Holding companies, the wealth which adopted the year of 2003 and 2004 as a means of data consistency principle is made for the analysis sample. Utilize the Data Envelopment Analysis (DEA) to be asked and be regarded as efficiency to analyses, the result is as followed: (1)In the banks, the E.Sun Financial Holding Company display is the best, but China Development Financial Holding Company relatively worst. (2)The Financial Holding company including the securities business, it is best of display with the E.Sun Financial Holding Company and Chinatrust Financial Holding Company, but China Development Financial Holding Company and Cathay Financial Holding Company relatively the worst. (3)No matter economic efficiency, allocative efficiency, technical efficiency, pure technical efficiency and scale efficiency, the efficiency value of the banks and securities group is better than the banks group. (4)As regards management efficiency, no matter the banks group or the banks and securities group, the 2004's efficiency is almost better than 2003's. (5)Cause the Financial Holding company's of the economy inefficient main reason come from allocative inefficiently. (6)As regards optimum output and input, no matter the banks group or banks and securities group, 2004's improvement space than 2003's little. (7)As regards the banks group and banks and securities group, the improvement space of the banks and securities group is relatively low.

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