電子化銀行業務風險管理之研究：以外匯業務為例

Risk Management in Electronic Banking: Focus on Foreign Exchange Business

10.6735/JAFD.201409_7(2).0001

施光訓(Kuang-Hsun Shih)；林怡萍(Yi-Ping Lin)；林靜怡(Cing-Yi Lin)

電子銀行 ； 外匯業務 ； 決策實驗室分析法 ； E-banking ； Foreign Exchange Business ； DEMATEL

會計與財金研究

7卷2期（2014 / 09 / 01）

1 - 21

繁體中文

本研究之目的在了解電子銀行中外匯業務風險的因子，首先透過國內外相關文獻整理出十五個風險因子，由專家篩選及合併出十個合適的風險因子評估指標。其次，運用決策實驗室分析法（Decision Making Trialand Evaluation Laboratory, DEMATEL）進一步判別評估因子間的因果關係。本研究經由DEMATEL分析結果顯示，銀行信譽及管理高層的投資決策為最重要的影響因子，而管理高層的投資決策亦為影響其他風險因子最大的因子；另外，銀行信譽及匯價波動曝險為受其他因子影響程度最高的因子。最後提出建議供銀行業於規劃電子銀行中外匯業務之參考。

The purpose of this research is to understand risk factors of the E-banking service for foreign exchange business. First through the relevant literature to sort out the 15 risk factors, screening and consolidation of the ten appropriate risk factor assessment indicators by experts. Secondly, Decision Making Trial and Evaluation Laboratory (DEMATEL) is applied to determine the relevance and relative influence between each of risk factors. The DEMATEL analysis found that these factors ＂Bank's Reputation＂ and ＂Strategic Decision taken by a Bank's Board of Directors and Executive Management＂ have the greatest influences on e-banking service for foreign exchange business. Also, the factor ＂Strategic Decision Taken by a Bank's Board of Directors and Executive Management＂ influences other risk factors a lot. Furthermore, ＂Bank's Reputation＂ and ＂Foreign Exchange Variation＂ are classified as factors being affected more than others. Finally, some recommendations are provided to administrators who plan and operate e-banking service for foreign exchange business as operational and managerial references.

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