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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/111288

    Title: 放款對台灣銀行績效之研究
    A study on loan and bank performance in Taiwan
    Authors: 裴哲甫
    Pei, Jhe Fu
    Contributors: 林柏生
    Lin, Po Sheng
    Pei, Jhe Fu
    Keywords: 銀行放貸
    Bank loans
    Operating performances
    Data envelopment analysis (DEA)
    Tobit regression analysis
    Date: 2017
    Issue Date: 2017-07-24 11:56:56 (UTC+8)
    Abstract: 全球金融環境劇變下,銀行間的存放款利差逐漸地縮小,金融海嘯後景氣逐漸回溫,根據金管會公布資料,2011年放款餘額為19兆8192億,至2016年12月底,本國銀行放款總餘額約為23兆4583億元,短短五年成長了約18%,因此銀行在放貸部分要如何評估其經營績效,勢必成為銀行獲利與未來發展的一個重要課題。本研究以2014年至2016年,台灣地區36家本國銀行以及19家外商銀行為研究對象,並將銀行分成本國、外商、公股以及民營,研究放貸的成分對經營績效是否會產生影響。
    This paper surveys 36 domestic banks and 19 foreign banks in Taiwan in 2014-2016, in order to examine whether loan constituents affect operating performances. The sampled banks are categorized into domestic, foreign, government-owned and privately-owned. This paper selects total assets, deposits and remittances, personnel expenses, other expenses and the number of employees as input variables, and interest income and non-interest income as the output variables, in the study of the operating efficiency of the banking industry in Taiwan. A Tobit regression analysis is conducted to identify the key factors that influence the operating efficiency of the banking industry.
    The results indicate that the operating efficiency (TE) of domestic banks was superior to that of foreign banks during the research period of 2014-2016 and the operating efficiency (TE) of government-owned banks is better than that of privately-owned banks. The Tobit regression analysis suggests that a significant and negative correlation between car purchase loans (a consumer loan segment) and the operating performance of government-owned banks; a significant and positive correlation between loans to small-and-median enterprises (a corporate loan segment) and the operating performance of privately-owned banks; a significant and inverse correlation between loans to non-SMEs (a corporate loan segment) and the operating performance of privately-owned banks; a significant and negative correlation between residential mortgages (a consumer loan segment) and the operating performance of privately-owned banks.
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    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0104351036
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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