2000年3月

銀行規模、多角化程度與經營效率分析：資料包絡法之應用
Scale, Diversification and Efficiency in Taiwan Banking Industry: A Data Envelopment Analysis Approach

研究論文 Research Article

鄭秀玲, 劉育碩
Show-ling Jang, Yu-shuo Liou

103-148

本文利用DEA模型，分別求出國內三十九家一般銀行於1994、1995及 1996這三年之相對效率，接著應用Tobit censored迴歸分析法來探討影響這些銀行效率之主要因素，尤其是銀行規模、多角化程度和經營效率間之關係探討。此外，我們還嘗試了一些過去國內文獻未曾進行過的研究。例如以 bootstrapping法示範性地實證求算出1996年國內三十九家銀行技術效率值標準差，以克服一般DEA效率值不具隨機性的缺點，使實證結果更具參考價值。

We apply the DEA model to measure the efficiency performance of 39 domestic banks in Taiwan for the years, 1994, 1995 and 1996 separately. We then use the Tobit censored regression method to investigate the determinants of the efficiency performance for these banks. In addition to the discussion on the relationship among bank scale, diversification and efficiency, the study also demonstrates how we can use the bootstrapping method to estimate the standard deviation of the technical efficiency and overcome the shortcoming of the non­stochastic property in the DEA model.

銀行經營效率, 多角化程度, 實料包絡法
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經濟學
Economics

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