東亞地區商業銀行之經營效率分析－三階段DEA及Metafrontier模型應用

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Title:	東亞地區商業銀行之經營效率分析－三階段DEA及Metafrontier模型應用
Other Titles:	The Operation Efficiency Analysis of Commercial Bank in East Asia--The Application of Three-Stage DEA with Metafrontier Model
Authors:	蔡芳梅 Tsai, Fang-mei
Contributors:	財務金融學系財務管理碩士班邱魏頌正;盧永祥 Song-zan Chiou Wei;Yung-hsiang Lu
Keywords:	Metafrontier模型;三階段DEA;經營效率 Metafrontier Model;Three-Stage DEA;Operational Efficiency
Date:	2008
Issue Date:	2015-05-09 17:52:58 (UTC+8)
Abstract:	本研究評估台灣、香港、中國大陸、日本與南韓商業銀行的經營效率，應用三階段DEA作為評估方法，以期滿足銀行多樣產出、營運方針差異及經營環境不同之特性，並採用Metafrontier比較不同地區的生產技術。實證結果顯示，若未考量環境變數與經營特性的影響，效率值將有低估情形。調整之前南韓與日本經營效率較高，以三階段DEA調整之後，中國大陸與香港效率值明顯增加，說明外在營運環境較佳，有助於提升銀行經營效率。而Metafrontier分析顯示，以全體樣本為單一邊界所求算的銀行效率值將低於以各組別為邊界分析所求算的效率值。　　This paper aims to evaluate the operation efficiency of banks in East Asia countries. In order to meet the characteristics we include various outputs, different business policy and specific production environments, in the three-stage DEA models. Be sides, we apply the concept of Metafrontiers method to comparce the regional differences in production technologe. The sample was divided into five subgroups as Taiwan, Hong Kong, Chinese, Japan and Korea. The study shows the operation efficiency will be underestimated if business policy variable and production environment variable are ignored. The basic operation efficiency model finds that Korea and Japan are the most efficient in operation. With the inclusion of environmental factors in three-stage model, the relative operational performance of banks in China and Hong Kong does improve, suggesting that business policy and environment variable is the cause of the efficiency factor. Compared to the Metafrontier estimaties, pooled frontier estimaties tend to underestimate efficiency scores for banks, and the group specific frontier is better in efficiency estimation.
Appears in Collections:	[Department of Finance, The M.A. Program of Financial Management] Disserations and Theses

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