以DEA法評估公營銀行與民營銀行的經營效率

Abstract

本研究的主要目的是探討國內公營銀行與民營銀行經營績效的表現，研究對象主要以台灣前17大商業銀行(排除中華開發工業銀行及花旗銀行)，包括8大公營銀行跟7大民營銀行共15家，研究期間從2012年至2014年共三年，首先利用資料包絡分析法評估15家商業銀行之經營效率，找出相對無效率的銀行，並透過差額變數分析算出該等銀行應調整的投入量與產出量，接著利用BCC模型判斷出相對無效率的銀行發生的原因是純技術無效率還是規模無效率，最後利用超效率模型計算出各DMU之最佳值，並重新排序其優劣順序，得到以下幾點結論： 一.在研究的三年期間內，經營效率前三名幾乎都被被台銀、土銀、兆豐銀包辦，合作金庫跟彰化銀行則是三年內有兩年進入末三名，可見得公營銀行在研究期間，經營效率呈現兩極化。 二.把公營銀行細分為政府百分之百持股的純公股銀行跟政府持股佔一定比例的泛公股銀行，與民營銀行的經營效率做一個比較，可以發現在研究的三年期間內，純公股銀行的經營效率是三種類型的銀行表現最優異的，但是泛公股銀行三年內有兩年經營效率都低於民營銀行。 三.在研究期間內，推估泛公股銀行相對無效率的主因是規模無效率，這時可以透過擴大規模或縮減規模來改善規模無效率，而民營銀行相對無效率的主因是技術無效率，管理階層可藉由控制技術的方式來改善經營效率。 關鍵詞：資料包絡分析法、差額變數分析法、超效率、經營效率

This study is to investigate the performance between Taiwan government owned banks and private banks. The target will be 8 government owned banks and 7 private banks, excluding China Development Industrial Bank and Citibank of the top 17 commercial banks. The study period is from 2012 to 2014 of total 3 years. The steps of analyzing the business performance of 15 banks is by applying Data Envelopment Analysis to find the non-efficiency, and by Slack Variable Analysis to calculate the adjustment of input and output for each bank, followed by BCC model to judge the reason of relative inefficiency is pure technical inefficient or scale inefficienct. Last, by super-efficiency DEA model to find out the best result of DMU and re-sorting the performance from the top to the bottom. This research found the following: 1. The top 3 best performers are Bank of Taiwan, Land Bank of Taiwan, and Maga Bank. The Taiwan Cooperative Bank and Changhwa Bank both ranked the last 3 for 2 years during the period. it shows the two opposite directions of business performance between government owned bank and pan public bank. 2. If we define the government owned bank to the pure government owned bank and pan public bank, and compare the performance with private bank, we found the best is pure government owned bank, and the private bank has 2 years better performance than the pan public government bank among 3 years. 3. The research shows, the possible reason of relative inefficiency in pan public bank is scale inefficiency, and the method to improve the scale inefficiency is to enlarge or reduce the business scale, for the technical inefficiency in private bank, the management can improve it by having controlling technology. Keyword: Data Envelopment Analysis, Slack Variable Analysis, super-efficiency DEA, business performance