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dc.contributor.author鄭政秉en_US
dc.contributor.author梁連文en_US
dc.contributor.author陳仁屏en_US
dc.date.accessioned2016-12-27T06:27:39Z-
dc.date.available2016-12-27T06:27:39Z-
dc.date.issued2015en_US
dc.identifier.urihttp://hdl.handle.net/11536/132393-
dc.description.abstractBasel III協議增訂了銀行自有資本比率、核心自有資本比率、風險覆蓋率、槓桿比率、和流動性比率等資本新規範。本文企圖模擬台灣如實施Basel III之新資本監管,對銀行業的成本效率之可能影響。我們利用Battese and Coelli(1995)之隨機邊界法(stochastic frontier approach; SFA)及Huang et al.(2014)的隨機共同邊界法(stochastic metafrontier approach; SMF),以國內13家金控銀行和19家非金控銀行之6年資料為樣本,探討實施BaselIII對我國銀行業效率之影響,並對比金控與非金控銀行成本效率受到衝擊之差異。本研究實證結果發現:(1)考量Basel III措施,增加普通股權益計提,將降低金控銀行之成本效率,但卻會提高非金控銀行的成本效率;(2)增加第一類資本的計提,將提高金控銀行之成本效率,但卻會降低非金控銀行的成本效率;(3)增加抗景氣循環資本的計提,都會降低金控與非金控銀行的成本效率,對非金控銀行影響尤為顯著;(4)在共同邊界成本法分析下,金控銀行的共同成本效率優於於非金控銀行。zh_TW
dc.description.abstractBASEL III amended a set of new capital regulations, such as governing bank capital ratio, core equity capital ratio, risk coverage, leverage ratio and liquidity coverage ratio. It might significantly influence the efficiency of the worldwide financial system. We first use the stochastic frontier approach (SFA) of Battese and Coelli (1995), with 6 years sample data of 13 financial holding companies and 19 independent banks, to investigate the effects of adopting Basel III on cost efficiency of Taiwan's banking. We then exploit the stochastic metafrontier approach (SMF) of Huang et al. (2014) to compare the different cost efficiency resulted from Basel III between financial holding companies and independent banks. We find that (1) under the Basel III new capital regulations, rise of common stock ratio would decrease cost efficiency of financial holding companies, but increase the one of independent banks. (2) Rise of tier 1 capital would increase cost efficiency of financial holding companies, but decrease the one of independent banks. (3) Rise of countercyclical capital buffer decreases the cost efficiency of both groups of banks, although the effect of the latter is more significant. (4) In terms of meta cost efficiency, we find that financial holding bank is superior to independent banks. Overall, we find that the general cost efficiency of financial holding banks is better than the one of independent banks.en_US
dc.language.isozh_TWzh_TW
dc.subjectBasel資本協定zh_TW
dc.subject隨機共同邊界法zh_TW
dc.subject銀行產業zh_TW
dc.subject成本效率zh_TW
dc.subjectBasel Capital Accordzh_TW
dc.subjectStochastic Metafrontier Approachzh_TW
dc.subjectBanking Industryzh_TW
dc.subjectCost Efficiencyzh_TW
dc.title模擬BASEL III新資本監管對台灣銀行業成本效率之影響zh_TW
dc.identifier.journal管理與系統zh_TW
dc.identifier.journalJournal of Management and Systemsen_US
dc.citation.volume22en_US
dc.citation.issue2en_US
dc.citation.spage175en_US
dc.citation.epage203en_US
dc.contributor.departmentInstitute of Business and Managementen_US
dc.contributor.department經營管理研究所zh_TW
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