電子化與台灣地區銀行分項投入效率之研究

Abstract

本研究利用一階段隨機邊界分析法（Stochastic Frontiers Analysis；SFA）來計算台灣地區銀行業泛公股與民營銀行在各分項投入的效率表現，並同時估計環境變數對個別投入要素效率值之影響。資料期間為2008年至2014年，共七年，總共收集33間銀行資料。本研究的投入變數為勞動費用、資本淨額及資金費用，產出變數為放款及投資總額，環境變數為分行家數、ATM機台數、成立年限及銀行別。實證結果發現： 一、分行數目的增加，對於勞動費用效率有正向影響，但對資本淨額和資金費用效率有負向影響。 二、ATM數目的增加，對勞動費用及資本淨額的效率有負向影響，但對資金費用效率有正向影響。 三、台灣銀行業在資本淨額和資金費用的使用效率上有很大進步的空間。此外，泛公股銀行與民營銀行之間的經營效率的確存在顯著差異，泛公股銀行在資金費用的使用效率明顯高於民營銀行，惟民營銀行在資本淨額的使用效率高於泛公股銀行。

In this paper, we apply the one-stage stochastic frontier analysis (SFA) to compute the efficiency of public and private banks in Taiwan. We also estimate the influence of environment variables on disaggregate input efficiency. The panel data set contains a total of 33 bank firms from 2008 to 2014. The input variables in this research are the sum of labor expense, net capital and funding expense. The output variables are loan and total investments. The number of branches, ATMs, years and types are the four environmental variables. The major empirical findings are as follows: 1.Increasing the number of branches has a significantly positive effect on the efficiency of labor expense and negative effect on net capital and funding expense. 2.Increasing the number of ATMs has a significantly negative effect on the efficiency of labor expense and net capital, the positive effect on funding expense. 3.The banks in Taiwan have a lot of space to improve the efficiency of using net capital and funding expense. Otherwise, the efficiency of public and private banks in Taiwan do exist obvious differences. In funding expense, the efficiency score of public banks is higher than private banks. In net capital, the efficiency score of private banks is higher than public banks.