Basel II實施對商業銀行經營效率之影響

Abstract

本研究主要是探討2007年底國內銀行全面實施新巴塞爾協定(Basel II)是否造成其經營效率受到重大影響。利用DEA、Malmquist Index和Tobit Regression三階段分析其影響性並找出其他影響銀行效率值之重要因素。研究對象為台灣國內金控和非金控銀行共23家，研究期間為2004年6月至2009年6月。實證結果顯示Basel II實施對金控和非金控銀行經營效率之影響程度不大，另外，金控銀行之效率值大多優於非金控銀行。

This paper is to study the influences of Basel II on the operational efficiency of Taiwan commercial banking industry. 23 banks are examined for the period from June 2004 to June 2009 using Data Envelopment Analysis, Malmquist Productivity Index, and Tobit regression method. The findings are as follows: (1) Basel II can enhance bank pure technological efficiency, but decline banking scale efficiency. (2) Banks of Financial Holding Companies (FHC) have more advantages comparing with non-FHCs banks in terms of the operational efficiency