标题: | 银行为何倒闭?从竞争优势及银行预警系统建置企业竞争优势-在全球金融危机前后下的金融产业为例 Why banks fail? Configuring competitive advantage and early warning system for sustainable growth under global financial crisis of banking industry |
作者: | 谢孟哲 Hsieh, Meng che 唐璎璋 刘芬美 Tang, Ying-chan Edwin Liou, F.May 经营管理研究所 |
关键字: | 信用模型;永续竞争优势;倒闭预警系统;贝式推论;全球金融危机;竞争优势轴;CAMEL财务指标;Failure credit model;Sustainable competitive advantage;Early warning system;Bayesian analysis;Global financial crisis;Powell competitive advantage axis,;CAMEL ratio |
公开日期: | 2011 |
摘要: | 全球金融危机,银行业是导火线也是危机下惨烈的受伤产业,许多百年老店追起了息号灯,尤其雷曼兄弟的倒闭更是震惊全球,但也有许多银行趁胜追击,持续成长,推断全球金融危机前后银行业的资源构型在这中间扮演了重要角色,而此论文希望能从这出发并揭露其中的缘由。 此篇研究主要根据两大理论,永续竞争优势与CAMEL评等,笔者采用贝式机率和信用模型来推断与预测失败/非失败和竞争优势/弱势群体的机率,此外,试图能找到一个框架来解释结果的根本原因。在统计分析中,本研究采用因素分析和区别分析。其中一个方法是为了找到银行业的资源构型,另外一个的目的是在银行倒闭前两年根据资源构型预测倒闭机率和分类银行的策略群集,最后根据策略管理理论解释竞争策略轴。 大多数先前研究着重在财务指标和模型的有效性,适用于预测银行破产机率的预警系统。然而,在全球金融危机中,仍然有银行许多在相关法令监控下倒闭,显而易见地,当银行面临着更加复杂和动态竞争的环境中下竞争,仅监控风险是不够的。过往也有一些研究整合财务指标以策略的角度和策略理论来解释产业的永续竞争优势。而此篇研究的重点不仅是预测指标或模型,更重要是加入策略的观点角度探究背后的因素。 整体而言,研究探究银行资源构型的群体,并成功预测银行失败倒闭的机率,和美国银行是否具竞争优势在全球金融危机前后的资源构型,从贝式分析、预警系统和竞争优势轴观点切入。从长远的角度来看,加强管理者应当对风险采取策略性及谨慎面对的态度,而不是仅遵守法令规定下的风险因应措施,才能驱动银行业在动态竞争环境中永续成长。 With the global financial crisis, banking industry has suffered the most damage and had great impact to the world economic. Some banks went bankruptcy in the global financial crisis; while some banks still grow or remain stable, we could infer that banking industry configuration really matters and the research mainly to disclosure underlying reasons. The research is based on two theory sustainable competitive advantage and CAMEL –related indicators (early warning system) in banking industry. The author adopt Bayesian and failure credit model to infer and predict failure/non-failure and competitive advantage/disadvantage groups, furthermore, trying to find a function or framework to interpret the underlying reasons of results. Most prior banking prediction researches are focus on identifying effective indicators and models that can be applied to develop an early warning system for individual bank failure. However, during global financial crisis, there is still a large amount of bankrupted banks, we can easily see that detecting risk is not enough to facing the even more complicated and dynamic competitive surroundings. In strategy point of view, there are some research integrate the financial indicators and strategy theory to interpret sustainable competitive advantage in the industry. In conclusion, the research mainly find banking industry configurations and successfully to predict the fail and competitive advantage dimension after global financial crisis of banks in U.S. As a matter of fact, also try to advance early warning system and Powell axis based on Bayesian analysis to take global financial crisis as a reference point to see underlying reasons whether banks to grow or fail. From a long term perspective, to strengthen the managers should take a risk seriously– instead of just complying with rules is might be underlying reasons what drives a business to sustainable growth in dynamic business banking industry. |
URI: | http://140.113.39.130/cdrfb3/record/nctu/#GT079937507 http://hdl.handle.net/11536/50229 |
显示于类别: | Thesis |