我國銀行業生產移轉與規模效率之研究

Abstract

近年來，我國因積極申請加入WTO與發展亞太金融中心，為因應來自國際貿易談判的壓力以及配合改善發展金融中心的條件，因此，政府陸續採行金融自由化與國際化的政策。而隨著全球資本流動的自由化，使得源自民國86年底由泰國展開的東亞金融風暴，讓我國銀行業面臨了前所未有的挑戰。故有關如何就整體銀行業之經營效率進行評估，實成為我經濟發展之重要課題之一。 以往有關銀行業生產績效評估，均未針對整體經濟環境條件變動前後作研究。就東亞金融風暴此類事件來說，銀行在風暴波及下所評估出之經營效率，應更能判斷其真正實力。本研究首先就我國銀行業進行整體經營效率之評估，並針對採行金融自由化政策後及金融風暴發生之前後期間，將銀行依經營方式、設立時間及規模大小進行區分，進一步分析不同形態之銀行對總體環境改變之影響。 本研究經國內外文獻探討後，採用Charnes,Cooper及Rhodes於1978年所提出之資料包絡分析法(Data Envelopment Analysis, DEA)作為衡量生產效率之工具，並利用統計方法之假說檢定進行分析。 研究結果主要如下列四點所示： 一、 金融風暴發生前時期及前後之全時期，公民營與新舊銀行績效無顯著差異，規模大的銀行績效顯著優於規模小的銀行。 二、 金融風暴發生後時期，公民營銀行績效無顯著差異，舊銀行績效顯著優於新銀行，規模大的銀行績效顯著優於規模小的銀行。 三、 金融風暴發生後，整體銀行業總效率明顯下降，其中民營銀行及新設銀行績效均呈明顯衰退現象。 四、 民營化後之公營銀行，平均效率值較民營化前小，但檢定結果並沒有証據顯示營運效率有顯著下降的現象。

To cope with the WTO accession negotiations and to forge ahead with Asia-Pacific Regional Operations Center (APROC) plan, Taiwan has been implementing a series of financial liberalization and internationalization policies. But Asia financial turmoil, which started from Thailand in 1997, together with global capital flow posed a lot of pressure on Taiwan's banking industry. Therefore how to measure the efficiency of banking industry has become an important issue of economic development in Taiwan. Previous studies on banking industry's performance measurement didn't focus on the continuous research before and after the changes happened. For example, the performance comparison of banking industry's efficiency before and after the Asia financial turmoil should be a good judgement for its operation ability. This research first evaluated the banking industry's operation efficiency. Then according to the business types, establishment time, and the size of the banks, analyzed the influence of environment change on different banks. After literature review, this research adapted the Data Envelopment Analysis (DEA) method, which was proposed by Charnes, Cooper and Rhodes in 1978, to measure operation efficiency. And statistical method was used to test the hypothesis. The research found out the following results: 1. Before the financial turmoil and during the whole research period (before and after the event), there is no significant difference between public and private banks' performance, nor is between newly established and old banks. But the large banks' efficiency performance is significantly better than small banks'. 2. After the financial turmoil, there is no significant difference between public and private banks' performance. But old banks' performance is significantly better than newly established banks'. And large banks' performance is significantly better than small ones'. 3. After the financial turmoil, the efficiency of banking industry is significantly reduced. The efficiency performance of private banks and newly established banks has significantly reduced. 4. After privatization, the average efficiency of privatized banks is lower than before. But statistic testing shows that no significant reduction in operation efficiency.