我國銀行業經營績效分析

Abstract

國際金融業自1970年代開始掀起自由化的浪潮，不止新銀行如雨後春筍般設立，原有的公營銀行也紛紛釋股民營化。其後隨著資訊進步與國際間貿易障礙逐漸消除的情形下，全球間的連結日益密切，許多金融機構隨著國內業者拓展的腳步，開始走向國際。1990年代前後，各國陸續解除對於金融機構業務經營上的管制，使得金融機構透過金融控股公司的形式進行跨業經營，業務範圍不再侷限傳統的存放款而更加多元化，組織則變得大型化。一時間民營化、金控化、大型化、多角化與國際化策略似乎成為金融機構發展的顯學。本研究以我國本土銀行為對象，以CAMELS評等系統為銀行經營績效指標，使用潛在成長模型，研究2006-2012年間的銀行績效，結果發現在控制景氣、公營或民營，以及金控所屬或獨立銀行後，結果發現全體銀行在資本適足率、資產品質、獲利能力及流動性呈現向上趨勢，但在加入營運規模與業務多角化兩項調節變數後，對資本適足率與對市場風險敏感度沒有影響，但對於其他項目則會使原本的趨勢減緩，顯示營運規模大型化與業務多角化並未達成預期的「規模經濟」、「範疇經濟」、與「風險分散」等效果。

The financial liberation in 1970s not only allowed the establishment of new banks, but also leaded to the disposal of government-owned shares of state-owned banks to transform into privatized banks. As the development of communication technology and the removal of international trade barrier went on, the whole world become closer than before which banks started to expand their business into other countries. During 1990s, the deregulation of financial sector allowed banks to devote on different business by becoming financial holding companies. The agenda of bank privatization, the establishment of financial holding companies, growth in size, and business diversification, were the center of bank development strategies. In this paper, we investigate the performance of 31 local banks during 2006-2012 by conducting latent growth model and find that after controlling basic economic growth rate and bank features, the trend of performance of capital adequacy, assets quality, earning and liquidity move upward. After add business diversification and operation scale as moderators into our model, we found that these two variables had no influence on trends of capital adequacy and sensitivity to market risk. Moreover, they made an inverse impact on other trends which showed there were no economics of scale and scope neither risk spreading effect by pursuing growth in size and conducting business diversification strategies