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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 傅祖壇(Tsu-Tan Fu) | |
dc.contributor.author | Meng-Ju Liang | en |
dc.contributor.author | 梁夢汝 | zh_TW |
dc.date.accessioned | 2021-06-16T02:30:07Z | - |
dc.date.available | 2015-08-06 | |
dc.date.copyright | 2015-08-06 | |
dc.date.issued | 2015 | |
dc.date.submitted | 2015-07-31 | |
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dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/53804 | - |
dc.description.abstract | 近三十年來中國經濟快速發展,銀行在經濟活動中扮演了金融中介的角色,在各機構部門中達到資金供需的平衡,並透過承擔風險來獲取收益,使金融市場穩定發展。了解銀行的經營效率,有助於金融市場及整體經濟發展。
本研究目的旨在探討近三年來中國銀行業之成本效率變化情形,及找出影響成本效率之關鍵因素。本研究使用資料包絡法估計2011年至2013年中國銀行業的成本效率,將成本效率拆解為配置效率及技術效率,了解中國銀行業的效率排序情形。第一階段利用Brown-Mood中位數檢定,檢定中國銀行業之國有銀行、股份制銀行、城市商業銀行、農村商業銀行及外資銀行,其成本效率、配置效率和技術效率之中位數是否具有顯著差異。並利用Dunn多重比較法,檢定成本效率、配置效率及技術效率之效率排序。第二階段使用Tobit迴歸模型,考慮時間變數、銀行權屬變數及經營管理變數,對成本效率、配置效率及技術效率之影響,找出影響成本效率的關鍵因素。 實證結果發現,在成本效率分析部分,國有銀行最具成本效率、農村商業銀行最不具成本效率。在配置效率部分,股份制銀行最具配置效率、農村商業銀行最不具配置效率。在技術效率部分,國有銀行最具技術效率,城市商業銀行最不具技術效率。在規模效率部分,中國銀行業隨著銀行權屬之不同,所處於規模報酬階段亦不相同。 在效率因子分析部分,控制成本效率之影響因素有資產規模、存貸比率、流動性比率及成本收入比率。在配置效率部分,控制配置效率之影響因素與成本效率相同。在技術效率部分,控制技術效率之顯著影響因素有存貸比率與流動性比率。由以上結果得知,在2011年到2013年的中國銀行業,要達到成本效率,達成配置效率相較於達成技術效率,具有較大的影響力。 | zh_TW |
dc.description.abstract | China has been rapidly growing in past three decades. Banks play an intermediary role to hold the equilibrium between supply and demand of funds; they also earn the revenue by taking risks in financial market. Understand the operational efficiency of banks helps stabilize financial market and overall economic development.
The purpose of this study is to investigate the cost efficiency of China banking sector in the past three years, and to find the critical factors relate to the cost efficiency. We use Data Envelopment Analysis method to estimate the cost efficiency of China's banking sector in 2011-2013; the cost efficiency is disassembled into allocative efficiency and technical efficiency. In first stage, we used the Brown-Mood Test to determine whether there are differences in efficiency medians of State-Owned Bank, Joint-Stock Bank, City Commercial Bank, Rural Commercial Bank and Foreign Bank. Then we used Dunn's Test of Multiple Comparisons to determine the sequence of the efficiency. In second stage, we used the Tobit regression model to find out the significant factors of cost efficiency, allocative efficiency and technical efficiency by controlling time, bank ownership and management variables.The results show that State-Owned Bank is the most cost efficient banks, and Rural Commercial Bank is the most cost inefficient banks. Joint-Stock Bank is the most allocatively efficient banks, and Rural Commercial Bank is the most allocatively inefficient banks. State-Owned Bank is the most technically efficient banks, and City Commercial Bank is the most technically inefficient banks. The scale efficiency of China banks show it has the difference returns to scale as the banks ownership difference. The results show that State-Owned Bank is the most cost efficient, Joint-Stock Bank is the most allocatively efficient, while Rural Commercial Bank is the most cost inefficient and allocatively inefficient at the same time; State-Owned Bank is the most technically efficient, and City Commercial Bank is the most technically inefficient among all categories. The scale efficiency of China banks shows different ownerships belongs to different return to scale stage. The critical factors of cost efficiency are Total Asset, Total Loan to Total Deposit Ratio, Liquidity Ratio and Cost to Income Ratio. The critical factors affecting allocative efficiency are the same with the cost efficiency. The critical factors of technical efficiency are Total Loan to Total Deposit Ratio and Liquidity Ratio. In order to achieve cost efficient, being allocative efficient is more important than technical efficient at China banking sector in 2011-2013. | en |
dc.description.provenance | Made available in DSpace on 2021-06-16T02:30:07Z (GMT). No. of bitstreams: 1 ntu-104-R02627011-1.pdf: 1885200 bytes, checksum: ecdf293750c2c0a030de340dc49ac5a4 (MD5) Previous issue date: 2015 | en |
dc.description.tableofcontents | 第一章 緒論 1
第一節 研究動機及目的 1 第二節 研究方法及研究架構 4 第二章 中國銀行業發展概況 6 第一節 中國銀行體系發展歷史 6 第二節 中國銀行種類介紹 13 第三章 文獻回顧 15 第一節 成本效率相關文獻 15 第四章 理論模型介紹 21 第一節 CCR模式與原始線性規劃 22 第二節 BBC模式與變動規模報酬 27 第三節 成本效率模型 28 第五章 資料變數說明與模型應用 31 第一節 資料來源說明 31 第二節 銀行投入與產出變數認定相關文獻 31 第三節 變數定義與模型應用 33 第四節 投入產出變數敘述統計量 37 第六章 實證結果分析 46 第一節 成本效率分析 46 第二節 規模效率分析 61 第三節 影響效率因子之變數定義與敘述統計量 68 第四節 影響效率因子Tobit迴歸分析 74 第七章 結論與建議 79 第一節 結論 79 第二節 建議及未來研究方向 83 參考文獻 84 附錄 88 | |
dc.language.iso | zh-TW | |
dc.title | 中國商業銀行的成本效率及影響因子分析-二階段DEA方法之應用 | zh_TW |
dc.title | A Study on Cost Efficiency and Factor Analysis of China Commercial Banks - An Application of Two-Stage DEA Model | en |
dc.type | Thesis | |
dc.date.schoolyear | 103-2 | |
dc.description.degree | 碩士 | |
dc.contributor.coadvisor | 吳榮杰(Rhung-Jieh Wu) | |
dc.contributor.oralexamcommittee | 黃美瑛(May-In Huang),卓佳慶(Jia-Ching Juo) | |
dc.subject.keyword | 中國銀行業,成本效率,資料包絡法, | zh_TW |
dc.subject.keyword | Chinese banks,Cost efficiency,Data Envelopment Analysis, | en |
dc.relation.page | 98 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2015-07-31 | |
dc.contributor.author-college | 生物資源暨農學院 | zh_TW |
dc.contributor.author-dept | 農業經濟學研究所 | zh_TW |
顯示於系所單位: | 農業經濟學系 |
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