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請用此 Handle URI 來引用此文件: http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/57723
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dc.contributor.advisor朱文儀(Wen-Yi Chu)
dc.contributor.authorYu-Yun Wangen
dc.contributor.author王宥勻zh_TW
dc.date.accessioned2021-06-16T06:59:59Z-
dc.date.available2014-07-29
dc.date.copyright2014-07-29
dc.date.issued2014
dc.date.submitted2014-07-16
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dc.identifier.urihttp://tdr.lib.ntu.edu.tw/jspui/handle/123456789/57723-
dc.description.abstract本研究以國內36家銀行作為研究對象,使用2009年第四季到2013年第四季共四年期的季資料,探討銀行國際化的程度與其效率之間的關係。本研究利用隨機前緣法對本國銀行的成本效率進行分析,將銀行經營的隨機性與不效率性納為分析的因素。接著利用三個國際化構面:(1)海外市場滲透性、(2)海外生產活動、(3)國家範疇,探討本國銀行的國際化策略。最後,以當期與落後期的迴歸模型做對比,探討國際化程度與效率的關係;再以非線性迴歸模型分析本國銀行,國際化程度與效率之間關係為何。
本研究有以下結論:
1.銀行業整體效率有逐年退步的趨勢。而在所有銀行類別中,工業銀行的效率最佳,接著依序是商業銀行、政策性銀行與外資銀行,公股銀行的效率最差。
2.銀行對海外收入來源的依賴程度越高,國內經營的效率越差,但此效果會逐漸地減弱。另一方面,銀行海外生產的涉入程度越高,起初會顯著改善銀行經營的效率,但此效果亦會逐漸消失。銀行提高海外經營的廣度,同樣是初期會帶來成本效率提升的好處,但隨時間經過,好處會逐漸消失,最後反而會是效率降低。銀行整體國際化程度提高,隨時間經過會使經營越來越不效率。
3.本研究發現銀行國際化程度與成本不效率間存在U型的關係。銀行在國際化初期,透過國際金融市場網絡的便利,享受到成本效率提升帶來的好處。然而一但擴張超過某個程度,銀行無法負荷積極擴張下經營難度或額外成本的增加,使得成本效率開始惡化。此時國際化反而拖累國內市場的經營,使得銀行更加沒有效率。
zh_TW
dc.description.abstractThis paper provides an insight into the relation between internationalization and efficiency with a sample of 36 Taiwanese domestic banks for the period 2010-2013. We estimate operating efficiency using stochastic frontier approach which takes into account both randomness and inefficiency of banks’ operation, and discuss internationalization of domestic banks from three aspects: (1) foreign market penetration, (2) foreign production presence, (3) country scope. Based on the estimation above, we investigate the relation of banks’ efficiency and degree of internationalization comparing current and lag period regression model, then depict the shape of their relation using nonlinear model.
  Our analysis has three main results.
1.The overall efficiency of banking industry had been decreasing from 2010 to 2013. Industrial bank has the best efficiency and followed in sequence by commercial bank, policy bank, and foreign-capital bank. State-owned bank performe the worst efficiency.
2.The more banks relying on foreign income, the worse their cost efficiency, but this effect fades over time. On the other hand, banks with more foreign production presence will initially improve cost efficiency and fades over time. Similarly, banks with broader country scope will initially improve cost efficiency, but this effect not only fades overtime but even worsens operating efficiency. On the whole, with higher level of internationalization, banks’ cost efficiency reduces over time.
3.There exist a U shape relation between the relation of banks’ efficiency and internationalization. Banks initially benefit from internationalization strategy, but efficiency deteriorates once over certain degree of internationalization.
en
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en
dc.description.tableofcontents謝辭 I
中文摘要 II
英文摘要 III
目錄 V
圖目錄 VII
表目錄 VIII
第一章 緒論 1
第一節 研究動機 1
第二節 研究問題 2
第三節 研究範圍與對象 3
一、 研究範圍 3
二、 研究對象 4
第四節 研究流程與章節架構 6
第二章 文獻回顧 8
第一節 銀行國際化相關文獻 8
一、 國際化成因 8
二、 國際化成果 13
第二節 銀行經營效率相關文獻 16
一、 效率指標 16
二、 衡量方法 20
第三節 國際化對經營績效之影響 24
一、 正斜率線性 25
二、 負斜率線性 25
三、 無相關或不明 26
四、 U型或J型曲線 26
五、 S型曲線 26
第三章 研究方法 28
第一節 研究架構 28
第二節 研究變數定義與衡量 29
一、 成本不效率性(Y1) 29
二、 國際化程度(X1,X2,X3) 29
三、 控制變數(Z) 30
第三節 分析方法 32
一、 隨機前緣分析 32
二、 迴歸分析 34
第四節 資料收集 36
一、 隨機前緣分析 36
二、 迴歸分析 37
三、 國際化程度 37
四、 缺漏資料 37
第四章 資料分析與討論 38
第一節 隨機前緣分析 38
第二節 主成分分析 41
第三節 敘述統計 44
一、 成本不效率 44
二、 國際化程度 47
三、 相關分析 50
第四節 迴歸分析 50
一、 線性多元迴歸 50
二、 非線性多元迴歸 54
第五章 結論與建議 57
一、 研究結論 57
二、 研究限制 59
三、 未來研究建議 60
參考文獻 61
dc.language.isozh-TW
dc.subject銀行zh_TW
dc.subject國際化zh_TW
dc.subject成本效率zh_TW
dc.subject隨機前緣法zh_TW
dc.subject非線性zh_TW
dc.subjectbanksen
dc.subjectinternationalizationen
dc.subjectefficiencyen
dc.subjectstochastic frontier approachen
dc.subjectnon-linearen
dc.title本國銀行國際化策略對經營效率的影響:隨機前緣法應用zh_TW
dc.titleThe Effect of Bank Internationalization on Efficiency: Stochastic Frontier Approachen
dc.typeThesis
dc.date.schoolyear102-2
dc.description.degree碩士
dc.contributor.oralexamcommittee莊正民(Cheng-Min Chuang),陳建男(Chien-Nan Chen)
dc.subject.keyword銀行,國際化,成本效率,隨機前緣法,非線性,zh_TW
dc.subject.keywordbanks,internationalization,efficiency,stochastic frontier approach,non-linear,en
dc.relation.page67
dc.rights.note有償授權
dc.date.accepted2014-07-17
dc.contributor.author-college管理學院zh_TW
dc.contributor.author-dept商學研究所zh_TW
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