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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/60517
標題: | 共同邊界方向性距離函數於農會信用部經營效率之探討--長期追蹤資料的分析 An Exploration of Efficiency for Farmers’ Associations by Metafrontier Framework with Directional Distance Function: Analysis of Panel Data |
作者: | Nai-Min Lo 羅乃敏 |
指導教授: | 吳珮瑛(Pei-Ing Wu) |
關鍵字: | 逾期放款,盈餘,方向性距離函數,共同邊界,長期追蹤資料,CAMEL評等因素, Non-performing loans,Profit,Directional distance function,Metafrontier approach,Panel data,CAMEL rating factors, |
出版年 : | 2020 |
學位: | 碩士 |
摘要: | 面對金融機構間競爭日趨激烈,加上農會客群逐漸高齡化,金融環境放款利差縮小,使得農會信用部在經營上面臨嚴峻的考驗,因此農會信用部經營效率議題日益受到重視。本研究主要目的包括探討全台灣農會信用部經營效率,及分析影響經營效率之因素。研究對象以台灣2013年至2018年全體269家農會信用部共1,614筆追蹤資料。本文研究採用方向性距離函數,除考量農會放款及盈餘的正意欲產出,並納入負向的逾期放款作為非意欲產出,及應用共同邊界方法,進行不同規模信用部生產效率的評估,估算出所有農會的共同邊界效率,各農會所分屬的大中小規模群組效率,以及達到整體理想最佳生產效率的情況,探討台灣農會信用部經營績效。進一步利用長期追蹤資料迴歸分析後,分析影響共同邊界效率及群組效率之環境變數及CAMEL評等中財務因素。 研究結果顯示,大規模農會信用部經營效率最佳,中規模農會信用部次之,小規模農會信用部最差,且三個規模自2013年至2018年經營效率呈現成長趨勢。再者,區域別之農會信用部經營效率,高低排序為東部最高、北部、中部次之、南部最差。最後,探討效率決定因素中,教育程度(國中小)、資本適足率與存放比率愈高,使農會信用部效率愈高,與經營效率呈現正向影響,規模別虛擬變數、贊助會員佔總會員數比率、教育程度(專科以上)、年齡(40至49歲)與逾期放款比率,與經營效率呈現負向影響。 The increasing fierce competition among financial institutions and the gradual aging of the peasant customer of farmers’ associations, this has made the credit department of farmers’ association face an ordeal management. Thus it is essential to know the management efficiency of the credit department of farmers’ associations. The main objectives of this study are to explore the operating efficiency of the credit department of the Taiwan’s farmers’ associations and analyze the factors that affect operating efficiency. The research objects were based on a total of 1,614 panel data from the credit department of 269 credit department of farmers’ associations from 2013 to 2018 in Taiwan. This study uses a directional distance function with both two positive desirable outputs of the farmer’ associations’ loans and surplus and one undesirable output of loans. The metafrontier method is to evaluate the production efficiency of credit departments of different sizes. Metafrontier efficiencies are estimated for all farmers’ associations, the efficiency is also conducted for the large, the medium and the small scale group of farmers’ association to differentiate the performance of each credit department of farmers’ associations. It is further to analyze the impact from the CAMEL rating on the metafrontier efficiency and group efficiency. This study firstly finds that the large-group on the credit department has the best operating efficiency, the medium-group and the small-group has been ranked the second and the worst. Furthermore, there has a growth trend of efficiency from 2013 to 2018. In addition, the operating efficiency of the region the credit department of the farmer’s associations is ranked highest in the east, followed by the north and central, and the worst is in the south. Finally, the staff with elementary and junior high school educational level, the ratio of capital adequacy, the deposit loan ratio, the higher the efficiency of the credit department of the farmer’s associations has a positive effect on the operating efficiency. The ratio of associated members, education level of above college, age between 40 and 49 and non-performing loans ratio have a negative impact on operating efficiency. |
URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/60517 |
DOI: | 10.6342/NTU202001320 |
全文授權: | 有償授權 |
顯示於系所單位: | 農業經濟學系 |
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