The Effect of Adjusted Exogenous Variables on Taiwanese Banks Cost Efficiency Measured by third-stage DEA Approach

碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === In this paper, we studies the change of administration efficiency underlying the before and after of Financial Holding Company organized. The study method is used the three-stage data envelopment analysis (DEA) of Fried et al. (2002) to evaluation the cost effici...

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Bibliographic Details
Main Authors: WANG CHING HUI, 王景慧
Other Authors: Yung-Lieh Yang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/25878624092925200591
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Summary:碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === In this paper, we studies the change of administration efficiency underlying the before and after of Financial Holding Company organized. The study method is used the three-stage data envelopment analysis (DEA) of Fried et al. (2002) to evaluation the cost efficiencies of Taiwanese banks, based on a sample of 39 banks in 2003. From the empirical results, we know that: (1) The three-stage DEA can be improved the defects of the tradition DEA, since it is used the second-stage of SFA to adjusted input variables, that is, it is already deducted the affects of environmental variables and random error. To calculate the cost efficiency values of Taiwanese banks are closed to the fact by the three-stage DEA method. (2) The total cost efficiency of Financial Holding Company is greater than the Non-Financial Holding Company, its main inefficiency is coming from the technical inefficiency. For all Taiwanese banks, the total cost inefficiency is also coming from the technical inefficiency. To improve the management capability is important for the upgrade of total cost efficiency.