An Analysis The Performance of OBU Branch Affecting by Hong Kong Branch－A DEA Application

• Main Authors: Ya-Ping Shen, 沈雅萍
• Other Authors: Chun-Chien Kuo
• Format: Others
• Language: zh-TW
• Published: 2005
• Online Access: http://ndltd.ncl.edu.tw/handle/99646585735458302771

碩士 === 世新大學 === 經濟學研究所(含碩專班) === 93 === Abstract This study aims to understand whether the banks which have Hong Kong branch can perform better? We select 12 banks with Hong Kong branch and 21 banks without Hong Kong brahch as our samples to compare their performances. The data covers quarterly data from January 2001 to September 2004. Based on the input and output factors from the Intermediation Approach, we select interest payment, non interest payment, networth and deposit as the input variables and also the interest income, non interest income and loan as the output variables. First, we manipulate the DEA (Data Enve- lopment Analysis) model to apply the CCR and BCC models to evaluate the technical feeiciency (TE), pure technical efficiency (PTE), and scale technical efficiency (SE) respectively. Then we use Malmpuist Productivity Index (MPI) to evaluate the trend of productivity change. The main findings are as following: First, almost the main banks are the best overall efficiency banks and the business concerntrate in traditional banking, in which the main income resource is the interest income received. Second, we find that the local banks with Hong Kong branch perform better than those without Hong Kong branch from the aspects of technical efficiency (TE), pure technical efficiency (PTE), and scaletechnical efficiency (SE).Third, for the banks with hong Jong branch, we find only two local banks reduce their averave efficiency value after the opening of foreign exchange between Mainland China and Taiwan through Hong Kong branch while the other ten local banks increase or maintain the previous suiations. For the local banks without Hong Kong branch show a decreased efficiency tendency around the third quarter 2002 due to the influency of new foreign policy between Taiwan and Mainland China. On the other hand, we also find the scale of assets can affect the performance of OBU directly. Finally,using Malmquist Prodectivity Index to evaluate banks’trend of productivity change in different period between local bank with and without Hong Kong branch, we find, the bank with Hong Kong branch perform better at the arrangement and using of capital,the promotion of the production management technology or product innovation than the banks without Hong Kong branch. Key Word: OBU、Data Envelopment Analysis(DEA)、technical efficiency(TE) 、 pure technical efficiency(PTE)、scale efficiency(SE) 、Malmpuist Productivity Index(MPI)