| Summary: | 碩士 === 國立中央大學 === 產業經濟研究所碩士在職專班 === 94 === This study aims to measure operational efficiency of bank and tries to find the factors which do for efficiency improvement reference. The research used 3-stage data envelopment analysis ( 3 DEA) model and based on samples of 14 domestic financial holding subsidiary banks during the period from 1999 to 2004. We can find five operational efficiencies in stage 1 DEA : total technical efficiency(TE), pure technical efficiency(PTE), scale efficiency(SE), allocation efficiency(AE) and cost efficiency(CE) .
Then, adjusted the impacts of different environmental effects managerial inefficiency and random statistical noise in stage 2 DEA . It adjusted downward the inputs of these banks in amounts determined by the extent which they have been disadvantaged by their relatively unfavorable environmental effects or by their relatively bad luck.The four environmental variables are : scales, branches, official stock-holds or not and main formation. After which, we conduct 3 DEA analysis using the adjusted inputs and original outputs then comparing the score between 1 DEA and 3 DEA .
Finally, this study employ censored Tobit regression analysis to evaluate the relationship between efficiency score and the other items. The other items are : joins year, GDPGAP, busiss management, capital quality management and risk management. Research discovers different scores between 1 DEA and 3DEA score obviously.
The empirical results shows :
The banks join financial holding compancy result displays obvious negative influence on the allocation efficiency and the cost efficiency. The efficiency of GDPGAP does not have the direct relation. Loans for medium enterprises and automated service (ATM) has positive influence on the operational efficiency. Still, the growth rate of loans has negative influence on the total technical efficiency and the scale efficiency. The capital quality management and risk management are negative influence on the efficiencies. The analysis shows that the bank should pay attention to the bank’s management items in order to enhance the operational efficiency.
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