Effects of Basel II on commercial banking efficiency and productivity in Taiwan

• Main Authors: Chang, Chia-En, 張嘉恩
• Other Authors: Wang, Keh-Luh
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/63940225879414128845

碩士 === 國立交通大學 === 財務金融研究所 === 98 === This paper is to study the influences of Basel II on the operational efficiency of Taiwan commercial banking industry. 23 banks are examined for the period from June 2004 to June 2009 using Data Envelopment Analysis, Malmquist Productivity Index, and Tobit regression method. The findings are as follows: (1) Basel II can enhance bank pure technological efficiency, but decline banking scale efficiency. (2) Banks of Financial Holding Companies (FHC) have more advantages comparing with non-FHCs banks in terms of the operational efficiency