Analysis on Taiwan financial institutions’operational performance—the application of data envelopment analysis

• Main Authors: Yueh-sung Lin, 林岳松
• Other Authors: Tzu-Nien Liu
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/93637767013723700839

碩士 === 國立屏東商業技術學院 === 國際企業所 === 98 === Abstract Due to the global financial tsunami in 2008, the approaches to evaluate financial institutions in the meantime seem to be insufficient, therefore, the study would try to use DEA (Data Envelopment Analysis) to evaluate the operational performance among financial institutions in Taiwan and explore the main reasons why some of their operational performance weren’t so good. It would apply intermediation approach to define the input & output of the study which the former variables include fixed assets, interest expenditure and operating expenses, while the latter includes loan balance, interest revenue and pre-tax surplus. The subjects of the study include 27 domestic banks and multinational banks who have branches in Taiwan whose pre-tax profits and loses were both positive in 2006, 2007 and 2008. The author would use DEA-Solver to implement DEA efficiency evaluation, and capitalize on transforming the input-oriented model of CCR into dual-type method and the input-oriented model of BCC to calculate the total technical efficiency, pure technical efficiency and scale efficiency of each bank, finally analyze and expound the evaluating results. The research results are as follows: 1. As to the part of domestic banks, the most important reason why their operational efficiencies were not so good was no scale efficiency; while in the part of the foreign banks who have branches in Taiwan, the most important factor of bad operational efficiency was without technical efficiency. 2. The overall performance and pure technical efficiency in 2008 of all the sample banks presented upward trends, while their scale efficiencies showed a little bit downward; but among domestic banks, each value of various efficiencies in 2008 revealed downward tendency, while those values of foreign banks’ branches in Taiwan were much higher than 2007. 3. Among the foreign banks, the Japanese Mizuho Corporate Bank, the American City Bank, the Singapore’s Oversea-Chinese Banking Corp. Ltd. and the Japanese Sumitomo Mitsui Banking Corporation had reached overall technical efficiency for sequential three years, and their effective application of resources had achieved the maximum state that can be the models for other banks to learn.