An Analysis of Bank Efficiency and Risk Evaluation in Taiwan

• Main Authors: Yong-Shan Lin, 林泳姍
• Other Authors: Cheng-Te Shiau
• Format: Others
• Language: zh-TW
• Published: 2011
• Online Access: http://ndltd.ncl.edu.tw/handle/32366137004110886476

碩士 === 銘傳大學 === 經濟學系碩士在職專班 === 99 === Frequent financial turmoil in recent years, hits a number of large international financial institutions, the lighter the burden of huge financial losses，severe by the Government to take over，or even close down。This study aims to investigate the risk management efficiency and earning performance of 33 banks in Taiwan during the period of 2001 to 2010，a total of 10-year span。This study will use data envelopment analysis (DEA) to compare the inter-bank overall efficiency，technical efficiency and scale efficiency differences among banks，and then use CAMELS mutual evaluation analysis to complement the DEA findings. Last, the insolvent risk Index will be employed to measure the degree of liquidity of each bank。 Financial institutions，in addition to cost and profit considerations，also have to accommodate with the international financial regulation and government regulation and other factors；in addition to the pursuit of profit maximization，risk management is considered as the other crucial yardstick。Therefore, how to strengthen the banking system''s risk management mechanism，improve risk management capabilities，maximize performance and achieve the goal of sustainable development is the questions that this study tries to answer。