| Summary: | 碩士 === 國立高雄師範大學 === 人力與知識管理研究所 === 100 === The research investigates the performance of the 32 domestic banks in Taiwan from 2009 to 2011.Intermediary approach is used to determine input/output variables. Average deposits, fixed assets, employee fee and interest expense are used as input variables. As for output variables, the research chooses interest income, fee income and other income. The methodology of Data Envelopment Analysis (DEA) was used to evaluate efficiency of the banks Furthermore, import/export trade foreign exchange and foreign exchange derivatives are considered as input variables one by one and their influence on efficiency of the banks are discussed.
At last, the research explores the bank efficiency of multi-year by Malmquist productivity index model. The empirical results include as the following:
1. Most of the banks with the technical efficiency value, the pure technical efficiency value and the scale efficiency value all improve due to two kinds of foreign exchange items are considered as input variables. It means the foreign exchange business is helpful to the efficiency of the overall banks.
2. By adding two input variables of import/export trade foreign exchange and foreign exchange derivatives respectively, it makes the average technical efficiency value increased by 0.037 and 0.053 respectively; the average the pure technical efficiency value increased by 0.022 and 0.028 respectively ; the average scale efficiency value increased by 0.016 and 0.028.Therefore the influence of foreign exchange derivatives variable on banking efficiency is better than the import/export trade foreign exchange.
3. The efficiency value of Malmquist productivity index is greater than 1 from 2009 to 2011. It means that the productivity of banks continues to improve from 2009 to 2011.
Keywords: Data Envelopment Analysis, Operating Efficiency, Foreign Exchange Business, Technical Efficiency, Pure Technical Efficiency, Scale Efficiency.
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