| Summary: | 碩士 === 淡江大學 === 財務金融學系碩士班 === 101 === We sampled 28 branches of foreign banks in Taiwan and examined the correlation between business performance, efficiency and the index of CAMELS, macroeconomics variables.
Our dependent variables are the business performance such as ROE, ROA and the efficiency of data envelopment analysis which included CCR and BCC model. Then we chose our independent variables which included macroeconomics variables, risk, NPL ratio, capital adequacy by Principal Component Analysis (PCA). Finally, we used the regression model of panel data to examine the correlation between our dependent variables and independent variables.
The different empirical results of correlation between our dependent variables and independent variables could further understand the efficiency and performance of the branches of foreign banks in Taiwan.
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