Analyzing Operational Revenues of Taiwanese Banks in China by the Lotka-Volterra Model

• Main Authors: Chuang,Shih-Wen, 莊仕文
• Other Authors: 蔡璧徽
• Format: Others
• Language: zh-TW
• Published: 2014
• Online Access: http://ndltd.ncl.edu.tw/handle/54444711762490260508

碩士 === 國立交通大學 === 管理科學系所 === 103 === This study employs Lotka-Volterra model to analyze the competitive operational relations of Chinese branches between government-owned-banks and non-government-owned-banks. Two pairs of Lotka-Volterra equations are estimated in this work. One pair is the interest revenues of government-owned-banks and non-government-owned-banks. The other pair is the commission revenues of government-owned-banks and non-government-owned-banks from the Chinese branches of Taiwanese Banks. The estimation parameter result shows that the interest revenues from government-owned-banks will enhance those of non-government-owned-banks. This implies that the early entry of Taiwanese government-owned-banks into the mainland China. After government-owned-banks set up branches in China and offer loans to receive interest revenues, non-government-owned-banks follow government-owned-banks to set up branches in China and earn interest revenues. On the other hand, the results of parameter estimation show the commission revenues of government-owned-bank enhance the commission revenues of non-government-owned-bank, and vice versa. Regarding model’s forecast accuracy, the Lotka-Volterra model is more accurate than the Bass model in predicting interest revenues and commission revenues. In the long run, both the interest and commission revenues of government-owned-banks and non-government-owned-banks will reach a stable equilibrium. This study contributes to Taiwan’s and China’s governments the effective methods to measure the competition and cooperation in banking industry.