Banking Performance Evaluation -- Two-Stage Dynamic DEA Approach

• Main Authors: Tsai, Yi-Lun, 蔡伊倫
• Other Authors: 邱永和
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/90822719112052200432

碩士 === 東吳大學 === 經濟學系 === 103 === This study adopts two-stage Dynamic Network DEA and Malmquist Productivity Index to evaluate the performance of 35 banks in Taiwan during the year from 2007 to 2014. Besides, we divided the production activities of banks into two stages, which are production efficiency stage and market efficiency stage. And, the input variables are labor salaries, deposits, and fixed assets; intermediate-goods are loans and investments; output variable is return on assets ratio (ROA); and carry-over variables are NPL ratio and earnings. The empirical results show: 1. The overall efficiency score is the highest in 2011, and is the lowest in 2010; in addition, the score in the market efficiency stage is higher than that in the production stage. 2. Development Industry Bank and Bank of Taipei performed best among 35 banks during the year of 2007 to 2014. 3. There only Bank of Taiwan and KGI bank show progress in Total Factor Productivity Index. And the major fact of the recession in Total Factor Productivity Index of other 33 banks in Taiwan is because of the Frontier-shift effects.