| Summary: | 碩士 === 國立臺北大學 === 企業管理學系 === 107 === The purpose of this study is to examine the impacts of banks asset scale on the CAMEL rating system. Components of banks CAMEL rating system includes capital adequacy (C) , asset quality (A), management (M), earnings (E) and liquidity (L). The study divides sample into three different scales base on total assets and two periods, i.e., 2008-2012 and 2013-2017. All data are collected from TEJ database. The research methods include Pearson product-moment correlation, general linear model (GLM), regression analysis, cluster analysis and discriminant analysis. The results are summarized as follows:
1. Earnings and capital adequacy have positive correlations, but earnings and asset quality have negative correlation in three scales; earnings and management have negative correlation in large-scale and medium-scale; earnings and liquidity have positive correlation in three scales.
2. Capital adequacy, asset quality and earnings have outstanding performance in three scales. Management factor has outstanding performance in small-scale. Liquidity factor has outstanding performance in large-scale.
3. In three scales, capital adequacy affects earnings positively; asset quality affects earnings negatively. Liquidity affects earnings negatively in large-scale.
4. Group 3 has outstanding performance in pre-financial crisis period. Group 6 has outstanding performance in pre-financial crisis period. The O-Bank is self-sustained as a group in two periods. Taishin International Bank is deteriorating in all 5 CAMEL ratings after financial crisis, and is the only down-grading bank between pre- and post-financial crisis.
Keywords: CAMEL rating system; asset scale ; general linear model; regression analysis; cluster analysis; discriminant analysis.
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