| Summary: | 碩士 === 中國文化大學 === 財務金融學系 === 107 === The development and financing problems faced by small and medium-sized enter-prises (SME) are important issues. This study uses the data of 30 Taiwanese banking in-dustry from 2006 to 2017. The Dynamic Slacks-Based Measure (DSBM) method by Tone and Tsutsui (2010) is applied to estimate the dynamic efficiency of banks. Then the impact of SME lending, credit guarantees and bank-related characteristic variables on bank dynamic efficiency are explored in details.
The results of this study consists of two parts. In the first part, when the SME lend-ing ratio and the credit guarantee ratio (GUR) are used as the carry-over that is free, the public banks has better dynamic efficiency than private banks. In the second part, the non-performing loans ratio (NPL) and the capital adequacy ratio (CAR) are regarded as the carry-over, employing DSBM to calculate the efficiency, then using Tobin regression analysis. The results show that: Firstly, increasing the ratio of SME lending improve their dynamic efficiency. Secondly, when the carry-over of non-performing loans ratio (NPL) is free, the credit guarantee ratio rises, and then the bank’s dynamic efficiency decreases; conversely when the carry-over is capital adequacy ratio (CAR) with good link, the ratio of credit guarantees increases, this can obviously help to improve the dynamic efficiency of banks. Finally, in terms of interaction, SME lending also matches the credit guarantee system, this will have a significant positive impact on the dynamic efficiency of Taiwan’s banking industry.
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