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系統識別號 U0026-0812200915070863
論文名稱(中文) 信託業務對銀行效率的影響-以臺灣銀行業為例
論文名稱(英文) The Influence of Trust Business to the Operating Efficiency of the Banking Industry in Taiwan
校院名稱 成功大學
系所名稱(中) 政治經濟學研究所
系所名稱(英) Graduate Institute of Political Economy
學年度 97
學期 1
出版年 98
研究生(中文) 李威勳
研究生(英文) Wei-Hsun Lee
學號 u1695401
學位類別 碩士
語文別 中文
論文頁數 55頁
口試委員 指導教授-許永河
召集委員-李慶男
口試委員-田維華
中文關鍵字 信託業務  銀行效率  隨機邊界法  金融控股公司銀行 
英文關鍵字 Bank Efficiency  Trust business  Stochastic frontier analysis  Financial holding company 
學科別分類
中文摘要 近年來,受到銀行存放款利差逐年下降的影響,銀行開始重視非傳統業務,致使銀行的信託業務蒸蒸日上。鑑於此一趨勢之發展,本文乃選取“信託業務對銀行效率的影響”作為研究議題,探討信託業務之發展是否影響銀行成本效率。
研究對象為本國29家可以實施信託業務的銀行,包括11家金融控股公司子銀行和18家非金融控股公司的一般銀行;研究樣本期間從2002年第1季到2008年第2季,共701筆的資料。本文實證模型參考Battese和Coelli(1995)之模型架構,依“最大概似法”以一階段同時估計銀行的“隨機邊界成本模型”與“成本無效率模型”,並使用Frontier 4.1軟體進行模型估計。
對於影響銀行效率之因素,本文採用“信託資金率”、“存放比率”、“資本適足率”、“營業費用率”等4個一般性變數,同時考慮其“是否為金控公司子銀行”、“舊銀行與新銀行(1992年後成立者)之差別”,以及“金融控股公司子銀行與非金融控股公司銀行對信託資金之運用是否有差異”,而加入此三個虛擬變數,再加上“時間趨勢”變數,共8個解釋變數。
本文實證結論主要有三點:其一為信託資金率代表銀行重視信託業務的程度,其比例越高對銀行成本效率越有幫助;其次,金融控股公司子銀行在信託業務之成本效率比非金控銀行表現更優異;最後,本文實證模型顯示,手續費收入應歸為銀行產出之一,對銀行業成本效率有顯著之正面影響。
英文摘要 In the past decade the banking industry in Taiwan has shifted its operation objects to trust business. This development is the result of shrinking income in traditional banking, due to some adverse developments in banking industry in the past years. In view of this trend, this thesis aims to explore the correlation between the trust business and bank efficiency, to probe whether the development of the trust business influences bank’s cost efficiency.
The research objects are 29 domestic banks in Taiwan which are permitted to carry trust business. Of these 29 banks, 11 of them are sub banks of financial holding companies and the other 18 are general banks. The research period ranges from 2002Q1 to 2008Q2, with a total of 701 observations available for this study. This thesis refers to Battese and Coelli (1995) Model and uses maximum likelihood method to estimate the stochastic frontier cost function and the inefficiency model. The empirical estimation is conducted with the software package Frontier v4.1.
Four variables, namely, the trust fund ratio, the loan-to-deposit ratio, the capital adequacy ratio and the operating expense ratio, are used as proxies for the efficiency factory analysis. In addition, the attributes of the banks (i.e., whether the banks is a general bank or sub-division of financial holding company; an old bank or new bank established after 1992) are also considered as possible determinants of bank efficiency.
This thesis has three conclusions. First, the higher the trust fund ratio is the more efficient the bank will be. Second, the sub banks of financial holding company are more cost efficient than that of the general banks. Finally, the empirical result of this thesis indicates that the fee incomes is a significant contributor to bank’s cost efficiency. This result suggests that one may have to include fee income as component of banks’ output in empirical estimation of bank efficiency.
論文目次 第一章 緒論 ................................................................................. 1 
第一節 研究動機 ............................................................................................... 1 
第二節 研究目的 ............................................................................................... 2 
第三節 研究流程與架構 ................................................................................... 3 
第二章 我國金融業發展概況 ....................................................... 6 
第一節 我國金融業發展之回顧 ....................................................................... 6 
第二節 我國信託業務之概述 ........................................................................... 7 
第三章 文獻回顧 ........................................................................ 12 
第一節 效率評估方法介紹 ............................................................................. 12 
第二節 銀行產出與投入之認定 ..................................................................... 15 
第三節 銀行效率文獻 ..................................................................................... 17 
第四節 銀行業非傳統業務之文獻 ................................................................. 21 
第四章 研究方法 ........................................................................ 25 
第一節 隨機邊界法 ......................................................................................... 25 
第二節 實證模型 ............................................................................................. 30 
第五章 實證分析 ........................................................................ 38 
第一節 基本敘述統計 ..................................................................................... 38 
第二節 實證結果分析 ..................................................................................... 40 
第六章 結論 ............................................................................... 47 
第一節 結論與研究發現 ................................................................................. 47 
第二節 研究貢獻與未來研究方向 ................................................................. 48 
參考文獻 ........................................................................................... 49
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網站資料
1.中華民國信託業商業同業公會:〈各會員單位承辦信託業務一覽表〉,《業務統計》,網址:http://www.trust.org.tw/ files/06/Totalnew97 Q1.xls?SN=(最後瀏覽日:2008年11月4日)。
2.全國法規資料庫網站:〈金融機構合併法〉,《全國法規資料庫》網址:http://law.moj.gov.tw /Scripts / Query 4A.asp?FullDoc=all&Fcode=G0380098(最後瀏覽日:2008年11月1日)。
3.全國法規資料庫網站:〈信託法〉,《全國法規資料庫》,網址:http://db.lawbank.com.tw/FLAW/FLAWDAT0201.asp(最後瀏覽日:2008年12月17日)。
4.陳衍潔:〈2008年我國信託業產業分析〉,《台經院產經資料庫網站》,網址:http://tie.tier.org.tw/tie/DownloadFileService?report_id=10901&data_base_id=DB001&category_id =IND28-11&user_id= testtes ttesttestt esttestte &session_id1= tetetstetsetseestetesttest&session_id2=tetetstestetetetetetea&session_id3=4e 2409 fva0fsa0uvfad80fvz0 cv0a9f&sess ion id4=814988(最後瀏覽日期:2008年11月1日)。
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