海峡两岸银行业绩效比较研究  

Comparative Analysis of the Banking Performance on Both Sides of the Strait

作　　者：戴淑庚[1] 廖家玲[1] 

机构地区：[1]厦门大学金融系

出　　处：《国际金融研究》2012年第10期85-96,共12页Studies of International Finance

基　　金：教育部哲学社会科学发展报告建设项目<海峡西岸经济区发展报告>(项目号:11JBGP006)暨"中央高校基础创新项目"(项目号:2011231042)的阶段性研究成果

摘　　要：本文运用DEA方法,在变动规模报酬条件下对Malmquist指数进行分解,对比分析了祖国大陆、台湾地区银行业在2006-2010年的整体生产力变动、技术变动效率、纯技术效率和规模变动效率,并进一步分析了所有权、治理结构、资产质量、金融创新能力对银行经营绩效的影响。结果表明,祖国大陆银行业整体表现为生产力进步,而台湾银行业表现为生产力退步,在即期的经营绩效方面,台湾地区银行业表现也次于祖国大陆。Mann-Whitney检验结果表明,所有权、治理结构、资产质量、金融创新能力对银行绩效影响不显著。In this paper, we conducted an analysis on TFP, TEC, PE, and SEC of banks in Taiwan and Mainland between 2006 and 2010, by using DEA method which is based on the changing returns to scale. We ibund that the malmquist TFP index of mainland banks was increasing, while on the contrast, the TFP index of Taiwan banks was de- creasing. Meanwhile, the spot performance of banks in Taiwan was worse than those in the mainland. Furthermore, we dis-cussed the effect of ownership, governance, quality of asset and financial innovation on performance. The Mann-Whitney test supported that the previous factors didn＇t affect the performance of banks significantly.

关 键 词：两岸银行业 绩效 MALMQUIST指数 

分 类 号：F831[经济管理—金融学]