Do Undesirables Matter on the Examination of Banking Efficiency Using Stochastic Directional Distance Functions

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题名:	Do Undesirables Matter on the Examination of Banking Efficiency Using Stochastic Directional Distance Functions
作者:	Huang, Tai-Hsin;Ming-Tai, Chung
关键词:	Technical efficiency;Directional technology distance function;Undesirable outputs;Public banksPrivate banks;Financial holding company
日期:	2017-08
上传时间:	2018-06-21 12:10:54 (UTC+8)
摘要:	This paper aims to gain further insights into whether the First Financial Restructuring (FFR) policy improves the technical efficiency of Taiwan’s banks during the period 1999–2012, using the directional technology distance function (DDF). DDF simultaneously allows for the expansion of the desirables and the contraction of the undesirables, which is able to depict a bank’s true production activities. We find that the banks have a lower technical inefficiency with the preferred model compared to the other models. Before 2002, the technical inefficiency exhibits a gradual upward trend and then posts a downward trend during the FFR period, due to enhanced banking and benefits obtained from compliance with FFR. The inefficiency scores deteriorate sharply, during the “credit card and cash card crisis” in 2006 and “the subprime mortgage crisis” in 2008. Public and financial holding company (FHC) banks are respectively more efficient than private and non-FHC banks.
關聯:	Review of Economics and Finance 65, p.194-211.
DOI:	10.1016/j.qref.2016.09.007
显示于类别:	[財務金融學系暨研究所] 期刊論文

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