多角化策略在規模差異下對獲利績效之影響 － 以本國銀行業為例

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Title:	多角化策略在規模差異下對獲利績效之影響－以本國銀行業為例
Other Titles:	The effects of diversification strategy on financial performance under the bank scale difference-taking Taiwan's banking industry as an example
Authors:	宋兆達;Sung, Chao-ta
Contributors:	淡江大學財務金融學系碩士在職專班聶建中;Nieh, Chien-chung;韋伯韜;Wei, Duan
Keywords:	縱橫門檻效果模型;銀行獲利績效;銀行規模;多角化策略;國際化程度;存放比率;逾放比率;Panel Threshold Model;diversification strategy;internationalization;financial performance;bank scale;deposit-loan ratio;overdue
Date:	2008
Issue Date:	2010-01-11 01:07:07 (UTC+8)
Abstract:	就我國金融市場而言，各銀行欲在日趨競爭的環境下生存，發展本身的經營策略與健全體質遂成為關鍵所在。本研究以本國41家銀行為實證研究對象，並擷取民國91至94年平均之橫斷面財務資料，以ROE（淨值報酬率）作為銀行獲利績效之代理變數，資產規模為門檻變數，採用縱橫門檻效果(Panel Threshold )迴歸模型來進行實證，檢定在不同資產規模下業務多角化程度對銀行獲利的影響是否存在著一上下不對稱之非線性門檻關係，研究結果歸納如下：資產規模有門檻存在，共有二門檻及將資產規模區分為三階段，當資產規模取自然對數後若介於門檻值與間或大於門檻值時，提高業務多角化程度反而會降低銀行獲利績效，若資產規模處於其他區間則業務多角化程度與銀行獲利率無顯著關係。國際化程度對銀行獲利率的影響為顯著負向關係，亦即國際化程度高低與ROE呈反向變動。另銀行的存放比率對獲利有顯著的正向影響，表示存放比率是影響銀行獲利績效之重要控制變數。而銀行的逾放比率與獲利績效則有同向變動關係。 Speaking of the financial market in Taiwan, it is becoming a key issue for each bank to develop its strategy of operation and the perfect physique in order to survive under the increasingly competitive environment. This study takes advantage of Panel Threshold Model, advocated by Hansen (1999), to execute empirical test and hope to find the effects of diversification strategy on financial performance under the bank scale difference. The empirical results are as follows: The empirical test proves the existing of threshold, total two thresholds distinguish the bank scale into three intervals. When the bank scale is situated between and or is bigger than , diversification strategy will have a negative influence to the bank profit, if the scale is in other sectors, there is no significant relationship between the two. There is a significant evidence to support that internationalization disadvantage bank financial achievement. Both deposit-loan ratio and overdue have a positive correlation associated with financial performance.
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Thesis

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