臺灣地區大型商業銀行最適規模之探討 : 超加性檢定之分析

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Title:	臺灣地區大型商業銀行最適規模之探討 : 超加性檢定之分析
Other Titles:	Optimal scale for large commercial banks in Taiwan : analysis of superadditivity test 台灣地區大型商業銀行最適規模之探討 : 超加性檢定之分析
Authors:	徐立偉;Hsu, Li-wei
Contributors:	淡江大學國際貿易學系國際企業學碩士班林志鴻;Lin, Jyh-horng
Keywords:	剩餘利潤;超加性;商業銀行;Residual Profit;Superadditivity;Commercial Bank
Date:	2007
Issue Date:	2010-01-11 01:30:38 (UTC+8)
Abstract:	為因應金融自由化的趨勢，台灣地區金融當局，以政策為導向，促使該地區的金融機構相繼合併，而使其營運規模呈現擴大的現象，預期藉由規模擴大，提升其國際市場的競爭力。因而本文主要的目的是試圖探討金融機構規模擴大是否能夠提升其獲利能力。本文研究對象為台灣地區分行家數最多的三家民營大型商業銀行，研究期間為1992年至2005年。研究方法採用時間序列(Time-series)和橫斷面(Cross-section)兼具的panel data，選取最適的迴歸模式，並採用等分法及Evens and Heckman (1984)的格子近似值法進行超加性檢定。結果顯示，目前這三家銀行之規模過大，必須要縮小規模才能增加其利潤。 In order to orientate financial liberalization, the financial authority takes policy as the guidance to prompt financial institution to merge and to enlarge the scale. The authority except that enlarging the scale will raise international competition. As a result, this paper is going to discuss if financial institutions expand their scale will raise their profit. This paper adapts the data of three private commercial banks which have the largest number of branches in Taiwan from 1992 to 2005. We adapt panel data to choose optimal regression model. Besides, we use the half method and grip approach method of Evens and Heckman (1984) to be in the process of superadditivity test. The result appears that the three private commercial banks’ scales are too large. In order to increase profit, they must reduce their scale.
Appears in Collections:	[Graduate Institute & Department of International Business] Thesis

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