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    Title: 國內商業銀行財務績效之關鍵因素分析
    Other Titles: The key factors of financial performance of Taiwanese commercial banks
    Authors: 郭祐妏;Kuo, Yu-Wen
    Contributors: 淡江大學國際企業學系碩士班
    林江峰;Lin, Chiang-Feng
    Keywords: 權益報酬率;主要營運及財務變數;迴歸分析;金融海嘯;Return of Equity;The key variances of operational and financial;regression analysis;Financial crisis
    Date: 2011
    Issue Date: 2011-12-28 17:49:36 (UTC+8)
    Abstract: 由於近年來,與其他亞洲國家之銀行相比之下,台灣本國銀行市場過於分散,金融體系整體規模較小,對獲利能力產生重大的影響。加上2008年至2009年蔓延全球的金融海嘯,對國內外銀行產生嚴重的影響力。因此,首先本研究將本國三十七家銀行分為五大銀行、金控集團銀行、上市櫃銀行及非上市櫃銀行四大類。以權益報酬率作為應變數,並將其他十三項自變數分為資產品質、業務成長性、利率敏感性、獲利能力及安全性五大類。並採取長期追綜資料(Panel Data)的方式,利用Eviews計量軟體進行最小平方法(OLS,Least Squares)進行一般迴歸、遞延迴歸及金融海嘯虛擬變數之迴歸分析,探討2005年第四季至2010年第三季止,本國37家一般銀行每季主要營運及財務變數對於本國銀行權益報酬率的直接影響力。研究結果發現:

    (一) 獲利能力之財務變數為主導本國一般銀行權益報酬的重要因素。然而,主導五大銀行權益報酬率之變數,多以資產品質、業務成性及獲利能力類變數為主;主導金空集團銀行權益報酬率之變數為資產品質及獲利能力兩大類;主導上市櫃銀行權益報酬率之變數以安全性變數為主;而主導非上市櫃銀行權益報酬率之變數則以獲利能力為主。

    (二) 遞延迴歸分析結果顯示,較多的自變數於一個年度內對當期本國一般銀行權益報酬率,會呈現顯著影響;而少數變數要遞延最多至八個季度,才會對權益報酬率呈現顯著影響。

    (三) 金融海嘯期間之財務變數對銀行權益報酬的影響,除資產品質和業務成長性與當期迴歸之分析結果差異性不大外,其餘三大類變數之分析結果和當期迴歸分析結果相比,則具有明顯的差異。
    In recent years, the bank compared to other Asian countries, as Taiwan''s domestic banking markets are too scattered and the smaller financial system as a whole, result in significant impact on profitability. With 2008 to 2009 financial crisis spreading across the world, bring about a serious impact in the bank of the whole world.
    First, we categorize 37 banks in to four categories, which are five banks, banks of financial holding companies, listed banks and non-listed banks. The dependent variable is return of equity, and other 13 independent variables are categorized five categories, which are assets quality, business growth, interest rate sensitivity, profitability and safety. This study adopts a Panel Data approach, and through the least squares (OLS, Least Squares) estimation precede to the general regression, lagged regression and dummy variable of financial crisis in Eviews measurement software. Furthermore, we discuss the directly effects between the key variances of financial and the ROE of 37 Taiwan’s domestic banks in the fourth quarter of 2005 to the third quarter of 2010. The results are as follows:

    (1) The variance of profitability is the key factor which dominates the ROE of 37 general domestic banks. However, the dominative variances in five banks’ ROE are assets quality, business growth and profitability; the dominative variances in banks of holding companies’ ROE are assets quality and business growth; the variance of safety dominate the listed banks’ ROE; and the variance of profitability dominate the non-listed banks’ ROE.

    (2) Through the lagged regression we find that there are most variances appear significant of ROE in one year, but few of variances have to lag eight quarter.

    (3) During the financial crisis, in addition to assets quality and business growth variances, the impacts between the financial variances and ROE have no significant difference with the general regression analysis.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

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