本研究以28間的外國銀行在台分行為樣本，資料期間為2006年1月至2012年9月止的月資料，研究其經營績效、效率值與CAMELS指標、總體經濟變數之間的相關性。首先以主成分分析法選取解釋變數，被解釋變數有淨值報酬率、資產報酬率及資料包絡分析法CCR與BCC模式之效率值，最後以追蹤資料迴歸模型進行實證分析，檢驗考慮風險因素、逾放比率和資本適足率指標下並加入總體經濟變數前後，指標變數與淨值報酬率、資產報酬率、CCR及BCC模式之效率值間是否有顯著影響及彼此的正負向關係。 實證結果顯示，不同的解釋變數下的財務比率變數對淨值報酬率、資產報酬率、CCR及BCC模式之效率值大致上有著不同的顯著性效果及正負向關係，研究結果有助於了解外國銀行在台分行之經營績效分析。 We sampled 28 branches of foreign banks in Taiwan and examined the correlation between business performance, efficiency and the index of CAMELS, macroeconomics variables. Our dependent variables are the business performance such as ROE, ROA and the efficiency of data envelopment analysis which included CCR and BCC model. Then we chose our independent variables which included macroeconomics variables, risk, NPL ratio, capital adequacy by Principal Component Analysis (PCA). Finally, we used the regression model of panel data to examine the correlation between our dependent variables and independent variables. The different empirical results of correlation between our dependent variables and independent variables could further understand the efficiency and performance of the branches of foreign banks in Taiwan.
