本文選題：次貸危機 + 臺灣地區(qū)銀行業(yè)��； 參考：《南開大學》2012年博士論文

【摘要】：當前臺灣地區(qū)的銀行業(yè)獲利能力亞洲倒數(shù)第一，臺灣地區(qū)的銀行分支機構家數(shù)高達6,009家(至2011年8月底止)，此密度是便利商店的一半，金融市場狹小，過度競爭；賴以生存的傳統(tǒng)型利息收入占營業(yè)收入比重高達86%，無差異化競爭能力，資產(chǎn)質(zhì)量惡化；隨著全球金融體系朝向國際化及自由由，兩岸于2010年6月29日簽署“兩岸經(jīng)濟合作架構協(xié)議”(ECFA)，更面臨臺灣地區(qū)金融市場開放，競爭更趨激烈。 于2007年開始次貸危機的發(fā)生，使得原本經(jīng)營不易的臺灣區(qū)銀行業(yè)更遭受到全球系統(tǒng)性金融危機無情的襲擊，隨著全球性金融創(chuàng)新不斷地深化，而臺灣地區(qū)銀行業(yè)創(chuàng)新能力不足，如何面對全球金融系統(tǒng)性危機的發(fā)生？與日俱爭的國際競爭壓力？臺灣區(qū)金融市場狹小而產(chǎn)生的過度競爭，致使微利的金融市場如何發(fā)展？銀行業(yè)如何面對次貸危機而能在夾縫中求生存而能提升其經(jīng)營效率？因此，本文研究臺灣區(qū)銀行業(yè)經(jīng)營效率研究實具有十分重要的現(xiàn)實意義。 本文基于銀行業(yè)經(jīng)營效率研究，結(jié)合金融危機理論、銀行效率理論、金融危機對銀行效率影響、組織與資源基礎理論，探討次貸危機前后臺灣地區(qū)銀行業(yè)經(jīng)營效率的比較研究，并區(qū)分臺灣區(qū)銀行業(yè)為金控架構子銀行及非金控架構下之獨立銀行，進行對比研究分析。結(jié)合數(shù)據(jù)包絡法、共同邊界效率評估、Malmquist生產(chǎn)力指數(shù)分析法及Tobit回歸，實證分析次貸危機前后、金控子銀行及獨立銀行，分別對比研究其組內(nèi)及共同邊界之技術效率值、純技術效率值、規(guī)模效率值，及技術落差比率，利用Malmquist生產(chǎn)力對比分析(組內(nèi)及共同邊界)動態(tài)效率研究，及DEA-Tobit回歸方法，研究影響臺灣區(qū)銀行業(yè)效率的因素。藉由以上的實證分析，找出無效率的來源及改進之道，并提出金控子銀行與獨立商業(yè)銀行提升其經(jīng)營效率的經(jīng)營策略分析。 本文研究臺灣區(qū)銀行業(yè)的產(chǎn)業(yè)特點、分析第一階段的金融改革、第二階段的金融改革，金融控股銀行及臺灣地區(qū)銀行產(chǎn)業(yè)現(xiàn)況，剖析臺灣地區(qū)金融法制改革過程及其相關影響，分析臺灣地區(qū)金融監(jiān)理問題，剖析臺灣地區(qū)銀行業(yè)發(fā)展問題及挑戰(zhàn)，并分析提升臺灣地區(qū)銀行業(yè)競爭力的定性分析，充份了解臺灣地區(qū)銀行業(yè)及如何提升其效率及競爭力的做法。 本文研究結(jié)果發(fā)現(xiàn)： (1)次貸危機對金控子銀行生產(chǎn)力變動有很大的影響，顯示金控子銀行受金融危機影響較大，生產(chǎn)要素資源使用呈現(xiàn)較無效率情況，主要來自于平均技術變動和規(guī)模效率變動皆受金融危機影響而衰退。 (2)危機發(fā)生后，獨立商業(yè)銀行生產(chǎn)力變動優(yōu)于金控子銀行，顯示有其獨特的經(jīng)營策略及核心競爭力的小而美銀行，受次貸危機波及程度較小。 (3)金控子銀行受次貸危機影響程度較大，原因是以壽險為主體的金控子銀行有買到投資銀行所發(fā)行的衍生性金融商品等。 (4)規(guī)模效率值方面，金控子銀行無論金融危機前后皆優(yōu)于獨立商業(yè)銀行。臺灣地區(qū)銀行業(yè)有66%處于規(guī)模報酬遞增狀態(tài)，顯示銀行業(yè)普遍存在規(guī)模過小情況，，未達規(guī)模經(jīng)濟。 因應對策及策略： 金控子銀行其提升經(jīng)營效率對策宜積極采取并購策略，尋找優(yōu)質(zhì)企業(yè)并加以并購以擴大不同屬性客戶群，充分發(fā)揮合并綜效及提升范疇經(jīng)濟和規(guī)模經(jīng)濟效益，透過異業(yè)互補資源之不足。積極布局海外及中國大陸市場，透過ECFA兩岸金融業(yè)的交流，擴大市場；并推出新種金融商品理財?shù)龋峁┤轿坏慕鹑诜⻊铡?獨立商業(yè)銀行其提升經(jīng)營效率對策宜實行策略聯(lián)盟或異業(yè)結(jié)合方式，并朝向獨特的競爭優(yōu)勢，創(chuàng)造小而美的經(jīng)營策略與價值。并應隨著兩岸金融業(yè)逐步松綁開放，積極拓展海外市場。 臺灣地區(qū)金融業(yè)皆需提升規(guī)模效率值，搶占市場中的占有率；積極拓展銀行業(yè)創(chuàng)新程度，提升間接金融質(zhì)量、加速直接金融發(fā)展。因應次貸危機需強化其風險管理：強化臺灣地區(qū)的風險防范及監(jiān)控、強化存款保險制度金融安全網(wǎng)。
[Abstract]:At present, the Taiwan region's banking industry profitability is the first in Asia, and the number of bank branches in the Taiwan region is as high as 6009 (until the end of August 2011). This density is half of the convenience stores, the financial market is small and excessive competition, and the traditional interest income on which it exists accounts for up to 86% of its operating income, and there is no difference in competition ability, The quality of the assets has deteriorated. As the global financial system is towards internationalization and freedom, the two sides signed the "ECFA) in June 29, 2010, which is more faced with the opening of financial markets in Taiwan and more intense competition.
The subprime crisis began in 2007, which made the Taiwan District banking industry, which was not easy to operate, suffered a merciless attack on the global systemic financial crisis. With the deepening of the global financial innovation and the lack of innovation ability in Taiwan, how to face the global financial system crisis? Pressure? Excessive competition in the narrow financial market of Taiwan District, how to develop the financial market of the small profit? How can the banking industry survive in the seam in the face of the subprime crisis and improve its operating efficiency? Therefore, it is of great practical significance to study the management efficiency of the banking industry in Taiwan.
Based on the research on the efficiency of banking business, this paper combines the theory of financial crisis, the theory of bank efficiency, the impact of the financial crisis on the efficiency of the bank, the theory of organizational and resource base, and the comparative study of the operational efficiency of the banking industry in Taiwan region before and after the subprime mortgage crisis, and distinguish the independence of the banking industry of the Taiwan district under the gold control structure sub bank and the non gold control framework. Based on the data envelopment method, the common boundary efficiency evaluation, the Malmquist productivity index analysis and the Tobit regression, the gold control sub bank and the independent bank before and after the subprime crisis are analyzed to compare the technical efficiency value, the pure technical efficiency value, the scale efficiency value, and the technology. The drop ratio, using Malmquist productivity comparison analysis (group and common boundary) dynamic efficiency research, and DEA-Tobit regression method, studies the factors affecting the banking efficiency in Taiwan district. By the above empirical analysis, we find out the source of inefficiency and the way to improve it, and put forward that the gold controlled bank and the independent commercial bank improve their operating efficiency. Business strategy analysis.
This paper studies the industrial characteristics of the banking industry in Taiwan District, analyzes the financial reform in the first stage, the second stage of financial reform, the financial holding bank and the Taiwan regional banking industry, analyses the financial legal reform process in Taiwan and its related effects, analyzes the problems of the financial supervision in Taiwan, and analyzes the development of the banking industry in the Taiwan area. And challenges, and analyze the qualitative analysis of enhancing the competitiveness of Taiwan's banking industry, fully understand Taiwan's banking industry and how to improve its efficiency and competitiveness.
The results of this paper are as follows:
(1) the subprime mortgage crisis has a great impact on the productivity changes of the gold control sub banks. It shows that the gold control banks are greatly affected by the financial crisis, and the use of production factor resources is less efficient, mainly from the decline of the average technological change and the change of scale efficiency all affected by the financial crisis.
(2) after the crisis, the productivity changes of independent commercial banks are superior to those of gold control sub banks, showing that the small and beautiful banks with their unique operating strategies and core competitiveness are less affected by the subprime crisis.
(3) the gold control sub bank is greatly affected by the subprime crisis, the reason is that the gold control sub bank, which is the main body of life insurance, has bought the derivative financial goods issued by the investment bank.
(4) in terms of scale efficiency value, gold control sub banks are superior to independent commercial banks before and after the financial crisis. 66% of the Taiwan regional banking industry is in a state of increasing returns to scale, showing that the banking industry is generally too small in scale and has not reached the scale of economies of scale.
Countermeasures and strategies:
The strategy of improving the operation efficiency of Jin control sub bank is to adopt M & a strategy actively, to find the high quality enterprises and to merge the different attributes of customers, to give full play to the combined effect and to improve the economic and scale economic benefits of the category. Through the shortage of complementary resources in different industries, the overseas and Chinese mainland markets are actively distributed through the ECFA cross-strait finance. Industry exchanges, expand the market, and introduce new types of financial products, such as financial management, to provide a full range of financial services.
The independent commercial bank should carry out the strategy alliance or the combination of different industry, and create small and beautiful business strategy and value towards the unique competitive advantage. And it should be gradually loosed and open, and actively expand the overseas market.
The financial industry in Taiwan needs to improve the scale efficiency value, seize the share in the market, actively expand the innovation degree of the banking industry, improve the indirect financial quality and accelerate the direct financial development. Because of the subprime crisis, it should strengthen its risk management, strengthen the risk prevention and supervision of the Taiwan region, and strengthen the deposit insurance system financial safety net.
【學位授予單位】：南開大學
【學位級別】：博士
【學位授予年份】：2012
【分類號】：F832.7;F831.59

【參考文獻】

相關期刊論文 前6條

1 龐瑞芝;張艷;薛偉;;中國上市銀行經(jīng)營效率的影響因素——基于Tobit回歸模型的二階段分析[J];金融論壇;2007年10期

2 張向菁,金麒,蘇東水;我國商業(yè)銀行競爭力提升的系統(tǒng)研究[J];當代財經(jīng);2001年07期

3 殷雷;國有商業(yè)銀行組織結(jié)構的缺陷及其改進[J];金融研究;2002年07期

4 簡美玲;;基于供應鏈視角的企業(yè)邊界整合:類型劃分與臺灣產(chǎn)業(yè)案例[J];物流技術;2010年Z2期

5 方燕;白先華;;中國商業(yè)銀行經(jīng)營效率分析——三階段DEA之應用[J];中央財經(jīng)大學學報;2008年06期

6 簡美玲;;臺灣物流企業(yè)進入大陸市場模式研究[J];物流技術;2010年19期

相關重要報紙文章 前1條

1 殷雷;[N];金融時報;2002年

相關博士學位論文 前1條

1 高明;基于非參數(shù)方法的中國商業(yè)銀行效率研究[D];天津大學;2010年

相關碩士學位論文 前1條

1 馮玉蘭;我國商業(yè)銀行的經(jīng)營效率研究[D];河南大學;2010年

本文編號：2090322