頁籤選單縮合
題名 | 本國銀行經營績效之實證研究:A Study of the Operation Performance in Taiwan Domestic Banks |
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作者 | 彭美玲; Peng, Mei-ling; |
期刊 | 商管科技季刊 |
出版日期 | 20050300 |
卷期 | 6:1 2005.03[民94.03] |
頁次 | 頁137-163 |
分類號 | 562.29 |
語文 | chi |
關鍵詞 | 金融預警制度; 階層式集群分析; 因素分析; 複變數區別分析; 無參數區別分析; Early warning system; Hierarchical cluster analysis; Factor analysis; Multivariate discriminate analysis; Nonparametric discriminate analysis; |
中文摘要 | 本研究以1998年至2002年國內43家銀行之公開財務資訊來建立金融預警模型。經實證結果發現:利用階層式集群分析將樣本區分為經營績效較好、次好與較差三類。透過因素分析萃取之財務變數,包含獲利能力、資本適足率、成長能力、流動能力、資產品質與市場風險性等指標。其中以獲利能力最重要,且三組樣本間在獲利能力有顯著差別外,其他指標則無顯著差異。中興銀行與高雄中小企銀之經營問題急待解決,而農民銀行、彰化銀行與大眾銀行雖一直列為第二類等級,但尚無改善跡象,應列入觀察名單,嚴加監控。預警模型中複變數區別分析與無參數區別分析結果相近,而無參數區別分析中常態顆粒法優於均等顆粒法。 |
英文摘要 | This article presents the Early Warning System by using the financial information among 43 domestic banks from 1998 to 2002. The implementation results based on hierarchical cluster analysis, the banks can be divided into three categories: best, better and inferior in operation performance. Factor analysis got the financial variables including Earnings, Capital Adequacy, Growth, Liquidity, Asset Quality and Market Risk. Earnings is the most important, and it is significant different among three categories. Chung Shing Bank and Kaohsiung Business Bank have urgent problems to be solved. Besides, the Farmers Bank of China、Chang Hwa Com. Bank and Ta Chong Bank must be under supervision. The result of discriminate analysis is similar between Multivariate and Nonparametric, and in the latter the Normal kernel method is better than Uniform. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。