本論文建立一個具有銀行廠商特性的放款業務管理模式，在銀行回歸零售業務的趨勢下，其評價的目標是台灣地區外商銀行的放款業務。本研究模型的主要概念是來自於Gunji and Yuan(2006)，並進一步運用Kishan and Opiela(2000)等三篇文獻中解釋之放款行為的論點，建構銀行對於其放款業務的管理模式。

    結果發現放款管理模式主要可以分為：資產管理模式、獲利管理模式以及流動性管理模式。屬於資產管理模式的台灣地區外商銀行有六家；在資產管理模式中，銀行的平均總資產與總放款數量呈現正相關。屬於獲利管理模式的台灣地區外商銀行有九家；在獲利管理模式中，銀行的淨利佔總資產比重與總放款數量呈現正相關。屬於流動性管理模式的台灣地區外商銀行有九家；在流動性管理模式中，銀行的流動性資產佔總資產比重與總放款數量在大規模銀行裡呈現正相關，在小規模銀行裡呈現負相關。

This paper attempts to consider the concepts of foreign banks in different asset scales, the monetary policy to lending channel’s influence, and use balance sheet’s activities to explain loan behavior of the return to retail banking. In addition, we also integrate these concepts to built the models, and use these models to differentiate loan management modes.

    Result show: There are three lending channel management modes of foreign bank in Taiwan. They are asset management mode, profitability mode and liquidity mode. There are six foreign banks in Taiwan which belong to asset management mode. The asset and the loan are positively related. There are nine foreign banks which belong to profitability mode. The profitability and the loan are positively related. Moreover, there are nine foreign banks belong to liquidity mode. The liquidity and the loan are positively related in large-scale banks; the liquidity and the loan are negatively related in small-scale banks.

目錄

中文摘要 II 
英文摘要 III
圖表目錄 VI 

第一章  緒 論 1

第一節  研究動機 1
第二節  研究目的 4
第三節  研究限制 7
第四節  研究架構與流程 8

第二章  文獻回顧 10

第一節  台灣地區外商銀行發展之相關文獻回顧 10
第二節  銀行回歸零售業務之相關文獻回顧 13
第三節  資產負債表與放款間關係之相關文獻回顧 15

第三章  研究方法 18

第一節  資料來源及處理 18
第二節  研究對象 19
第三節  變數選擇 20
第四節  理論模型 22

第四章  實證結果與分析 28

第一節  放款管理模式之基本統計量 28
第二節  模型的實證結果 43

第五章  結論與建議 51

參考文獻 54




















圖表目錄

表1-1 外商銀行發展表...............................................................................................5
圖1-1研究流程圖........................................................................................................9
表2-1台灣地區外商銀行發展之相關文獻回顧彙整表..........................................12
表2-2銀行回歸零售業務之相關文獻回顧彙整表..................................................15
表2-3資產負債表與放款間關係之相關文獻回顧彙整表......................................16
表3-1按資產規模大小排列之台灣地區外商銀行..................................................20
表4-1資產管理模式之基本統計量..........................................................................31
表4-2獲利管理模式之基本統計量..........................................................................35
表4-3流動性管理模式之基本統計量......................................................................40
表4-4資產管理模式之回歸結果..............................................................................44
表4-5獲利管理模式之回歸結果..............................................................................46
表4-6流動性管理模式之回歸結果..........................................................................48
表5-1各放款管理模式與所屬銀行表......................................................................51

參考文獻


一、中文部分：

1.李紀珠(2002) ，「台灣開放民營銀行設立之經驗與展望」，國家政策研究基金會。

2.李榮謙與林曉伶(2008)，「外商銀行擴大在國內版圖可能帶來的影響」，中央銀  行國際金融參考資料，第57輯。

3.林曉青(2005)，「銀行最佳存款與放款模型之研究」，銘傳大學管理研究所碩士論文。

4.康永欽(2001)，「認識在台外商銀行」，城邦文事業股份有限公司。

5.楊文敏(2005) ，「中國信託商業銀行服務品質之研究—顧客滿意度的觀點」，南華大學管理科學研究所碩士論文。


二、英文部分：


1.Becker, D. A., T. L. Campbell II, and M. B. Frye ( 2005) “Income Compensation for Bank Directors: The Impact of Deregulation,” Journal of Business, 78, 1753-1777.

2.Carter, D. A., and J. E. McNutly (2005) “Deregulation, Technological Change, and the Business-Lending Performance of Large and Small Banks,” Journal of Banking and Finance, 29, 1113-1130.

3.Clark, T., A. Dick, B. Hirtle, K. J. Stiroh, and R. Williams (2007) “The Role of Retail Banking in the U.S. Banking Industry: Risk, Return, and Industry Structure,” Economic Policy Review, Federal Reserve Bank of New York, 13, 39-56.

4.Cosimano, T., and B. Mcdonald (1998) “What’s Different among Banks?” Journal of Monetary Economics, 41, 57-70.

5.De Hass, R., and I. V. Lelyveld(2006) “Internal Capital Markets and Lending by Multinational Bank Subsidiaries,” DNB Working Paper, 101.

6.Gunji, H., and Y. Yuan(2006) “Bank Profitability and the Bank Lending Channel: Evidence from China” ICES Working Paper, 134.

7.Hirtle, B., and K. J. Stiroh (2007) “The Return to Retail and the Performance of US Bank,” Journal of Banking and Finance, 31, 1101-1133.

8.Hirtle, B. (2007) “The Impact of Network Size on Bank Branch Performance,” Journal of Banking and Finance, 31, 3782-3805.

9.Kakes, J., and J.E. Sturm(2002)”Monetary Policy and Bank Lending: Evidence from German Banking Groups,” Journal of Banking and Finance, 22, 2077-2092.

10.Kishan, R. P., and T. P. Opiela (2000) “Bank size, Bank Capital and the Bank Lending Channel,” Journal of Money, Credit and Banking, 32, 121-141.

11.Molyneux, Remolona and Seth (1998) “Modeling Foreign Bank Performance and Lending Behavior,” Financial Markets, Institutions and Instruments, 7, 26-41.               

12.Neal, R. S. (1996) “Credit Derivatives：New Financial Instruments for Controlling Credit Risk,” Economic Review, Federal Reserve Bank of Kansas City, 81, 
15-27

13.Orlow, D. K., L. J. Radecki, and J. Wenninger (1994) “Ongoing Restructuring of Retail Banking ,” Working Paper, Federal Reserve Bank of New York, no. 9634. 

14.Standard and Poor’s. (2004) “Retail Sector Anchors Large Complex Banks in U.S.,”  Standard and poor’s, October 4.

15.Wong K. P. (1997) “On the Determinants of Bank Interest Margins under Credit and Interest Rate Risk,” Journal of Banking and Finance, 21, 251-271.