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中文論文名稱 多角化策略在規模差異下對獲利績效之影響 - 以本國銀行業為例
英文論文名稱 The effects of diversification strategy on financial performance under the bank scale difference-taking Taiwan's banking industry as an example
校院名稱 淡江大學
系所名稱(中) 財務金融學系碩士在職專班
系所名稱(英) Department of Banking and Finance
學年度 96
學期 1
出版年 97
研究生中文姓名 宋兆達
研究生英文姓名 Chao-Ta Sung
學號 794490382
學位類別 碩士
語文別 中文
口試日期 2008-01-01
論文頁數 54頁
口試委員 指導教授-聶建中
指導教授-韋伯韜
委員-張倉耀
委員-盧陽正
委員-唐代彪
中文關鍵字 縱橫門檻效果模型  銀行獲利績效  銀行規模  多角化策略  國際化程度  存放比率  逾放比率 
英文關鍵字 Panel Threshold Model  diversification strategy  internationalization  financial performance  bank scale  deposit-loan ratio  overdue 
學科別分類
中文摘要 就我國金融市場而言,各銀行欲在日趨競爭的環境下生存,發展本身的經營策略與健全體質遂成為關鍵所在。本研究以本國41家銀行為實證研究對象,並擷取民國91至94年平均之橫斷面財務資料,以ROE(淨值報酬率)作為銀行獲利績效之代理變數,資產規模為門檻變數,採用縱橫門檻效果(Panel Threshold )迴歸模型來進行實證,檢定在不同資產規模下業務多角化程度對銀行獲利的影響是否存在著一上下不對稱之非線性門檻關係,研究結果歸納如下:
資產規模有門檻存在,共有二門檻 及 將資產規模區分為三階段,當資產規模取自然對數後若介於門檻值 與 間或大於門檻值 時,提高業務多角化程度反而會降低銀行獲利績效,若資產規模處於其他區間則業務多角化程度與銀行獲利率無顯著關係。國際化程度對銀行獲利率的影響為顯著負向關係,亦即國際化程度高低與ROE呈反向變動。另銀行的存放比率對獲利有顯著的正向影響,表示存放比率是影響銀行獲利績效之重要控制變數。而銀行的逾放比率與獲利績效則有同向變動關係。
英文摘要 Speaking of the financial market in Taiwan, it is becoming a key issue for each bank to develop its strategy of operation and the perfect physique in order to survive under the increasingly competitive environment.
This study takes advantage of Panel Threshold Model, advocated by Hansen (1999), to execute empirical test and hope to find the effects of diversification strategy on financial performance under the bank scale difference. The empirical results are as follows:
The empirical test proves the existing of threshold, total two thresholds distinguish the bank scale into three intervals. When the bank scale is situated between and or is bigger than , diversification strategy will have a negative influence to the bank profit, if the scale is in other sectors, there is no significant relationship between the two. There is a significant evidence to support that internationalization disadvantage bank financial achievement. Both deposit-loan ratio and overdue have a positive correlation associated with financial performance.
論文目次 章節目錄
謝辭 Ⅰ
中文摘要 Ⅱ
英文摘要 Ⅲ
章節目錄 Ⅳ
表目錄 Ⅵ
圖目錄 Ⅶ
第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究架構 4
第三節 研究流程 5
第二章 文獻探討 6
第一節 銀行多角化策略與獲利績效 6
第二節 銀行獲利性評估指標 9
第三節 銀行規模與獲利性 10
第四節 國際化程度與獲利績效 12
第三章 研究變數與資料來源 15
第一節 研究變數說明 15
第二節 研究範圍與資料來源 19
第四章 研究設計及方法 22
第一節 門檻迴歸概述 22
第二節 模型介紹 23
第三節 估計方法 25
第四節 檢定與推論 28
4.4.1 門檻效果檢定 28
4.4.2 門檻估計的漸近分配 29
第五節 多重門檻值之模型設定 31
4.5.1 估計 31
4.5.2 決定門檻點的數量 32
4.5.3 信賴區間的建立 33
第六節 實證模型 34
第五章 實證結果 36
第一節 結果分析 36
第二節 結果解釋 42
第六章 結論與未來研究方向 44
第一節 結論 44
第二節 未來研究方向及建議 46
參考文獻 47
中文部分 47
英文部分 49
表目錄
表2-1 銀行業國際化之動機 13
表3-1 選取本國銀行之樣本 19
表5-1 單一門檻參數值估計 36
表5-2 雙重門檻參數值估計(一) 37
表5-3 雙重門檻參數值估計(二) 38
表5-4 三重門檻參數值估計 39
表5-5 門檻效果檢定 40
表5-6 各門檻模型下其他控制變數檢定 41
圖目錄
圖1-1 我國銀行主要收入比重變動表 3
圖1-2 研究流程圖 5
圖4-1 門檻測試流程圖 35
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