東亞地區商業銀行效率之實證分析

The Efficiency Analysis in East Asia Commercial Bank

本文旨在衡量2004~2007年臺灣、香港、中國、日本及南韓的220家商業銀行在技術效率與生產技術之差異，並揭露各地區銀行在資源運用及生產水準之差異，以提供東亞地區銀行相互學習之標竿；為了進一步考量各地區銀行在不同生產技術之差異，本研究摒除環境變數與銀行特性之影響，以合理評估五個地區商業銀行的技術差異。實證結果顯示，經濟快速發展的中國及金融業居領導地位的日本，分別在共同技術效率及技術缺口率有較佳的表現；民營銀行及新銀行在效率表現及技術缺口率，平均優於公營銀行及舊銀行；另一方面，未摒除環境變數與銀行特性之影響，效率值及技術缺口率均呈現低估現象，且各地區在效率值及技術缺口率之排序上，亦有明顯之差異。

The primary purpose of this paper is to measure the differences in technology and production efficiency among 220 commercial banks in Taiwan, Hong Kong, China, Japan, and South Korean during 2004-2007. This will enable us to explore the differences in resource operation and production level so as to establish a mutual learning benchmark for the East Asian regional banks. To further consider the differences in the production technology of different regions, this study eliminates the impact of environment variables and banking features and examines the differences in technology efficiency and production efficiency in these regions. The empirical findings show that both the Metatechnology efficiency and the technology gap ratio are significantly well-performed take place in China and Japan. In addition, the efficiency performance and technology gap ratio in the private and new banking sectors are significantly greater than those in the public and old banking sectors. However, if the effects of environmental variables and banking features are not eliminated, we find that both efficiency values and technology gap ratio may have been underestimated and the ranking of technology efficiency and the technology gap ratio are significantly different from region to region.