金融管制、監理與銀行效率關聯性之 探討－以亞洲開發中國 家與已開發國家為例

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题名:	金融管制、監理與銀行效率關聯性之探討－以亞洲開發中國家與已開發國家為例 A Study on the Relationship between Financial Regulation, Supervision and Efficiency of Banks An Example of Asian Developing and Developed Countries
作者:	吳精佳菈當 Dorj, Ulziijargalan
贡献者:	財務金融學系
关键词:	Bank Efficiency Regulation and Supervision Asian Banks DEA Tobin Regression
日期:	2014-12-19
上传时间:	2015-02-05 10:07:13 (UTC+8)
摘要:	銀行業是一個高度管制的行業。金融監管的目的是從涉及高風險業務，以保護存款限制銀行。顯然嚴格限制可能降低風險的百分比。但是對銀行活動過多的限制也可以降低銀行的利潤和效率。因此，金融監管的銀行業活動的影響，一直是一個有爭議的問題。最近，亞洲發展中國家，相較於發達國家，在金融自由化措施顯著的進步，以及在金融監管。因此，本文2006-2013期間調查的監管政策和商業銀行效率和亞洲國家的表現難熬的樣品各方面的關係。在分析中的第一階段，因此，我們通過使用測量的效率數據包絡分析（DEA）技術。此外，我們採用兩種不同的會計比率捕捉到的成本效益（成本收入比）和中介費用（淨息差）。我們的回歸分析框架包括托賓回歸和廣義線性模型。在第二個階段，我們設定的監管和監督，銀行相關的變量和控制變量等作為調查的效果差異，發展中國家和發達國家的銀行效率的解釋變量。 Banking is a highly regulated industry. The purpose of financial regulation and supervision is to limit banks from involving in high-risk business to protect the depositors. Obviously strict limitation may lower the percentage of risk. However too much limitation on banking activities can also reduces the profit and efficiency of banks. Therefore, the effects of financial supervision to banking activities have long been a controversial issue. Recently the developing countries in Asia, in comparison to developed countries, have a significant progress in financial liberalization measures, as well as in financial supervision. Therefore, this paper investigates the relationship between regulatory and supervisory policies and various aspects of commercial bank efficiency and performance witha sample of Asian countries during 2006-2013 period. In the first stage of the analysis, therefore, we measure efficiency by employing the Data Envelopment Analysis (DEA) technique. In addition, we employ two distinct accounting ratios to capture the cost effectiveness (cost-to-income ratio) and costs of intermediation (net interest margin). Our regression framework includes Tobin regressions and generalized linear models. In the second stage we set regulatory and supervision, bank related variables and control variables etc. as explanatory variables for investigating the differences of effects to banking efficiency of developing countries and developed countries.
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