CAJ | 학술논문

本文采用DEA方法和Malmquist生产率变动指数法，分析了2004--2011年期间两岸银行业的技术效率、生产率及其决定因素。研究发现，大陆银行业的技术效率低于台湾地区，其中的主要原因是大陆银行业的纯技术效率较低。基于随机效应面板Tobit回归模型的分析发现，存贷比水平提高、经济金融发展水平提高、资金集聚有利于改善两岸银行业的表现。近年来，两岸银行业的生产率表现皆有所改善，但大陆表现好于台湾。基于系统GMM回归模型的分析发现，生产率变动有负持续性现象；两岸银行业资产规模与生产率的关系存在最适规模；东部地区的银行生产率改善比中、西部地区更有优势；银行业从业人员占比提高、银行业区域集聚及2008年国际金融危机，是近年来生产率下降的主要原因。
본문채용DEA방법화Malmquist생산솔변동지수법，분석료2004--2011년기간량안은행업적기술효솔、생산솔급기결정인소。연구발현，대륙은행업적기술효솔저우태만지구，기중적주요원인시대륙은행업적순기술효솔교저。기우수궤효응면판Tobit회귀모형적분석발현，존대비수평제고、경제금융발전수평제고、자금집취유리우개선량안은행업적표현。근년래，량안은행업적생산솔표현개유소개선，단대륙표현호우태만。기우계통GMM회귀모형적분석발현，생산솔변동유부지속성현상；량안은행업자산규모여생산솔적관계존재최괄규모；동부지구적은행생산솔개선비중、서부지구경유우세；은행업종업인원점비제고、은행업구역집취급2008년국제금융위궤，시근년래생산솔하강적주요원인。
This paper used the DEA and Malmquist approaches to compare the efficiency and productivity of cross-strait banking sector over 2004-2011. The research showed that the mainland banking sector had a lower technical efficiency than Taiwan. The main reason was that the pure technical efficiency of mainland banking sector was lower. Random-effects panel Tobit regression model results indicated that high loan-to-deposit ratio, econonfic and financial development, and funds pooling could be helpful for cross-strait banking performance. In recent years, the cross-strait banking productivity has been improved, and the mainland performed better than Taiwan. System GMM regression results indicated that productivity was significantly negative persistent. Productivity improvement of the east region banks was better than the central and western regions banks. The concentration of the banking sector experts, the banking regional agglomeration and the 2008 global financial crisis could explain the decline of productivity.