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Student Number 944308002
Author Chuan-Chih Mao(毛傳志)
Author's Email Address dominicusmao@yahoo.com.tw
Statistics This thesis had been viewed 1875 times. Download 1879 times.
Department Executive Master of Finance Management
Year 2007
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title The Empirical Study of Banking Operation
Performance and Risk Evaluation in Taiwan
Date of Defense 2008-06-02
Page Count 60
Keyword
  • ea
  • risk indicator
  • stepwise logistic regression
  • Abstract The Empirical Study of Banking Operation Performance and Risk Evaluation in Taiwan
    Abstract
    This paper discussed the principles of banking management and the establishment of empirical model by selected relative financial variables objectively to evaluate the banking operation performance in Taiwan. Based on the probability of financial deterioration and econometric measurement, some financial indices were chosen to establish a financial warming system to test and verify the accuracy of banking operation to elaborate the function of bankruptcy beforehand and guide the inefficient banks in the right direction.
    Descriptive statistics and stepwise regression by logistic were used to analyze banking operation performance and risk evaluation in Taiwan. The empirical model was test significantly by likehood ratio testing the good of fit. As far as the accuracy of model, the percent concordant is 96.9% and Somers’D is 96.1%, the Gamma percent concordant also reach 98.3% to proof that this empirical model is excellent to forecast. Moreover, to test the validity of banking default, the samples were divided into two groups- normal banks and default banks and the difference of two groups was test significantly by Kolmogorov-Smirnov statistics 
    This study also found that if the banks with financial pressure probability over 4% were categorized as financial crisis banks. In addition, if the samples were separated as financial crisis and non-financial crisis banks to calculate the mean , median , minimum, maximum, and 95% confidence interval of 32 financial variables. The calculated data was supported usefully to the Financial Supervisory Commission in Taiwan to evaluate the banking operation performance and forecast the probability of bank default.
    Table of Content 中文摘要………………………………………………………………i
    英文摘要………………………………………………………………ii
    誌謝………………………………………………………………iii
    目錄………………………………………………………………iv
    圖目錄………………………………………………………………v
    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……………………………………………………2
     第三節研究限制……………………………………………………3
     第四節研究流程……………………………………………………4
    第二章相關文獻……………………………………………………5
    第三章研究設計……………………………………………………10
     第一節研究期間……………………………………………………10
     第二節研究方法……………………………………………………11
     第三節樣本資料選取………………………………………………15
     第四節研究變數分類與定義………………………………………15
     第五節研究方法……………………………………………………21
    第四章當前銀行業之違約機率及經營績效………………………26
     第一節研究樣本及財物變數分布情形……………………………26
     第二節邏輯斯迴歸分析結果………………………………………26
     第三節有財務壓力公司實際及預測違約情況模型準確效力之檢定32
    第五章模型之驗證與銀行現況對比………………………………36
     第一節模型之驗證:Kolmogorov-Smirnov檢定法………………36
     第二節銀行現況……………………………………………………38
     第三節近來實際發生財務危機之銀行之特性探討………………41
    第六章結論與建議…………………………………………………45
     第一節結論…………………………………………………………45
     第二節建議事項……………………………………………………51
    參考文獻………………………………………………………………52
    附錄一………………………………………………………………56
    Reference 一、英文部分
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    二、中文部分
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    ﹝4﹞卓翠月(1997),金融預警系統之應用--以信用合作社為例,大同工學院事業經營學系研究所,碩士論文。
    ﹝5﹞周百隆(2001),農會信用部經營危機之研究—危機預警模型與馬可夫吸收鏈鎖之應用,國立台灣大學農業經濟研究所,博士論文。
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    ﹝7﹞周麗貞(1989),以財務比率建立銀行經營績效評鑑模式之研究,淡江大學管理科學研究所,碩士論文。
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    ﹝10﹞施孟隆(1998),農會信用部經營危機預警模式之研究,國立中興大學農業經濟研究所,博士論文。
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    ﹝12﹞胡心慈(2006),建立金融集團預警系統之研究,國立政治大學經濟研究所,碩士論文。
    ﹝13﹞張琇惠(1996),金融預警系統之探討,中原大學企業管理研究所,碩士論文。
    ﹝14﹞許英裕(1998),我國銀行預警系統之建立,國立暨南國際大學經濟學系研究所,碩士論文。
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    ﹝17﹞陳衍宏(2001),臺灣上市上櫃銀行績效之研究,國立中正大學企業管理研究所,碩士論文。
    ﹝18﹞陳瑞行(1985),台灣金融預警模型之實證研究--因素分析法之應用,淡江大學管理科學研究所,碩士論文。
    ﹝19﹞陳錦村(1996),銀行授信客戶之甄選︰層級分析法的應用與比較,臺大管理論叢,第7卷第2期,第1至第28頁。
    ﹝20﹞潘玉葉(1990),台灣股票上市公司財務危機預警分析,淡江大學管理科學研究所,博士論文。
    ﹝21﹞蔡碩倉(1999),農會信用部經營危機預警模式之研究,國立中興大學農業經濟研究所,博士論文。
    ﹝22﹞薛秀正(1996),臺灣地區公民營銀行經營績效比較之研究,國立中正大學,企業管理學系研究所碩士論文。
    ﹝23﹞簡秀瑜(1993),金融機構的財務預警模式--區別分析、Logit、Cox 比例風險模式之實證研究,國立中央大學財務管理研究所,碩士論文。
    ﹝24﹞魏國慈(1986),商業銀行經營績效之分析--台灣的實證,淡江大學管理科學研究所,碩士論文。
    ﹝25﹞蘇一平(1989),台灣問題銀行的測定--離位者分析之應用,淡江大學管理科學研究所,碩士論文。
    ﹝26﹞顧石望(1997),金融預警制度之研究—以本國一般銀行為例,國立政治大學企業管理學系碩士班,碩士論文。
    Advisor
  • Jing-Tswin Chang(陳錦村)
  • Files
  • 944308002.pdf
  • approve immediately
    Date of Submission 2008-06-25

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