The Operation Efficiency Analysis of Commercial Bank in East Asia--The Application of Three-Stage DEA with Metafrontier Model

• Main Authors: Fang-mei Tsai, 蔡芳梅
• Other Authors: Song-zan Chiou Wei
• Format: Others
• Language: zh-TW
• Published: 2008
• Online Access: http://ndltd.ncl.edu.tw/handle/21525344909665680699

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 96 === 　　This paper aims to evaluate the operation efficiency of banks in East Asia countries. In order to meet the characteristics we include various outputs, different business policy and specific production environments, in the three-stage DEA models. Be sides, we apply the concept of Metafrontiers method to comparce the regional differences in production technologe. The sample was divided into five subgroups as Taiwan, Hong Kong, Chinese, Japan and Korea. The study shows the operation efficiency will be underestimated if business policy variable and production environment variable are ignored. The basic operation efficiency model finds that Korea and Japan are the most efficient in operation. With the inclusion of environmental factors in three-stage model, the relative operational performance of banks in China and Hong Kong does improve, suggesting that business policy and environment variable is the cause of the efficiency factor. Compared to the Metafrontier estimaties, pooled frontier estimaties tend to underestimate efficiency scores for banks, and the group specific frontier is better in efficiency estimation.