Survival Analysis of Banking Industry－Case of USA and Taiwan

• Main Authors: Pei-Yi Chou, 周佩怡
• Other Authors: Mei-Ling Chen
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/95350686631825985119

碩士 === 大葉大學 === 國際企業管理學系碩士班 === 98 === This study tries to discuss the Survival Analysis of banking industry in USA and Taiwan duration between the Financial Crisis. Our research time period from 2001 to 2008, defined 2001 to 2006 as before Financial Crisis, 2001 to 2008 as after Financial Crisis. Financial data draw by Bankscope and macro economic data from Datastream. We use the Principle Factor Analysis to analysis the data, and then use Cox regression to do the Survival Analysis in USA and Taiwan. In the result, the survival rate after 2006 were downward tendency, the survival rate of banking industry in Taiwan in 2008 has go up again, but USA went down fast. Before the Financial Crisis, no significant factors affect the survival of banking industry in Taiwan, but operation relation factor has significant effect after Financial Crisis. There are five significant factors affect banking industry in USA, including profitable relation, macro economic relation, loan relation, credit relation and operation relation factors. After Financial Crisis, there are four significant factors affect the banking industry in USA. It means the structure of banking industry in USA and Taiwan were changed after the Financial Crisis.