| Summary: | 碩士 === 淡江大學 === 國際企業學系碩士班 === 99 === In recent years, the bank compared to other Asian countries, as Taiwan''s domestic banking markets are too scattered and the smaller financial system as a whole, result in significant impact on profitability. With 2008 to 2009 financial crisis spreading across the world, bring about a serious impact in the bank of the whole world.
First, we categorize 37 banks in to four categories, which are five banks, banks of financial holding companies, listed banks and non-listed banks. The dependent variable is return of equity, and other 13 independent variables are categorized five categories, which are assets quality, business growth, interest rate sensitivity, profitability and safety. This study adopts a Panel Data approach, and through the least squares (OLS, Least Squares) estimation precede to the general regression, lagged regression and dummy variable of financial crisis in Eviews measurement software. Furthermore, we discuss the directly effects between the key variances of financial and the ROE of 37 Taiwan’s domestic banks in the fourth quarter of 2005 to the third quarter of 2010. The results are as follows:
(1) The variance of profitability is the key factor which dominates the ROE of 37 general domestic banks. However, the dominative variances in five banks’ ROE are assets quality, business growth and profitability; the dominative variances in banks of holding companies’ ROE are assets quality and business growth; the variance of safety dominate the listed banks’ ROE; and the variance of profitability dominate the non-listed banks’ ROE.
(2) Through the lagged regression we find that there are most variances appear significant of ROE in one year, but few of variances have to lag eight quarter.
(3) During the financial crisis, in addition to assets quality and business growth variances, the impacts between the financial variances and ROE have no significant difference with the general regression analysis.
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