| Summary: | 碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 100 === There are many restrictions on the asset structure of the banking sector in “The Banking Act of The Republic of China”. This study is trying to find the impact on banking financial performance of the asset structure and macroeconomic variables .The purpose of this study: (1) The differences from financial variables and asset structure variables in large and small size banks. (2) analyzing which asset structure variables and macroeconomic variables will affect Taiwan's banking financial returns.(3) analyzing which asset structure variables and macroeconomic variables will affect large and small size banking financial returns.
According to the financial indicators of Taiwan's banks provided by Taiwan Economic Journal Database (TEJ), and using a sample period from 2001 to 2010 of the quarterly data, there are 6 large banks and 6 small banks chosen, a total of 12 companies of the 10-year data, a total of 466 samples to do an empirical research, and also get the following conclusions:
(1)Most of the asset structure variables and scale variables are significant differences in large and small size banks.
(2) In asset structure variables, loan to market ratio, debt ratio, equity ratio and short-term loan to deposit ratio, and in macroeconomic variables, the Taiwan Stock Index, and Taiwan's commercial paper of the primary market interest rates( 91-180 days), will significant affect Taiwan's banking financial returns.
(3)To large banks, the debt ratio, equity ratio, the Taiwan Stock Index, and Taiwan's commercial paper of the primary market interest rates( 91-180 days),will significant affect their financial returns;to small banks, debt ratio ,short-term loan to deposit ratio, the Taiwan Stock Index, and Taiwan's commercial paper of the primary market interest rates( 91-180 days),will significant affect their financial returns.
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