The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA
碩士 === 東吳大學 === EMBA高階經營碩士在職專班 === 102 === This research uses Hybrid DEA model to study financial derivatives revenue and investment’s operational efficiency of commercial banks, using a sample of 30 commercial banks in Taiwan during 2008 to 2012. This research uses Hybrid DEA model to estimate the...
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ndltd-TW-102SCU014570052019-05-15T21:22:53Z http://ndltd.ncl.edu.tw/handle/2qm38s The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA 銀行經營績效與衍生性商品收益之探討- Hybrid DEA模型 Chi-kuang Pei 裴啟光 碩士 東吳大學 EMBA高階經營碩士在職專班 102 This research uses Hybrid DEA model to study financial derivatives revenue and investment’s operational efficiency of commercial banks, using a sample of 30 commercial banks in Taiwan during 2008 to 2012. This research uses Hybrid DEA model to estimate the operational efficiency of commercial banks, using a sample of 30 commercial banks in Taiwan during 2008 to 2012. This pair selects the deposit amounts, employee numbers and fix asset as input variables,lending incomes, derivatives gains and investment amounts as output variables. The result suggests that (1) financial derivatives revenue and the total investment amount will affect bank’s operational efficiency rate. (2) There are over 50% banks have inefficient operation during 2008 to 2012. (3) Most of the inefficiency sources are non-radial output. Yung-ho Chiu Ming-chung Chang 邱永和 張民忠 2014 學位論文 ; thesis 117 zh-TW |
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碩士 === 東吳大學 === EMBA高階經營碩士在職專班 === 102 === This research uses Hybrid DEA model to study financial derivatives revenue and investment’s operational efficiency of commercial banks, using a sample of 30 commercial banks in Taiwan during 2008 to 2012. This research uses Hybrid DEA model to estimate the operational efficiency of commercial banks, using a sample of 30 commercial banks in Taiwan during 2008 to 2012. This pair selects the deposit amounts, employee numbers and fix asset as input variables,lending incomes, derivatives gains and investment amounts as output variables.
The result suggests that (1) financial derivatives revenue and the total investment amount will affect bank’s operational efficiency rate. (2) There are over 50% banks have inefficient operation during 2008 to 2012. (3) Most of the inefficiency sources are non-radial output.
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author2 |
Yung-ho Chiu |
author_facet |
Yung-ho Chiu Chi-kuang Pei 裴啟光 |
author |
Chi-kuang Pei 裴啟光 |
spellingShingle |
Chi-kuang Pei 裴啟光 The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
author_sort |
Chi-kuang Pei |
title |
The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
title_short |
The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
title_full |
The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
title_fullStr |
The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
title_full_unstemmed |
The Estimation of Financial Derivatives and Operational Efficiency of Taiwan’s Banks-hybrid DEA |
title_sort |
estimation of financial derivatives and operational efficiency of taiwan’s banks-hybrid dea |
publishDate |
2014 |
url |
http://ndltd.ncl.edu.tw/handle/2qm38s |
work_keys_str_mv |
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