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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Main Authors: Chi-kuang Pei, 裴啟光
Other Authors: Yung-ho Chiu
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/2qm38s
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spelling 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
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 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.
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
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