Evaluating the Performance of China banks -- DEA Model and Malmquist Productivity Index

• Main Authors: YEH,JEN HAO, 葉人豪
• Other Authors: 林鳳儀
• Format: Others
• Language: zh-TW
• Published: 2017
• Online Access: http://ndltd.ncl.edu.tw/handle/dyu886

碩士 === 國立臺北科技大學 === 管理學院EMBA大上海班 === 105 === In recent years, financial innovations were widely adopted by most countries to promote financial liberalization and internationalization. Therefore, banks under a strong competition and a decreasing profit endure more risk than ever. To supervise banking risk, governments have a regulation of banking capital control to minimize capital-adequacy ratio based on “Basle Capital Accord”, which was established by the Bank of International Settlements in 1988. This study aims to explore if operational performance of domestic banks in China is significantly improved after the implementation of BaselⅢ. BaselⅢ has been practiced since 2011. The period of research is divided into 2 phases by 2011: before (2008~2011) and after (2012~2015) implementation of BaselⅢ. This study has adopted data envelopment analysis (DEA) to measure the operational efficiency and the change of efficiency by Malmquist Productivity Index for seventeen banks both individuals and as a whole. Through efficiency analysis, we tried to explore performance among samples before and after the implementation of BaselⅢ.The results show that the efficiency of bank’s operations in China is significant in overdue loans, core capital, nonperforming loan ratio, provision coverage rate, net return rate and return on assets. Basically, The analysis of the information, generally on China banking vendors in future operating efficiency enhancement of policy formulation and the reference of Government policy formulation.