台湾的金控公司子银行经营绩效之评估与分析

0.74 0.48 0.53 1.00 0.38 0.33 0.64 0.64 0.65 0.34 0.43
1.00 0.47 0.55 0.68 0.39 0.34 0.46 0.70 0.96 0.33 0.39
R ( xi , x j ) =
1 n ∑ r (xi (k ), x j (k ) ) n k =1
7 01 02 03 04 05 06 07 08 09 10 11 0.14 0.43 0.36 0.00 0.66 0.81 0.23 0.23 0.22 0.79 0.55 0.00 0.45 0.33 0.19 0.64 0.78 0.47 0.17 0.02 0.81 0.63
(55)
Δ max = ∀ j ∈ i ∀ n x 0 (k ) − x j (k )
2003-2007
5 5
( X0) (X1) (X2) (X3) (X4) (X5) (X6) (X7) (X8) (X9) (X10) (X11)
46020657 39482064 26146674 29345140 46020657 15453690 8633459 35380222 35360897 36005774 9650949 20923853
3,313 2001
70
2007 2007 0.2 0.5 4 12 28.5
(45)
33.5
Grey System Theory
Grey Relational Analysis GRA
Efficiency 2001 劉 (2001) 2007 Szilagyi 1981
DEA DEA
(46)
DEA DEA
R 0,4) =0.84
R 0,6) =0.34
R 0,9) =0.81
R 0,10) =0.34 R 0,5) =0.38
11
2003
2007
1. 2. 2006
2007 001-028
DEA
(57) 044-062 3. 4. 5. 058-068 6. 079-095 7. 079-098 8. 9. 066 10. 11. 12. 13. 14. 15. 027-040 16. 17. 18. 19. 041-072 20. 21. 22. 劉 127-176 23. 24. 2003 爜 (2001) 2001 2006 2005 087-108 001-031 2000 2007 2003 066-081 2005 ISO-900 029-048 2005 093-126 2003 091-122 劉 2007 DEA CRM 2005 027-037 2003 025-038 -DEA Malmquist 2000 14 2004 1996 0492005 2004 1998 2005 2004 109-123
1982 White Grey Black
Relational Analysis 1998 2003
GRA GRA MCDM
2003 Multiple Criteria Decision Making
Spearman 0.928 2004 GRA MCDM IBM
IBM 2005 GRA MCDM
MCDM
4 2003 9,275,031 4,527,301 5,159,948 6,449,108 2,164,110 1,741,893 4,272,217 6,137,968 9,774,522 1,755,060 2,368,874
2003
2007 2005 10,544,403 5,902,750 7,275,261 9,722,969 3,879,998 2,537,395 6,322,162 7,571,002 10,062,760 2,247,590 3,332,286 2006 11,553,083 7,014,519 7,663,537 9,722,676 4,839,927 2,699,230 6,322,985 10,263,927 10,855,615 2,193,171 4,160,010 2007 12,341,254 7,877,441 8,785,274 9,321,258 5,821,256 2,783,953 6,399,079 13,922,017 12,066,464 1,921,687 7,006,868
(58)
1. Ana, C.,
Jean, D. (2003). A note on banking efficiency in Portugal, New vs. Old banks. Journal of Banking A non-parametric approach. Journal
Finanace, 27, pp. 2087-2098. 2. Anthony, N. R. (2006). Productivity growth in the Greek banking industry of Applied Economics, 9(1), pp. 119-138. 3. Bhattacharyya, A., C. A. K. Lovell, P. Sahay. (1997). The impact of liberalizationon the productive efficiency of Indian commercial banks, European Journal of Operational Research, 98, pp. 332-345. 4. Birgül, Ş. (2006). A study on efficiency and productivity of Turkish banks in Istanbul stock exchange using Malmquist DEA. Journal of American Academy of Business, Cambridge, pp. 145-155. 5. Cevdet, A. D., Mustafa, D., 6. Drake, L., 7. E. Nur, O. G., period Murat, T. (2007). Financial liberalization and banking efficiency evidence from Turkey. Journal of Productivity Analysis, 27, pp. 177-195. Maximilian, J. B. H. (2003). Efficiency in Japanese banking An empirical analysis. Journal of Arzu, T. (2006). Efficiency analysis of the Turkish banking sector in precrisis and crisis Foreign vs. domestic banks. Banking and Finance, 27, pp. 891-917. A DEA approach. Contemporary Economic Policy, 24(3), pp. 418-431.
Δ max = ∀ j ∈ i ∀ n x 0 (k ) − x j (k )
max
max
Δ 0i = x0 (k ) − x j (k )
ς
B.
ς ∈ [0,1]
r (xi (k ), x j (k ))
xi
Δ min + ςΔ max Δ ij (k ) + ςΔ max
r (xi (k ), x j (k )) =
k=1,2,3,…,n A.
r (xi (k ), x j (k ))
r (xi (k ), x j (k ))
x0
Δ min + ςΔ max Δ 0i (k ) + ςΔ max
r (xi (k ), x j (k )) =
min min
Δ min = ∀ j ∈ i ∀ n x 0 (k ) − x j (k )
1
0
(50)
n
n
R ( xi , x j ) =
1 n ∑ r (xi (k ), x j (k ) ) n k =1
R ( x 0 , xi ) xi ; x j
R ( x0 , x j )
xi
x0
xj
x0
15
2 2 2001/11/28 2001/11/28 2001/11/28 2001/11/28 2001/11/28 2001/11/28 2001/12/31 2001/12/31 2001/12/31 2001/12/31 2001/12/31 2001/12/31 2001/12/31 2002/02/08 2007/12/06 2001/12/19 2001/12/19 2001/12/28 2001/12/31 2002/05/17 2002/05/09 2002/01/28 2002/02/04 2002/02/18 2002/02/19 2002/02/04 2003/01/02 2002/02/05 2002/03/26 2008/01/01
10772606 10772606 5872486 7166501 8691400 3922023 2369682 5712636 8942685 10591640 2036402 3953418
6
(54)
6 X0 X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 1.00 0.86 0.57 0.64 1.00 0.34 0.19 0.77 0.77 0.78 0.21 0.45 1.00 1.00 0.55 0.67 0.81 0.36 0.22 0.53 0.83 0.98 0.19 0.37
GRA GRA
(47)
2006 GRA Personal Digital Assistant GRA GRA GRA GRA 2007 GRA GRA GRA 1 1 2003 2004 2005 2006 2007 GRA PDA
1982 White Grey Black
(48)
Relational Analysis 1998 2003
(51)
2007 13
11 2007 3 2003 30,053,711 14,145,080 21,600,873 35,710,566 11,057,534 6,369,442 28,326,550 20,387,216 34,259,101 8,252,304 9,133,405 2003 2007 2005 40,082,534 30,508,645 34,201,908 49,395,898 15,652,889 9,160,410 47,172,361 32,004,638 35,211,599 11,854,467 15,178,217 2006 46,523,604 38,956,185 31,731,497 52,413,979 17,583,138 9,785,891 36,748,739 49,075,601 36,440,037 10,056,750 32,082,136
1. 2.
2003 1. 0 xj 2. Xi,Xj Xi,Xj 1 1 i, j Xi
Xj
Xi,Xj
0
xi
Xi,Xj
Xj,Xi 3.
Xi,Xj
Xj,Xi 4.
| Xi
k
Xj
k
|
Xi k Xi,Xj
Xj k
(49)
m
x1 = ( x1 (1), x1 (2 ), x1 (3),⋅ ⋅ ⋅, x1 (k ) ⋅),
Δ min = ∀ j ∈ i ∀ n x 0 (k ) − x j (k )
max min 0 0.81
min min
max
max
2001
ς
0.5
r (xi (k ), x j (k )) =
Δ min + ςΔ max Δ ij (k ) + ςΔ max
8 8
(0,1) (0,2) (0,3) (0,4) (0,5) (0,6) (0,7) (0,8) (0,9) (0,10) (0,11)
20Baidu Nhomakorabea3
2004 29,243,292 13,061,832 29,425,450 38,815,786 14,048,775 7,317,312 34,333,303 20,875,630 32,611,442 9,886,483 10,194,024
2007 51,507,181 34,061,627 29,765,970 53,767,056 18,926,115 10,534,239 30,320,157 54,461,400 41,506,692 8,204,743 38,031,481
min min
Δ min = ∀ j ∈ i ∀ n x 0 (k ) − x j (k ) Δ max = ∀ j ∈ i ∀ n x 0 (k ) − x j (k )
max max
Δ 0i = x0 (k ) − x j (k )
ς
2003
ς ∈ [0,1]
Distinguished Coefficient 0.5
2004 10,149,259 4,040,419 6,948,483 8,240,988 2,904,826 2,085,938 5,246,736 6,818,512 10,198,840 2,064,501 2,899,052
(52)
TEJ
3-4
1-2
2003
2007
2
2003
2007
(53)
(43)
*
**
***
2001
2008
15
Grey System Theory
Grey Relational Analysis
GRA
1990 1990 1998
2001
*
** ***
(44)
World Trade Organization 2001
WTO
2000
2004
2002 32
1
1 2007
WTO 83 39 3400 2008 15
n
x 0 = ( x 0 (1), x 0 (2), x 0 (3),⋅ ⋅ ⋅, x 0 (k ) ⋅),
x 2 = ( x 2 (1), x 2 (2), x 2 (3),⋅ ⋅ ⋅, x 2 (k ) ⋅),
x m = ( x m (1), x m (2 ), x m (3),⋅ ⋅ ⋅, x m (k ) ⋅),
(56)
R R R R R R R R R R R
0,1) =0.87 0,2) =0.48 0,3) =0.54 0,4) =0.84 0,5) =0.38 0,6) =0.34 0,7) =0.55 0,8) =0.67 0,9) =0.81 0,10) =0.34 0,11) =0.41 R 0,1) =0.87