The Cost Efficiency and Risk of Commercial Banks in Taiwan -- An Application of Heteroskedastic Stochastic Frontier Analysis

ASIA unversity > 亞洲學術期刊 > Asian Journal of Management and Humanity Sciences > v.1 n.3 > Item 310904400/2106

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题名:	The Cost Efficiency and Risk of Commercial Banks in Taiwan -- An Application of Heteroskedastic Stochastic Frontier Analysis
作者:	CHIA-YU TING;JIN-JOU DAI
贡献者:	Department of Finance, Chaoyang University of Technology
关键词:	stochastic cost frontier function;cost efficiencycost risk;heteroskedasticity. 隨機性成本邊界函數;成本效率;成本風險;異質變異.
日期:	2006-10
上传时间:	2009-10-13 07:22:52 (UTC+0)
出版者:	Asia University
摘要:	A stochastic cost frontier model allowing for heteroskedasticity was applied to a panel data set composed of the observations from thirty-five commercial banks during 1994-2004. The empirical results show that the ratio of small and medium business loans, total assets, number of ATMs, and overdue loan ratio had a negative effect on banks’ efficiency.The variables of operating profit margin, loans to deposits ratio, numbers of IC cards and equity ratio had a positive effect on banks’ efficiency. Moreover, those banks with higher degrees of financial leverages and overdue loan ratios would have a igher risk of costs while those banks with higher ratios of capital adequacy, net investments, and fees and commission revenues would have a lower risk of costs.
關聯:	Asian Journal of Management and Humanity Sciences 1(3):404-421
显示于类别:	[Asian Journal of Management and Humanity Sciences] v.1 n.3

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