金融監理與銀行風險對效率之影響 – 以非洲地區銀行為例

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Title:	金融監理與銀行風險對效率之影響 – 以非洲地區銀行為例 The Impact of Financial Supervision and Bank Risk on Efficiency – Evidences from Some African Countries
Authors:	王若芯
Contributors:	財務金融學系
Keywords:	金融監理風險銀行效率 financial supervision risk bank efficiency
Date:	2018
Issue Date:	2018-08-07 11:52:12 (UTC+8)
Abstract:	全球金融海嘯後金融監理與銀行風險等議題日益受到重視。各國金融改革紛紛加強相關法制規範、強化金融監理及實施Basel III 新規範等，希冀強化銀行風險，健全其穩定性。由於先前的研究主要為全球性的探討或是集中於歐洲地區，也只針對金融監理部分，較少同時探討金融監理與風險對銀行效率之影響。本研究以非洲地區的銀行326家、2292個樣本為研究對象，研究期間為2003年至2015年。實證結果發現，非洲銀行從事風險程度較高的業務，有助於提升其成本效率。在監理措施方面，當加強監理權力會使得銀行效率下降；強化市場紀律與私部門監督，有助於提升銀行的技術效率。而強化銀行的業務限制時，可提升其成本效率。存款保險方面，存款保險機制會降低銀行之技術及規模效率，而提升成本效率。在交互作用方面，在風險程度越高的情況下，若同時加強資本要求，可以明顯提升技術效率及規模效率；政府強化監理權力，有助於提升銀行之成本效率。當銀行收入越多元化，則能有助於提升規模效率及成本效率；而資本適足率愈高，銀行效率都能顯著地提升。 After the global financial crisis, issues such as financial supervision and bank risks have drawn increasing attention. Financial reforms of various countries have strengthened relevant laws and regulations, intensified financial supervision and im-plemented Basel III norms, etc., hoping to strengthen bank risks and improve its sta-bility. Since previous studies mainly focused on the global situations, European region or only financial supervision, but very limited research explored the impact of finan-cial supervision and risks on bank efficiency at the same time. This study is intended to target banks in Africa, with the study period from 2003 to 2015. The empirical results showed that African banks are engaged in high-risk businesses and, and therefore increased their cost efficiency. With regard to supervi-sion measures, the efficiency of the banks declined when the supervision power in-creased. The strengthening of market discipline and private monitoring helped im-proving the banks' technical efficiency. The increase in the banks' business restrictions enhanced its cost efficiency. As for deposit insurance, the deposit insurance mecha-nism reduced the technical and scale efficiency of banks but increase cost efficiency. In terms of interaction, technical efficiency and scale efficiency improved sig-nificantly when the degree of risk and capital requirements were strengthened at the same time. When the government increased supervision power, the cost efficiency of banks improved. When the banks' income was more diversified, the scale efficiency and cost efficiency increased; and higher capital adequacy ratio significantly improved bank efficiency.
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