台灣中小企業放款、信用保證與銀行動態效率關聯性之探討

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/44964

Title:	台灣中小企業放款、信用保證與銀行動態效率關聯性之探討 Study of the Relationship between SME Lending, Credit Guarantee and Dynamic Efficiency of Banks in Taiwan
Authors:	謝欣樺
Contributors:	財務金融學系
Keywords:	中小企業融資信用保證動態效率動態差額變數基礎模型 SME lending credit guarantee dynamic efficiency dynamic slacks-based measure
Date:	2019
Issue Date:	2019-08-29 10:44:28 (UTC+8)
Abstract:	有鑒於中小企業發展的重要性與其面對的融資問題，本研究以台灣銀行業30家之2006~2017年資料，利用Tone and Tsutsui (2010)的動態差額變數基礎模型(Dynamic Slacks-Based Measure, DSBM)估計銀行動態效率，之後進一步探討中小企業放款、信用保證及銀行相關特徵變數對銀行動態效率之影響。本研究結果分兩大部分。第一部分，以中小企業放款比例(SME)及信用保證比例(GUR)作為傳遞變數；當SME為傳遞變數及GUR為傳遞變數且視為可變動的(Free)時，公營銀行之動態效率皆優於民營銀行。第二部分，以逾期放款比(NPL)及資本適足率(CAR)視為傳遞變數，進行Tobin迴歸分析，結果顯示：首先，提高中小企業放款比例，有助於提升其動態效率。第二，當傳遞變數為逾期放款比(NPL)視為可變動(Free)時，信用保證比例增加，會降低銀行動態效率，反之，當傳遞變數為資本適足率(CAR)視為好的(Good)連結時，信用保證比例增加，有助於提升銀行動態效率。最後，在交互作用方面，若銀行對中小企業放款再搭配信用保證制度會對台灣銀行業之動態效率具有顯著正向的影響力。 The development and financing problems faced by small and medium-sized enter-prises (SME) are important issues. This study uses the data of 30 Taiwanese banking in-dustry from 2006 to 2017. The Dynamic Slacks-Based Measure (DSBM) method by Tone and Tsutsui (2010) is applied to estimate the dynamic efficiency of banks. Then the impact of SME lending, credit guarantees and bank-related characteristic variables on bank dynamic efficiency are explored in details. The results of this study consists of two parts. In the first part, when the SME lend-ing ratio and the credit guarantee ratio (GUR) are used as the carry-over that is free, the public banks has better dynamic efficiency than private banks. In the second part, the non-performing loans ratio (NPL) and the capital adequacy ratio (CAR) are regarded as the carry-over, employing DSBM to calculate the efficiency, then using Tobin regression analysis. The results show that: Firstly, increasing the ratio of SME lending improve their dynamic efficiency. Secondly, when the carry-over of non-performing loans ratio (NPL) is free, the credit guarantee ratio rises, and then the bank’s dynamic efficiency decreases; conversely when the carry-over is capital adequacy ratio (CAR) with good link, the ratio of credit guarantees increases, this can obviously help to improve the dynamic efficiency of banks. Finally, in terms of interaction, SME lending also matches the credit guarantee system, this will have a significant positive impact on the dynamic efficiency of Taiwan’s banking industry.
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