碩士 / 健行科技大學 / 財務金融系碩士班 / 104 / The main purpose of this study is to investigate the performance of Taiwan''s domestic banks under the impact of globalization. We selects most representative 22 domestic banks of the financial holding company with time period between 2011 to 2015. The dependent variables related to suggested models are ROA, ROE and EPS which used to measure the performance of domestic banks while the independent variables include the proportion of non-interest income accounted for operating income, bank assets, the bank set up a few years, Taiwan''s economic growth rate, data patterns for the year data. We estabilish the logistic regression to predict and analyze the performance of the financial holding company and independent bank.
From logistic regression and CAMELS rating system, we find the performance of capital adequacy ratio, and net interest rate sensitivity gap ratio which show few significant difference between the financial holding company and individual banks. However, the asset quality, management ability, return on assets, return on equity, liquidity and interest rate sensitivity gap ratio and net terms, and non-financial holding which show the obvious difference between the financial holding company and individual banks. Further, sensitivity analysis of the optimal equilibrium solutions is also carried out to obtain several management insights. We hope that it can provide manager a useful criterion when making policies.
| Identifer | oai:union.ndltd.org:TW/104CYU05304010 |
| Date | January 2016 |
| Creators | Wei-cheng Chu, 朱韋成 |
| Contributors | 沈冠甫 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 38 |
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