효율적인 국내은행의 순위변화 분석에 관한 연구 : Super효율성 모형을 중심으로

Abstract

Since the financial crisis of money borrowing from the IMF, Korean banks should have efficient economy and management system to respond rapidly changing banking market and reinforce international competitive power through improved effectiveness. Therefore, this study first analyses efficiency of national banks using DEA model (CCR, BCC, scale effectiveness) and second, analyses rank change of efficient national banks using Super efficiency model to identify efficiency of national banks more specifically. And based on the results, it is to present useful data in preparing desirable political direction and efficient management strategy. This study consists of as follows: Chapter 1 is presented for preface ; Chapter 2 reviews national industrial banks theoretically; Chapter 3 speculates efficiency and theoretical approach of Super Efficiency Model; Chapter 4 measures CCR, BCC and scale efficiency of DEA Model and analyses rank change of efficient banks with a use of Super CCR model and Super BCC model. And Chapter 5 presents the abstract of this study and political suggestions and limitations. The positive analysis results of the study is summarized as follows: First, for efficiency of DEA model (CCR), Jeil Bank, Hanil Bank, Shinhan Bank, Hana Bank and Boram Bank were analysed as efficient before the money-borrowing from IMF, but since then, Foreign Exchange Bank, Shinhan Bank, Hanmi Bank and Hana Bank were considered as effective. For effectiveness analysed by the DEA (BCC), Choheung Bank, Commercial Bank, Jeil Bank, Hanil Bank, Foreign Exchange Bank, Shinhan Bank, Hana Bank, Boram Bank and Jeju Bank were considered as efficient before our financial crisis, but since then, Foreign Exchange Bank, Kookmin Bank, Shinhan Bank, Hanmi Bank, Hana Bank and Jeju Bank were considered as efficient. Second, the results of yearly analysis by Super Efficiency CCR model are as follows: Shinhan Bank was ranked first in 1995～1997, Boram Bank in 1998, Pyonghwa Bank in 1999～2000, Hana Bank in 2001, and Shinhan Bank in 2002～2004. The rank of efficient banks by Super BCC model is as follows: in 1995, Choheung Bank, Commercial Bank, Jeil Bank, Foreign Exchange Bank and Kookmin Bank were ranked Big; in 1996, Choheung Bank, Commercial Bank, Foreign Exchange Bank and Kookmin Bank were ranked Big; in 1997, Choheung Bank, Commercial Bank, and Foreign Exchange Bank were ranked Big; in 1998, Kookmin Bank and Housing Bank were ranked Big; and in 2000년～2004, Kookmin Bank was ranked Big.Third, the result of rank change analysis by the Super Effectiveness CCR model is as follows: Shinhan Bank was analysed as the most efficient bank during the entire analysis period. The results of rank change analysis by the Super Efficiency BCC model are as follows: The banks which had higher rank of efficiency since restructuring were Foreign Exchange Bank and Shinhan Bank. The one which had lower rank was Hana Bank and the ones which maintained their rank as they were Kookmin Bank and Jeju Bank. The political suggestions of this study are presented as follows: First, the results of efficiency analysis using the Super efficiency model are as follows : a management technique is needed that excessive input factors are decreased and scanty output factors are increased through analysis of input-output structure of banks that appear as referring groups of inefficient banks. Second, to maximize synergy effects in merging banks, insolvency after the merger should be minimized. And a focus should be given on introduction and preparation of advanced banking systems that can manage healthy assets and loans rather than external size. Third, as rank of efficient banks was analysed, decision-makers should prepare new political support plans that further can improve efficiency of efficient banks.