국내 금융기관의 생산성과 여신 건전성과의 관계 연구

초록

This study first measures the productivity of domestic banks using Malmquist ProductivityIndex(MPI) and then investigates the relationship between these productivity measures and thebanks' soundness. Regional banks, commercial banks and mutual savings banks show the highest productivity forintermediation model, operation model and LH model, respectively. Non-performing loan ratio hasa negative impact on productivity in intermediation model whereas BIS equity ratio has a positiveimpact. Non-performing loan ratio and allowance for bad debt ratio affect negatively to the productivityof mutual savings banks in intermediation model. In the operation model, BIS capital ratio relatesnegatively to the productivity of commercial banks. BIS capital ratio affects positively to theproductivity of mutual savings banks whereas non-performing loan ratio affects negatively to thatof special purpose banks in the LH model.This study finds that the banks' soundness affects their productivity and those effects varybased on applying models and each banks. This sheds light on the necessity for us to focus onthe characteristics of each banks and their financial soundness to enhance their productivity.

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