[[alternative]]A Study of Applying Grey Control System in Bank Operations-Case of China Development Industrial Bank

碩士商業教育學系[[abstract]]金融體系的穩定與否往往影響著國家的經濟榮枯，其中銀行更是體系中的重要核心，除了扮演儲蓄與投資的仲介角色外，同時也擔負著穩定金融的重責大任。近年來，新銀行的大量設立已刺激銀行間的競爭，而在台灣加入WTO後，業者所面臨的挑戰更顯激烈，因此，如何強化銀行本身營運的競爭力便是一重要課題。 華中理工大學鄧聚龍教授於1982年提出「灰色系統理論」，主要應用於分析不確定系統，亦即系統處於信息不完全、行為模式不明確或運作機制不清楚的情況下，仍能對系統進行關聯分析、預測、決策及控制等分析。其中，灰色控制系統已廣泛應用於工程學上，績效亦受肯定。然而，在商學的應用卻仍為罕見。因此，本研究乃嘗試將灰色控制系統之理念應用於銀行營運研究上，藉以探討銀行營運系統的動態行為以及投入產出間的關聯性，甚至試圖為銀行建立一最適的營運系統。 本研究以中華開發工業銀行為例，首先針對該銀行進行整體營運狀態分析，包括了定性分析與定量分析，以了解銀行目前之營運狀態和投入產出間的動態關係。之後，透過灰色線性規劃找出了該銀行在成本有限下所能創造出的最大淨利狀態，並藉此找出營運系統之最適動態行為以建立最適之營運系統。最後，考慮銀行之營運系統須達穩定發展，試圖每年從銀行之淨利中抽取部份比例，當作銀行之再投資基金，將其再投資於銀行營運中，促使營運整體發展能達到穩定發展。在中華開發工業銀行的例子中，我們可找出該銀行之最佳再投資比例應為0. 335到0. 336的範圍。 關鍵字: 灰色控制系統、銀行營運[[abstract]]As we know, the financial system always affects the economic situation of the country. Banks are even the key role among the system. The working of banks will not only influence the growth of economy, but also the benefits of the people. After entering WTO, the competition between banks will be more heated. Therefore, how to improve the competitive ability of banks is an important issue. Grey control system theory is one of the methods to analyze the uncertainty system. Professor Deng Julong proposed it in 1982. So far, Grey control system has been widely applied in engineering. However, the applications of Grey control system in commercial science are rarely seen. Therefore, we try to apply it in bank operations that we concerned in this research. This research evaluates not only the dynamic behaviors of the operation system, but also the interrelationships between the inputs and outputs of bank operations. Furthermore, we try to establish an optimal operation system for the bank. Case of China Development Industrial Bank is addressed in this research to clearly illustrate the establishing process. First of all, an overall bank operation analysis is arranged, including the qualitative and quantitative analysis. Secondary, utilize grey linear programming to find the optimal dynamic behaviors of the bank. Finally, considering the stability of the overall operation system, find the percentage of reinvestment that relates the net income and reinvestment fund. That is to say, the bank can withdraw partial net income and then reinvest in the operation every year, and therefore, the bank will develop stably. In the case of China Development Industrial Bank, the percentage of reinvestment is the range of 0.335 to 0.336. That is, if CDIB withdraws 33.5 to 33.6 percents of net income as reinvestment fund and reinvest it in the operation, and then the overall operation system of CDIB will develop stably. Key words: grey control system, bank operation