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Empirical Analysis on Efficiency of Vietnamese Commercial Banks
|關鍵字:||Commercial Bank;商業銀行;Performance;Efficiency;Data Envelopment Analysis (DEA);Malmquist Productivity Indexes (MPI);Vietnam;效率;績效;數據包絡分析 (DEA);麥氏生產力指數 (MPI);越南||出版社:||財務金融系所||引用:||Aigner, D., Lovell, C. & Schmidt, P. (1977), “Formulation and estimation of stochastic frontier production function models”, Journal of Econometrics, 6 (1), 21-37. Avkiran, N.K. (1999), An Application Reference for Data Envelopment Analysis in Branch Banking: Helping the Novice Researcher, International Journal of Bank Marketing, 17 (5), 206-220. Avkiran, N.K. (2002), “Productivity Analysis in the Service Sector with Data Envelopment Analysis”, Journal of Banking and Finance, 9 (2), 297-315. Berger, A. N. & Humphrey, D. B. (1997), “Efficiency of financial institutions: International survey and directions for future research”, European Journal of Operational Research, 98, 175-212. Banker, R. D., and A. Maindiratta. 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The trend of economic globalization and liberalization make big changes on the international economic environment. In recent years, financial institutions have experienced a dynamic, fast-paced, and competitive environment at a cross-border scale. After Vietnam formally became one of the 150th members of the WTO in 2007, Vietnamese commercial banks also face a fast paced, dynamic and competitive environment not only at domestic scale, but also at global scale. However, within such a competitive environment, bank institutions are forced to examine their performance because their survival in the dynamic economics of global will be dependent upon their productive efficiencies. This paper attempts to investigate the efficiency performance of 16 Commercial Banks in Vietnam before and after Vietnam join WTO by applying the non-parametric Data Envelopment analysis (DEA) method and Malmquist productivity indexes (MPI). The results show that the efficiency of Vietnamese commercial banks is significantly better in three efficiency indicators than before. Moreover, we divide two groups (A and B) of 16 Vietnamese commercial banks to analyze the affect of the WTO accession to the performance of Vietnamese commercial banks size by applying the DEA method. We find that larger banks are more likely to operate at higher levels in all of three efficiency indicators. Using the MPI to measure productivity changes, the result shows that the productivity of Vietnamese banks tended to decrease over the study period. On the other hand, we also find the total asset is an important financial factor which drives banks efficiency.
|Appears in Collections:||財務金融學系所|
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