研究生: |
黃名翔 DANH TUNG HOANG |
---|---|
論文名稱: |
Efficiency of Commercial Banks in Vietnam Efficiency of Commercial Banks in Vietnam |
指導教授: |
徐中琦
Jonchi Shyu |
口試委員: |
劉邦典
Pang-Tien Lieu 郭啟賢 Chii-Shyan Kuo |
學位類別: |
碩士 Master |
系所名稱: |
管理學院 - 企業管理系 Department of Business Administration |
論文出版年: | 2018 |
畢業學年度: | 106 |
語文別: | 英文 |
論文頁數: | 44 |
中文關鍵詞: | bank efficiency 、data envelopment analysis 、commercial banks in Vietnam 、tobit regression |
外文關鍵詞: | bank efficiency, data envelopment analysis, commercial banks in Vietnam, tobit regression |
相關次數: | 點閱:295 下載:0 |
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This thesis aim to analyses the general level and main determinants of commercial bank efficiency in Vietnam during 2014–2017 (12 quarters). The data envelopment analysis (DEA) methodology is applied to obtain efficiency estimates and then a Tobit regression is run to find its main determinants. The DEA results indicate that the system of Vietnamese commercial banks experienced a decline in the efficiency during the period of study. Average efficiencies score for this period of 73%, 88.6% and 81.8% for Technical Efficiency (TE), Pure Technical Efficiency (PTE) and Scale Efficiency (SE), respectively. Furthermore, total assets and deposits on total liabilities have a negative influence on banks efficiency, but equity on total assets and state ownership influence banks efficiency positively.
This thesis aim to analyses the general level and main determinants of commercial bank efficiency in Vietnam during 2014–2017 (12 quarters). The data envelopment analysis (DEA) methodology is applied to obtain efficiency estimates and then a Tobit regression is run to find its main determinants. The DEA results indicate that the system of Vietnamese commercial banks experienced a decline in the efficiency during the period of study. Average efficiencies score for this period of 73%, 88.6% and 81.8% for Technical Efficiency (TE), Pure Technical Efficiency (PTE) and Scale Efficiency (SE), respectively. Furthermore, total assets and deposits on total liabilities have a negative influence on banks efficiency, but equity on total assets and state ownership influence banks efficiency positively.
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