臺灣博碩士論文加值系統

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.

CHAPTER 1: INTRODUCTION 1
1.1 RESEARCH BACKGROUND AND MOTIVATION 1
1.2 RESEARCH OBJECTIVES 4
1.3 SCOPE OF THIS RESEARCH 4
1.4 FLOWCHART OF RESEARCH 5
CHAPTER 2: LITERATURE REVIEW 6
2.1 EFFICIENCY OF BANKS 6
2.2 EFFICIENCY MEASUREMENT 10
2.3 DATA ENVELOPMENT ANALYSIS (DEA) 12
CHAPTER 3: METHODOLOGY 15
3.1 MEASURING THE EFFICIENCY 15
3.1.1 DATA ENVELOPMENT ANALYSIS (DEA) 15
3.1.2 SELECTION OF INPUTS AND OUTPUTS 20
3.2 DETERMINANTS OF EFFICIENCY 21
3.2.1 TOBIT REGRESSION 21
3.2.2 SPECIFICATION OF VARIABLES 22
3.3 RESEARCH SAMPLE 24
CHAPTER 4: EMPIRICAL RESULTS 27
4.1 OVERVIEW OF COMMERCIAL BANKS IN VIETNAM 27
4.2 EFFICIENCY OF COMMERCIAL BANKS IN VIETNAM 28
4.3 DETERMINANTS OF EFFICIENCY 36
CHAPTER 5: CONCLUSION AND RECOMMENDATIONS 38
5.1 MAIN FINDINGS OF THE STUDY 38
5.2 RECOMMENDATIONS 41
5.3 LIMITATIONS AND FURTHER RESEARCH 43

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