| dc.description.abstract | This thesis determines to evaluate the efficiency of Vietnamese commercial
banks using Data Envelopment Analysis (abbr. DEA). DEA is a non-parametric
method that estimate each decision making unit (DMU)’s relative efficiency score in
order to draw a boundary that matches all fully efficient firms (firms with efficiency
score equals to 1.000). In this research, DEAP (Data Envelopment Analysis Program)
Version 2.1 was used to examine the efficiency of 29 Vietnamese commercial banks
throughout 5 years, from 2008 to 2012, under variable returns to scale (VRS)
approach and output-oriented approach. The study took 6 variables into account,
which are: Customer Deposits, Operating Expenses, and Fixed Assets as inputs;
Customer Loans, Investment Securities, and Total Operating Income as outputs. The
distribution illustrated by histograms and boxplots showed that there was an overall
trend throughout the time period that emphasized the increasing of mean and median
value and the density around the mean and median. Annual average efficiency score
went from 0.871 in 2008 to 0.952 in 2012, and the standard deviation decreased from
0.1568 to 0.0887, respectively. The number of efficient banks also expanded from 13
in 2008 to 20 in 2012. Meanwhile, the year 2011’s result went against the overall
trend, because the Vietnam’s economy was in chaos then. Besides the yearly
efficiency scores, the DEAP also support banks with benchmarking by providing
peers summary. However, DEA method in general and DEAP in particular had some
shortcomings. Adjustments for further research are also suggested. | en_US |
