Constructing the efficiency scoring model for Vietnamese banking system
Abstract
This paper aims to identify the determinants influencing efficiency of
Vietnamese banking system. Information of 28 listed enterprises over the period of 5
years is processed and regressed to use for Panel data method. Indeed, the research
would conduct assumptions tests to define the optimal regression model among
Random effect model. Besides that, the dependent variable is derived from Data
Envelopment score (which is a very new method for evaluation) and independent
variables are financial ratios from CAMEL standard which reflect the performance of
commercial banks. The regression constructed can be used as scoring model for future
estimation.