Bad debt and cost efficiency in Vietnamese commercial banks

The paper aims at exploring the relationship between bad debt and cost efficiency in Vietnamese commercial banks in the years 2007 – 2013. The research includes two stages: (i) Measuring the cost efficiency of banks by non-parameter Data Envelopment Analysis (DEA) method suggested by Coelli (2005)

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Tác giả chính:	Nguyen Thi Hong Vinh
Định dạng:	Journal Article
Thông tin xuất bản:	Trường Đại học Kinh tế Tp. Hồ Chí Minh 2017
Chủ đề:	Bad debts Cost efficiency Tobit Vietnamese commercial banks
Truy cập trực tuyến:	http://digital.lib.ueh.edu.vn/handle/UEH/55207 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=963c8419-022f-44f2-ac78-2b0bcb209023 http://doi.org/10.24311/jed/2015.22.1.01
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spelling	oai:localhost:UEH-552072019-11-22T07:35:48Z Bad debt and cost efficiency in Vietnamese commercial banks Nguyen Thi Hong Vinh Bad debts Cost efficiency Tobit Vietnamese commercial banks The paper aims at exploring the relationship between bad debt and cost efficiency in Vietnamese commercial banks in the years 2007 – 2013. The research includes two stages: (i) Measuring the cost efficiency of banks by non-parameter Data Envelopment Analysis (DEA) method suggested by Coelli (2005) 2017-09-14T11:02:12Z 2017-09-14T11:02:12Z 2015 Journal Article 1859 -1124 http://digital.lib.ueh.edu.vn/handle/UEH/55207 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=963c8419-022f-44f2-ac78-2b0bcb209023 http://doi.org/10.24311/jed/2015.22.1.01 Journal of Economic Development JED, Vol.22(1) Altunbas, Y.,Liu, M. H., Molyneux, P., & Seth, R. (2000). Efficiency and risk inJapanese banking. Journal of Banking andFinance, 24(10), 1605-1628. Berger, A. N.,& DeYoung, R. (1997). Problem loans and cost efficiency in commercialbanks. Journal of Banking and Finance,21, 849-870. Berger, A. N.,& Humphrey, D. B. (1992). Measurement and efficiency issues in commercialbanking. In Z. Griliches(Ed.), Output measurement in the services sectors(pp. 245-279). Chicago: University of Chicago Press. Coelli, J.T.,Rao, D.S.P., O’Donnell, C.J., & Battese, G.E. (2005). An introduction to efficiency and productivity analysis, New York:Spinger Science + Business Media, Inc. DeYoung, R.(1998). Management quality and X-efficiency in national banks. Journal of Financial Services Research, 13(1), 5-22. Fan, L., &Shaffer, S. (2004). Efficiency versus risk in large domestic US banks. Managerial Finance, 30(9), 1-19. Girardone, C.,Molyneux, P., & Gardener, E. P. (2004). Analysing the determinants of bankefficiency: The case of Italian banks. AppliedEconomics, 36(3), 215-227. Hughes, J. P.,& Mester, L. J. (1993). A quality and risk-adjusted cost function forbanks: Evidence on the ‘Too-big-to-fail’ doctrine. Journal of Productivity Analysis, 4, 293-315. Karim, M. Z.A. (2001). Comparative bank efficiency across select ASEAN countries. ASEAN Economic Bulletin, 18(3), 289-304. Karim, M. Z.A., Chan, S.G., & Hassan, S. (2010). Bank efficiency and non-performingloans: Evidence from Malaysia and Singapore. Prague Economic Papers, 2,118-132. Koutsomanoli-Fillipaki,A., & Mamatzakis, E. (2009). Performance and Merton-type default risk oflisted banks in the EU: A panel VAR approach. Journal of Banking and Finance,33(11),2050-2061. Nguyen, T.H.V.(2012). Measuring the technical effectiveness and Malmquist index of theVietnam commercial banks (in Vietnamese). BankingTechnology Review, 74, 16-23. Peristiani, S.(1996). Evaluating the post mergerX-efficiency and scale efficiency of U.S. banks (Working paper) New York:Federal Reserve Bank of New York. Rossi, S. P. S.,Schwaiger, M. S., & Winkler, G. (2009). How loan portfolio diversificationaffects risk, efficiency and capitalization: A managerial behavior model forAustrian banks. Journal of Banking andFinance, 33(12), 2218-2226. State Bank of Vietnam.(2014). Monetary-banking statistics(in Vietnamese). Retrieved March 31, 2014, from http://sbv.gov.vn/portal/faces/vi/vim/vipages_trangchu/tkttnh/hdhttctd/tlnx?_adf.ctrl-state=14f3bh0o7d_4&_afrLoop=6525861870900800. Staub, R. B.,da Silva e Souza, G., & Tabak, B. M. (2010). Evolution ofbank efficiency in Brazil: A DEA approach. EuropeanJournal of Operational Research, 202(1), 204-213. Tobin, J.(1958). Estimation of relationships for limited dependent variables. Econometrica, 26(1), 24-36. Tsai, D. H.,& Huang, F. W. (1999). Management quality and bank efficiency: Empiricalevidence for Taiwanese banks. ManagementReview, 18(3), 35-55. Wheelock, D. C., & Wilson, P. W. (1995).Explaining bank failures: Deposit insurance, regulation, and efficiency. Review of Economics and Statistics, 77, 689-700. none Portable Document Format (PDF) 125 140 Trường Đại học Kinh tế Tp. Hồ Chí Minh
institution	Đại học Kinh tế Thành phố Hồ Chí Minh
collection	DSpaceUEH
topic	Bad debts Cost efficiency Tobit Vietnamese commercial banks
spellingShingle	Bad debts Cost efficiency Tobit Vietnamese commercial banks Nguyen Thi Hong Vinh Bad debt and cost efficiency in Vietnamese commercial banks
description	The paper aims at exploring the relationship between bad debt and cost efficiency in Vietnamese commercial banks in the years 2007 – 2013. The research includes two stages: (i) Measuring the cost efficiency of banks by non-parameter Data Envelopment Analysis (DEA) method suggested by Coelli (2005)
format	Journal Article
author	Nguyen Thi Hong Vinh
author_facet	Nguyen Thi Hong Vinh
author_sort	Nguyen Thi Hong Vinh
title	Bad debt and cost efficiency in Vietnamese commercial banks
title_short	Bad debt and cost efficiency in Vietnamese commercial banks
title_full	Bad debt and cost efficiency in Vietnamese commercial banks
title_fullStr	Bad debt and cost efficiency in Vietnamese commercial banks
title_full_unstemmed	Bad debt and cost efficiency in Vietnamese commercial banks
title_sort	bad debt and cost efficiency in vietnamese commercial banks
publisher	Trường Đại học Kinh tế Tp. Hồ Chí Minh
publishDate	2017
url	http://digital.lib.ueh.edu.vn/handle/UEH/55207 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=963c8419-022f-44f2-ac78-2b0bcb209023 http://doi.org/10.24311/jed/2015.22.1.01
work_keys_str_mv	AT nguyenthihongvinh baddebtandcostefficiencyinvietnamesecommercialbanks
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Bad debt and cost efficiency in Vietnamese commercial banks

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