TAILIEUCHUNG - Bank risk, capitalisation and technical efficiency in the Vietnamese banking system

This study investigates the interrelationships among bank efficiency, capital, and risk in Vietnamese banking between 2007 and 2011 by using the three-stage least squares in a simultaneous equations framework. The efficiency scores of individual banks are obtained from the Data Envelopment Analysis with the use of financial ratios. The average efficiency level of Vietnamese banks is relatively low, suggesting that there is a room for Vietnamese banks to further improve their efficiency so as to achieve world best practice. The findings also show a negative relationship between bank risk and capital, suggesting that credit risk and financial leverage are reinforcing each other. Furthermore, our findings also indicate that an improvement in bank efficiency precedes an increase in risk. In addition, the results suggest that more efficient and lower risk banks are associated with higher capital levels. Finally, the findings show that more-diversified banks tend to be higher risk-taking and have greater performance. Therefore, our findings have important implications for bank prudential supervision and underline the importance of increasing the minimum charter capital requirement in the future to support financial stability objectives. | Bank risk, capitalisation and technical efficiency in the Vietnamese banking system

• Ngân hàng - Tín dụng
• Bank efficiency
• Capital ratios
• Bank risk
• DEA financial ratios
• Vietnamese banking system
• Factors affecting productive efficiency
• Factors affecting productive efficiency of Vietnam
• Vietnam joint stock commercial bank
• Productive efficiency of commercial bank
• Factors affecting productive efficiency of commercial banks
• Income diversification
• Bank efficiency in Vietnam
• Commercial bank
• Sumary of Doctoral thesis
• Sumary of Doctoral thesis in Economics
• Bank restructuring
• Bank efficiency the case
• Bank performance
• Bank efficiency correlates
• Random effects tobit regression
• The Nigerian experience
• Further analysis
• Meta frontier cost function
• Comparing bank efficiency
• Meta frontier approach
• Indonesian banks
• Non performing assets
• Asset quality bank efficiency
• NPA management in Indian SCBs
• Bank group wise exploratory study
• Efficiency of NPA management
• Listed banks
• Cost efficiency
• Data envelopment analysis
• Cost efficiency model
• China’s bank
• Doctor of philosophy in economics thesis summary
• The impact of liquidity risk on bank performance efficienc
• Empirical evidence from south east Asia countries
• Bank efficiency performance
• Analyze the impact of liquidity risk
• Vietnam mergers and acquisitions
• Effects of bank mergers
• Analysis of case studies in Vietnam
• Two stage data envelopment analysis
• Jordanian banks
• Bank specific variables
• Bad debt
• Vietnamese commercial banks
• Direct relationship
• Measuring the cost efficiency
• Bank cost efficiency
• Doctoral thesis in Economics
• Efficiency the case of Vietnam
• Banking performance
• Financial crisis
• Islamic banking
• Scale efficiency
• Mena Islamic banks
• Bank characteristics
• Evaluation and evolution
• Bank efficiency considering heterogeneity technology
• Empirical study from China
• Dagum Gini index
• Kernel density estimation methods
• Financial liberalisation
• Ownership type
• Business environment
• generalised difference in differences
• Summary of Phd dissertation
• Finance and Banking
• Nontraditional banking activities
• Listed commercial banking
• Efficiency sustainability
• Panel data model
• Dea super efficiency model of slack variable
• Multistage deferred effects
• Dynamic framework
• Technical efficiency
• Credit risk
• Monetary risk
• Systematic and unsystematic risks
• Gulf cooperation council countries
• Economic Efficiency
• Efficiency and Development
• Barriers
• Costs and Concerns
• Conclusions
• References And Resources
• Commercial banks
• Vietnam’s commercial banks
• Profit efficiency
• Bank competition
• Economic studies
• Financial crises
• DEAWindow Analysis
• Size adjusted efficiency measure
• Economic dragon
• Dynamic network slacks based measure
• Non convex metafrontier
• Super efficiency
• Feasible generalized least squares
• Selected banks in the United States
• SunTrust Bank and HSBC
• Relative efficiency of banks
• Non financial factors
• Directional distance function
• Semi parametric estimation
• Stochastic frontier models
• Vietnam’s and ASEAN banks