| dc.description.abstract | This research is conducted to measure the efficiency of 23 Vietnamese commercial banks during the period from 2010 to 2014 by utilizing the nonparametric data envelopment approach (DEA), and to use bootstrap method which tests differences between mean (independent models that include different variables (see the table 3.3.2)). In this research, DEA method was utilized to examine how the technical efficiency depends on the selection of risk control variables comprising: loan loss provisions (LLP), equity (EQ) as good inputs and non-performing loans (NPL) as a bad output under Constant Returns to Scale (CRS) and input-oriented approach. The results indicate that efficiency is relative high, but it has significantly fluctuated since the period 2010-2014, because Vietnamese banking system was experiencing a volatile period with many difficulties and challenges while there was not enough professional strategy to solve the problem. Based on the bootstrap method, EQ is more appropriate than others if just one risk control variable is considered. In addition, the thesis report also claims that the inclusion of three risk control variable model is to be preferred to just including one, but that the inclusion of two risk control variable model is about as good as including all three. This study suggests that some clues for the managers how efficient or inefficient is when control risk factors are included, thus, be prepared for the upcoming obstacles. | en_US |
