本篇使用2004年到2005年的32家越南商業銀行資料為研究對象,以及選取利息費用,非利息費用作為投入變項;放款,存款,非利息收入作為產出項。首先本研究採用採用DEA方法之CCR,BCC模式來評估各銀行的技術效率(Technical Efficiency, TE),純粹技術效率(Pure Technical Efficiency, PTE),規模效率(Scale Efficiency, SE)以及規模報酬(Return To Scale,RTS),可檢視銀行經營績效不彰之原因以及提供給管理者改善效率之具體建議。 接下來本研究使用Malmquist 模式來探討各銀行的效率値在兩期間之變動。 除此之外,對於越南銀行的資產額有很大的差距,本研究試圖把樣本分成兩群體,採用SYS模式來做探討。 為了確認SYS模式使用的樣本群體是有顯著的差異,本研究使用無母數檢定分析法以及Bilateral 模式來做探討。結果顯示兩群體的樣本在2004確實有顯著的差異,而在2005年對於SYS模式沒有顯著的差異,但是對Bilateral 模式兩群體的效率分配卻有顯著的差異。 本研究發現經營最有效率的銀行為ACB, VIB, EAST ASIA BANK, MILITARY BANK, SEABANK, HABUBANK, MARITIME BANK, AN BINH BANK等7家銀行。透過使用不同的模式來做探討,本研究的結果可提供給管理者及一般民眾一個客觀的觀點以及實際的建議。
This paper applies Data Envelopment Analysis (DEA) approach - CCR and BCC model to examine the efficiency in operating performance of 32 Vietnam commercial banks over the period 2004 to 2005. Firstly, we is going to explore the technical efficiency and pure technical efficiency, scale efficiency and return to scale of the Vietnam commercial banks in order to understand the origin of the low efficiency and the way of improvement. Secondly, we apply Malmquist Productivity Index to evaluate the efficiency change of a DMU between two time periods. More importantly, this study applies the DEA-SYS model and compares the efficiency between the two groups: larger banks and very small ones, based on the term of asset. Through Rank-sum-test and Bilateral model we found out that at the significance level the two groups have the different distribution of efficiency score, but in 2005 the result of SYS model did not. Lastly, our findings can provides with regulators and common investors some impersonal opinions and practical suggestions.