Integrated Dynamic SBM and Grey Theory to Assess Bank Performance Evaluation Cross Over Time in a Case of Vietnamese

• Main Authors: Nguyen Tuan Minh, 阮俊明
• Other Authors: CHIA-NAN WANG
• Format: Others
• Language: en_US
• Published: 2016
• Online Access: http://ndltd.ncl.edu.tw/handle/06063459421500473735

碩士 === 國立高雄應用科技大學 === 電子工程系碩士班 === 104 === Nowadays, Data Envelopment Analysis (DEA) has been popularly applied in many studies relating to Vietnam banking industry but those studies have not addressed the non-performance loans(NPL) that affects long-term strategy of the banking system. Thus, the main purpose of this paper is to evaluate the efficiency of Vietnam banks using dynamic SBM model in DEA during four consecutive terms considering net interest income as a good link and NPL as a bad link. Dynamic SBM efficiency is compared with Window DEA to point out the superiority of the new method in the evaluation. The results show that Vietnam's banking system efficiency increased slowly from 2011 to 2012 but started decreasing up to the end of 2014. Besides, using forecasting model GM(1,1) to predict future efficiency in the next 4 years also predicts that the whole system performance would have a slight downward trend from 2015 to 2018. In addition, input-bad link excesses and output-good link shortfalls (slacks) are analyzed and further suggestions to the management are provided. This research will properly help investors, bankers, managers to have an effective management’s strategy, look out a entire review of Vietnam banking last 4 years, and set up long-term plans in the future.