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Finance 2021
越南商业银行效率研究——基于DEA模型和MALMQUIST指数的实证分析
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Abstract:
商业银行在越南金融体系及国家经济居非常重要的地位，因此商业银行运行效率是国家以及各家银行所关注的一个课题。本文借助数据包络分析法(DEA模型)的Malmquist指数对2010~2018年间越南25家商业银行的运行效率进行实证分析。结果显示，越南商业银行的综合技术效率平均值并未达到最优水平；同时，在动态角度分析下，全要素生产率呈现逐年下降的趋势，且近十年来全要素生产率平均值增长主要源于技术进步效率提高。
Commercial banks play a very important role in Vietnam’s financial system and national economy. Therefore, the operational efficiency of commercial banks is a topic attracting bank experts. By us-ing Malmquist index of the data envelopment analysis (DEA), the paper makes an empirical analy-sis on the operational efficiency of 25 major listed commercial banks in Vietnam from 2010 to 2018. It reveals that the total average technical efficiency of Vietnam’s commercial banks has not reached the optimal level. Under the dynamic analysis, the total factor productivity has shown a downward trend year by year, and the increase of the average value of total factor productivity in the past ten years is the most due to the increase of the efficiency of technological progress.
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