An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018
This paper analyses cost efficiency and loan loss provisioning behaviours in 37 Vietnamese commercial banks covering the period from 2011 to 2018. Based on the Battese and Coelli (1995) model with the stochastic frontier approach, this study finds that commercial banks in Vietnam have high cost effi...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/58045/ |
| _version_ | 1848799518118641664 |
|---|---|
| author | Luu, Thuy Linh |
| author_facet | Luu, Thuy Linh |
| author_sort | Luu, Thuy Linh |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This paper analyses cost efficiency and loan loss provisioning behaviours in 37 Vietnamese commercial banks covering the period from 2011 to 2018. Based on the Battese and Coelli (1995) model with the stochastic frontier approach, this study finds that commercial banks in Vietnam have high cost efficiency. In addition, we use dynamic system GMM to test the business cycle, income smoothing, capital management theories, and influence of cost efficiency on loan loss provisioning behaviours. Our results support income smoothing and relationship with bank efficiency, however, we find no evidence for business cycle and capital management. |
| first_indexed | 2025-11-14T20:36:56Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-58045 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:36:56Z |
| publishDate | 2019 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-580452022-12-02T14:51:58Z https://eprints.nottingham.ac.uk/58045/ An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 Luu, Thuy Linh This paper analyses cost efficiency and loan loss provisioning behaviours in 37 Vietnamese commercial banks covering the period from 2011 to 2018. Based on the Battese and Coelli (1995) model with the stochastic frontier approach, this study finds that commercial banks in Vietnam have high cost efficiency. In addition, we use dynamic system GMM to test the business cycle, income smoothing, capital management theories, and influence of cost efficiency on loan loss provisioning behaviours. Our results support income smoothing and relationship with bank efficiency, however, we find no evidence for business cycle and capital management. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58045/1/Thuy%20Linh%20Luu%20%27s%20Dissertation.pdf Luu, Thuy Linh (2019) An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018. [Dissertation (University of Nottingham only)] |
| spellingShingle | Luu, Thuy Linh An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title | An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title_full | An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title_fullStr | An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title_full_unstemmed | An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title_short | An analysis of Cost efficiency and Loan loss provisioning behaviours in Vietnamese commercial banks from 2011 to 2018 |
| title_sort | analysis of cost efficiency and loan loss provisioning behaviours in vietnamese commercial banks from 2011 to 2018 |
| url | https://eprints.nottingham.ac.uk/58045/ |