Using DEA and Worst Practice DEA methods in rating commercial banks in Vietnam in the period 2008-2012

  • HỒ ĐÌNH BẢO
  • NGUYỄN THANH TÙNG

Abstract

    The study was designed to apply DEA and worst practice DEA in evaluating credit r,isk of commercial banks in Vietnam in the period 2008-2012. The empirical results showed that (i) Commercial banks were operating at relatively high risk; (ii) During the period, small scale banks were aggressively willing to accept high risk to obtain rapid growth, while large scale banks tend to be risk averse.     
điểm /   đánh giá
Published
2017-11-20
Section
NGHIÊN CỨU - TRAO ĐỔI