i

`
MỤC LỤC
 iii
 vi
-  vii
.  1
 1
1. 2
1.3.  3
 4
 5
 .         
 6
              
 6
u thc nghim v hiu qu ho gii 6
 12
2.2.1. Tng quan hiu qu hong ci 12
Vng ngun vn 13
 u qu hong c
mi 16
.  21
 21
 25
3.2.1. Gii thi 25
 s liu thu 25

 26
ii

`
DANH MỤC CÁC CHỮ VIẾT TẮT
Viết tắt
Viết đầy đủ tiếng Việt
Viết đầy đủ tiếng Anh
ABB


An Binh Commercial Joint Stock
Bank
ACB


Asia Commercial Bank
BIDV


Bank for Investment and
Development of Vietnam
EAB


Eastern Asia Commercial Bank
EIB


Vietnam Export Import
Commercial Joint Stock Bank
GPB


NAB


Nam A Commercial Joint Stock
Bank
iv

`
NVB


Navi Bank
OCB

Orient Commercial Bank
OCEAN

Ocean Bank
SBB

Southern Bank
SCB


Saigon Commercial Joint Stock
Bank
SHB
- 
Saigon Hanoi Bank
STB

Total factor productivity
AE

Allocative efficiency
CE

Cost efficiency
PE

Pure technical efficiency
SE

Scale efficiency
irs

Increasing returns to scale
v

`
drs

Decreasing returns to scale
cons

Constant returns to scale
ROE

Return on Equity ratio
ROA

vi

`
DANH MỤC CÁC BẢNG

  28
-  29
 -
 30
   31
  32
 
 39
  43
   52
  2010 58
  58
   59
1   2010) 61
2  2010) 61
  62



`
CHƯƠNG I
GIỚI THIỆU TỔNG QUAN VỀ CÔNG TRÌNH NGHIÊN CỨU

Tóm tắt:
 quan tr 
   
B 
  

. hai b
    Thair Al Shaher, Ohoud Kasawneh và Razan Salem (2011) 
Husni (2011)   
 
T.S Nguyễn Việt Hùng (2008)

 
  
 
 - 2010.
1.1. Lý do chọn đề tài:


 



               


3

`
   -   


 
 
TS.Nguyễn Việt Hùng (2008) 




             
2001-
trong 

1.3. Mục tiêu và phạm vi nghiên cứu:


-  

- 

 


cNHTM NHTM

2010.
















 



    














1.5. Nội dung nghiên cứu đề tài:
 :
.
              

 .




6

`
CHƯƠNG II
TỔNG QUAN CÁC NGHIÊN CỨU HIỆU QUẢ HOẠT ĐỘNG
CỦA CÁC NGÂN HÀNG THƯƠNG MẠI

2.1. Tổng quan các nghiên cứu thực nghiệm về hiệu quả hoạt động của ngân
hàng thương mại:
2.1.1. 
2.1.1.1.  
(Data Envelopment Analysis):
a. Mô hình phân tích DEA của Zaim (1995):



Với quan điểm ngân hàng là tổ chức tài chính trung gian, thực hiện huy động và

Đầu ra
 
 
 
 
 
 
 
 
 
 
 





c. Mô hình phân tích DEA của Dosnyah Yudistira (2003):


-2000.
Cũng với phương pháp tiếp cận trung gian, 
8

`
Đầu vào
Đầu ra
 
 
 



a. Nghiên cứu của Husni Ali Khrawish (2011):
Quan điểm nghiên cứu:

 
  
Pooled OLS, 

Mô hình nghiên cứu:
 
     
- Pooled OLS:
ROA= c + a
1
size + a
2
TL /TA + a
3
TE/TA +a
4
NIM+A
5
GDPGR + a
6
INF+ a
7
ERS + e-
ROE= c + a
1

 

Pooled -  

b. Nghiên cứu của Thair Al Shaher, Ohoud Kasawneh và Razan Salem (2011):
Quan điểm nghiên cứu:
 
, n

Mô hình nghiên cứu:
PCA  

  

 

 
 
 .
Ứng dụng mô hình nghiên cứu:
 
   
 
Như vậy,để đánh giá các nguyên nhân ảnh hưởng đến hiệu quả hoạt động ngân
hàng, các nhà nghiên cứu thường chia ra thành nhiều nhóm nhân tố bên trong và
11

`
bên ngoài. Việc đúc kết kinh nghiệm lựa chọn biến của các bài nghiên cứu trên giúp
đưa ra những gợi ý quan trọng trong việc lựa chọn các biến độc lập và phụ thuộc



  

  
 NHTM



 2010.
2.2. Khung lý thuyết nghiên cứu về hiệu quả hoạt động ngân hàng thương mại:
2.2.1.  :
2.2.1.1. 
Theo ECB (European Central Bank) (9/2010) 
ra l


Theo Adel Bino & Shorouq Tomar (2007) khi 


Trong cuốn “Từ điển Toán kinh tế, Thống kê, kinh tế lượng Anh – Việt”




 
13

`
- 

b. Nhóm chỉ tiêu đánh giá hiệu quả sử dụng vốn:
14

`
Vòng quay vốn:
 



 

Tỷ lệ dư nợ quá hạn trên tổng dư nợ:
 





Tỷ lệ tổng dư nợ trên nguồn vốn huy động:
 



   

Tỷ lệ nợ xấu(trong đó nợ xấu là những khoản nợ từ nhóm 3 đến nhóm 5):
 




 
:
*:
 




                


*:
 



               

16

`


* :
 




 



     
 


 


 

b. Môi trường pháp lý:









18

`




 
 