Do non-performing loans impact bank efficiency?

被引：16
|
作者：
Quang Thanh Phung [1 ,2 ]
Huong Van Vu [3 ,4 ]
Huy Phuoc Tran [1 ]
机构：
[1] Natl Econ Univ, Sch Banking & Finance, Hanoi, Vietnam
[2] Vienna Univ Econ & Business, Dept Econ, Vienna, Austria
[3] Thang Long Univ, Thang Long Inst Math & Appl Sci, Hanoi, Vietnam
[4] VNU Univ Econ & Business, Ctr Socioecon Anal & Databases, Hanoi, Vietnam
来源：
FINANCE RESEARCH LETTERS | 2022年 / 46卷
关键词：
Bank efficiency; Non-performing loans; Bank capitalisation; Multi-bank holding companies; Fuzzy multi-objective two-stage data envelopment analysis; RISK; DIVERSIFICATION; BEHAVIOR; MARKETS; FIRM;
D O I：
10.1016/j.frl.2021.102393
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This paper examines the impact of non-performing loans on bank efficiency and the mitigating effect of bank capitalisation. By employing U.S. commercial banks data from 1994 to 2018, we adopt an advance Data Envelopment Analysis (DEA) method to estimate bank efficiency and find a negative relationship between non-performing loans and bank efficiency. Banks holding a stronger capitalisation or belonging to the banking group could reduce the impact of non-performing loans on bank efficiency. It is suggested that the banking business group could help banks to increase efficiency via its internal capital market.
引用
收藏
页数：8
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