ICT as a Key Determinant of Efficiency: A Bootstrap-Censored Quantile Regression (BCQR) Analysis for Vietnamese Banks

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dc.citation.issue2
dc.citation.volume10
dc.contributor.authorLe TDQ
dc.contributor.authorNgo T
dc.contributor.authorHo TH
dc.contributor.authorNguyen DT
dc.contributor.editorBoubaker S
dc.date.accessioned2024-02-21T21:42:13Z
dc.date.accessioned2024-07-25T06:51:54Z
dc.date.available2022-06-16
dc.date.available2024-02-21T21:42:13Z
dc.date.available2024-07-25T06:51:54Z
dc.date.issued2022-06-16
dc.description.abstractThere is evidence that ICT developments can improve bank efficiency and performance. Previous studies often employ data envelopment analysis (DEA) to first examine bank performance and then use a second-stage regression to explain the influences of other environmental factors, including ICT, on such efficiency. Since DEA efficiency scores are bounded between the (0, 1] intervals, Tobit and truncated regressions are commonly used in this stage. However, none has accounted for the skewness characteristic of DEA efficiency. This paper applied a bootstrap-censored quantile regression (BCQR) approach to triply account for the issues of a small sample (via bootstrap), bounded intervals (via censored regression), and skewness (via quantile regression) in DEA analysis. We empirically examined the efficiency and performance of 27 Vietnamese commercial banks in the 2007–2019 period. The efficiency scores derived from our first stage revealed that they are skewed and thus, justify the use of the BCQR in the second stage. The BCQR results further confirmed that ICT developments could enhance bank efficiency, which supports the recent policy to restructure the Vietnamese banking sector toward innovation and digitalization. We also examined the impacts of other factors such as bank ownership, credit risk, and bank size on efficiency.
dc.description.confidentialfalse
dc.edition.editionJune 2022
dc.identifier.citationLe TDQ, Ngo T, Ho TH, Nguyen DT. (2022). ICT as a Key Determinant of Efficiency: A Bootstrap-Censored Quantile Regression (BCQR) Analysis for Vietnamese Banks. International Journal of Financial Studies. 10. 2.
dc.identifier.doi10.3390/ijfs10020044
dc.identifier.eissn2227-7072
dc.identifier.elements-typejournal-article
dc.identifier.number44
dc.identifier.urihttps://mro.massey.ac.nz/handle/10179/71055
dc.languageEnglish
dc.publisherMDPI (Basel, Switzerland)
dc.publisher.urihttps://www.mdpi.com/2227-7072/10/2/44
dc.relation.isPartOfInternational Journal of Financial Studies
dc.rights(c) 2022 The Author/s
dc.rightsCC BY 4.0
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectinformation and communication technology (ICT)
dc.subjectdata envelopment analysis (DEA)
dc.subjectbootstrap-censored quantile regression (BCQR)
dc.subjectbanking efficiency
dc.subjectVietnam
dc.titleICT as a Key Determinant of Efficiency: A Bootstrap-Censored Quantile Regression (BCQR) Analysis for Vietnamese Banks
dc.typeJournal article
pubs.elements-id454713
pubs.organisational-groupOther
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