Date of Publication
6-17-2022
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Management of Financial Institutions
Subject Categories
Finance and Financial Management
College
Ramon V. Del Rosario College of Business
Department/Unit
Financial Management Department
Thesis Advisor
Tomas S. Tiu
Defense Panel Chair
Alfredo M. Santoyo
Defense Panel Member
Vivian Y. Eleazar
Patricia P. Benito
Abstract/Summary
The resilience of an economy is reliant on the health of its Financial Institutions, which is why lawmakers and economists are especially careful when such a sector is faced with crises. This paper examines the efficiency of banks from the countries Singapore, Malaysia, Philippines, Thailand, and Indonesia in terms of their Total Factor Productivity, Technological Change, and Technical Efficiency during the years 2006 to 2020, separated by four periods; pre-GFC, during GFC, post-GFC or pre-COVID, and during COVID. The study uses interest expense, interest income, non-interest expense, non-interest income, personnel expense and deposits as variables. These were then processed through the Malmquist Productivity Index via the Data Envelopment Analysis (DEA). The change test was also utilized to examine which input and/or output variables were most impactful on the scores garnered by the selected banks for the various efficiency types. The paper found that only half of the nineteen banks had performed efficiently on average during the four periods, with Singapore having the most efficient banks and the Philippines with the least. Moreover, it was found that interest expense and interest income were seen to be the most common focal points of impact on the efficiency achievement of banks during the financial crises. This paper answers which banks and countries among the ASEAN-5 had performed inefficiently during the aforementioned four periods matched with the assessment of their few countermeasures to mitigate the collapse of their financial sector.
Abstract Format
html
Language
English
Format
Electronic
Keywords
Banks and banking—Southeast Asia; Industrial productivity—Southeast Asia; Banks and banking—Technological innovations—Southeast Asia
Recommended Citation
Chua, K. T., Mallari, M. C., Navales, J. A., & Yu, C. A. (2022). An analysis on the total factor productivity of selected commercial banks in the ASEAN-5 countries using Malmquist-DEA analysis from 2006-2020. Retrieved from https://animorepository.dlsu.edu.ph/etdb_finman/35
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Embargo Period
1-4-2023
