Drivers of technical efficiency in Malaysian
banking: a new empirical insight
Asish Saha, Nor Hayati Ahmad, and Umakant Dash*
Restructuring and rationalisation of Malaysian banking in 2000 and the
subsequent policy of deregulation and liberalisation adopted by Bank
Negara Malaysia (BNM) have resulted in a significant transformation of
Malaysian banking. Banks are now poised to play a pivotal role in the
economic transformation of the economy as envisaged in the Financial
Sector Blue Print 2011–20 of BNM. Using the data envelopment analysis
technique, the technical efficiency of 19 commercial banks (8 domestic
banks and 11 foreign banks) operating in Malaysia during 2005–12 is
evaluated. Then, using bootstrap-corrected efficiency scores, the drivers of
bank efficiency were estimated using the Tobit regression approach.
Results clearly show that three large domestic banks are not only more
efficient than their counterparts, but are also more efficient than the
foreign banks. Bank size and return on assets are found to be the signifi-
cant drivers of technical efficiency of Malaysian banks. Capital adequacy
and the advances to deposit ratio also have a role in driving technical
efficiency. The results also indicate that banks that are more effective in
managing credit risk, as reflected in a lower level of non-performing assets
as a percentage of total assets, and have lower levels of personnel expenses
to total assets, are more efficient. The findings have significant implica-
tions at the individual bank level and also at the policy level.
Introduction
Prior to the Asian financial crisis (1997), the
Malaysian banking system was fragmented,
with 77 domestic banking institutions, includ-
ing 22 domestic and 16 foreign commercial
banks. The banking system underwent restruc-
turing, consolidation, and rationalisation
during 2000, under the initiative of the central
bank, Bank Negara Malaysia (BNM), to achieve
‘a more effective and competitive banking
system’ (BNM 2000). Today, there are 34
banking institutions, including 8 domestic and
19 foreign commercial banks. Over the course
of implementation of the first Financial Sector
Master Plan (FSMP) since 2001, the financial
sector has expanded at an average annual rate
of 7.3 per cent; to account for 11.7 per cent of
real GDP in 2010 compared with 9.7 per cent in
2001. Domestic banks have accumulated strong
capital and loan loss buffers, with improve-
ments in underwriting and risk manage-
ment practices, as well as strengthened govern-
ance structures and discipline. During this
period, the Malaysian financial system became
* Asish Saha, Visiting Professor, School of Economics, Finance and Banking, Universiti Utara Malaysia; Nor Hayati Ahmad,
Professor, Banking and Risk Management, School of Economics, Finance and Banking, Universiti Utara Malaysia;
Umakant Dash, Professor, Department of Humanities and Social Sciences, Indian Institute of Technology Madras.
doi: 10.1111/apel.12091
161
© 2015 Crawford School of Public Policy,
The Australian National University and Wiley Publishing Asia Pty Ltd.