Linkages between Effective Internal Control and Evaluating Market Risk Via Beta CAPM of Listed Banks in Vietnam Under Macro Effects During Pre-Low Inflation Period - Case of VCB, STB and ACB
This research paper aims to figure out and make comparison on how much effects in the market risk of two big listed Vietnam commercial bank, VCB and STB with semiannual data. Through using analysis, synthesis statistics methods, and dialectical materialism method, combined with econometric model wi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Editorial AAR
2021-08-01
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| Series: | Laplage em Revista |
| Subjects: | |
| Online Access: | https://laplageemrevista.editorialaar.com/index.php/lpg1/article/view/1302 |
| Summary: | This research paper aims to figure out and make comparison on how much effects in the market risk of two big listed Vietnam commercial bank, VCB and STB with semiannual data. Through using analysis, synthesis statistics methods, and dialectical materialism method, combined with econometric model with 9 macro variables, we figure out that CPI and GDP growth, lending rate and risk free rate (Rf) have much more impacts on market risk while external factors such as exchange rate and SP500 just have small effect on beta CAPM. Then, one of its major findings is the suggestion of macro and risk management policies for bank and relevant government agencies. Our recommendation can be used for reference in many other developing markets.
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| ISSN: | 2446-6220 |