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

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...

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Bibliographic Details
Main Authors: Ngo Thi Thu Hong, Do Nam Hung
Format: Article
Language:English
Published: Editorial AAR 2021-08-01
Series:Laplage em Revista
Subjects:
Market risk management
Beta CAPM
Low inflation
Banking industry
Vietnam
Online Access:https://laplageemrevista.editorialaar.com/index.php/lpg1/article/view/1302
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spelling doaj-36dc4cf5663e4c898401f951282e7a402021-08-29T12:50:11ZengEditorial AARLaplage em Revista2446-62202021-08-017310.24115/S2446-62202021731302p.338-352Linkages 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 ACBNgo Thi Thu Hong0Do Nam Hung1AFH - Academy of Finance, Hanoi HRCL - Happy Royal Company Limited 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. https://laplageemrevista.editorialaar.com/index.php/lpg1/article/view/1302Market risk managementBeta CAPMLow inflationBanking industryVietnam
collection DOAJ
language English
format Article
sources DOAJ
author Ngo Thi Thu Hong
Do Nam Hung
spellingShingle Ngo Thi Thu Hong
Do Nam Hung
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
Laplage em Revista
Market risk management
Beta CAPM
Low inflation
Banking industry
Vietnam
author_facet Ngo Thi Thu Hong
Do Nam Hung
author_sort Ngo Thi Thu Hong
title 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
title_short 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
title_full 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
title_fullStr 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
title_full_unstemmed 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
title_sort 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
publisher Editorial AAR
series Laplage em Revista
issn 2446-6220
publishDate 2021-08-01
description 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.
topic Market risk management
Beta CAPM
Low inflation
Banking industry
Vietnam
url https://laplageemrevista.editorialaar.com/index.php/lpg1/article/view/1302
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AT donamhung linkagesbetweeneffectiveinternalcontrolandevaluatingmarketriskviabetacapmoflistedbanksinvietnamundermacroeffectsduringprelowinflationperiodcaseofvcbstbandacb
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