Factor analysis of the credit risk provisions in VietNam commercial banks
This paper analyzes the factors affecting the credit risk provisions of Vietnam's commercial banks (including 27 commercial banks in Vietnam from 2008-2013). Based on relevant theories and previous research surveys, the most consistent models and assumptions are conside...
Main Authors: | , |
---|---|
Format: | Article |
Language: | Vietnamese |
Published: |
TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH
2020-08-01
|
Series: | Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh |
Subjects: | |
Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/763 |
id |
doaj-86738a36545943199d001cdb32f2358c |
---|---|
record_format |
Article |
spelling |
doaj-86738a36545943199d001cdb32f2358c2021-09-13T08:55:00ZvieTẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINHTạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh2734-93062734-95782020-08-011031527636Factor analysis of the credit risk provisions in VietNam commercial banksNguyễn Văn Thuận0Dương Hồng Ngọc1Trường Đại học Mở TP.HCMTrường Đại học Mở TP.HCMThis paper analyzes the factors affecting the credit risk provisions of Vietnam's commercial banks (including 27 commercial banks in Vietnam from 2008-2013). Based on relevant theories and previous research surveys, the most consistent models and assumptions are considered to be used for figuring out the factors impacting credit risk provisions in the Vietnam commercial banks. The findings indicate that Marginal Net Interest Income, Bad Debts Ratio and Bank Size have positive movements with the ratio of credit risk provisions, whereas Return on total Assets does negatively. For further purpose, the findings would be useful for agencies and administrators to set policies related to the credit risk of commercial banks in Vietnam.https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/763rủi ro tín dụngtrích lập dự phòngnhtm việt nam |
collection |
DOAJ |
language |
Vietnamese |
format |
Article |
sources |
DOAJ |
author |
Nguyễn Văn Thuận Dương Hồng Ngọc |
spellingShingle |
Nguyễn Văn Thuận Dương Hồng Ngọc Factor analysis of the credit risk provisions in VietNam commercial banks Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh rủi ro tín dụng trích lập dự phòng nhtm việt nam |
author_facet |
Nguyễn Văn Thuận Dương Hồng Ngọc |
author_sort |
Nguyễn Văn Thuận |
title |
Factor analysis of the credit risk provisions in VietNam commercial banks |
title_short |
Factor analysis of the credit risk provisions in VietNam commercial banks |
title_full |
Factor analysis of the credit risk provisions in VietNam commercial banks |
title_fullStr |
Factor analysis of the credit risk provisions in VietNam commercial banks |
title_full_unstemmed |
Factor analysis of the credit risk provisions in VietNam commercial banks |
title_sort |
factor analysis of the credit risk provisions in vietnam commercial banks |
publisher |
TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH |
series |
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh |
issn |
2734-9306 2734-9578 |
publishDate |
2020-08-01 |
description |
This paper analyzes the factors affecting the credit risk provisions of Vietnam's commercial banks (including 27 commercial banks in Vietnam from 2008-2013). Based on relevant theories and previous research surveys, the most consistent models and assumptions are considered to be used for figuring out the factors impacting credit risk provisions in the Vietnam commercial banks. The findings indicate that Marginal Net Interest Income, Bad Debts Ratio and Bank Size have positive movements with the ratio of credit risk provisions, whereas Return on total Assets does negatively. For further purpose, the findings would be useful for agencies and administrators to set policies related to the credit risk of commercial banks in Vietnam. |
topic |
rủi ro tín dụng trích lập dự phòng nhtm việt nam |
url |
https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/763 |
work_keys_str_mv |
AT nguyenvanthuan factoranalysisofthecreditriskprovisionsinvietnamcommercialbanks AT duonghongngoc factoranalysisofthecreditriskprovisionsinvietnamcommercialbanks |
_version_ |
1717381281560395776 |