Tác động của vốn ngân hàng đến khả năng sinh lời và rủi ro tín dụng của các ngân hàng thương mại cổ phần ở Việt Nam

Tóm tắt

This study used regression model with panel data through Hausman test to evaluate the affect of equity and some control variables to commercial bank’s profitability and credit risk in Viet Nam. A survey was conducted with 15 comercial banks in Viet Nam from 2009 to 2016. The results showed that there was a negative relationship between equity and profitability, but a positive relationship between equity and credit risk. Also, the study showed that credit’s growth, banking size, GDP and CPI affected to bank profitability and credit risk. Finally, the study proposed some recommendations, including (i) increasing CSH bank’s equity in Vietnam, (ii) enhancing competition among banks, and (iii) supervising the law compliance of banks.

Từ khóa: Vốn ngân hàng, khả năng sinh lời, rủi ro tín dụng, ngân hàng thương mại cổ phần

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