Macro Determinants on Non-performing Loans and Stress Testing of Vietnamese Commercial Banks's Credit Risk
Title: | Macro Determinants on Non-performing Loans and Stress Testing of Vietnamese Commercial Banks's Credit Risk |
Authors: | Vo, Thi Ngoc Ha Le, Vinh Trien Ho, Diep |
Keywords: | Vo;Thi Ngoc Ha;Le;Vinh Trien |
Issue Date: | 2014 |
Publisher: | ĐHKT |
Abstract: | This study investigates the relationship between several macroeconomic factors and the nonperforming loan ratio in the Vietnamese banking system by using panel regression models. The study employs a sample of eight listed banks representing approximately 50%; of the market share of the banking system operating from the fourth quarter of 2008 to the second quarter of 2013. Consistent with international and domestic evidence, we have found that the GDP growth rate is negatively related to nonperforming loans. |
URI: | http://repository.vnu.edu.vn/handle/VNU_123/14006 |
Appears in Collections: | Bài đăng tạp chí (LIC) |
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