Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks

This paper seeks to examine the effects of bank capital on profitability and credit risk of 30 Vietnam’s commercial banks from 2007 to 2014. Using the system generalized method of moments (GMM), the paper conducts several tests on the moral hazard and regulatory hypotheses on the relationships among...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Nguyen, Thi Hong Vinh, Le, Phan Thi Dieu Thao
التنسيق: مقال
اللغة:English
منشور في: University of Economics Ho Chi Minh City 2023
الوصول للمادة أونلاين:http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=dfb767ae-9d6e-4034-a7b2-8edc63a8381a
https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115513
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt
الوصف
الملخص:This paper seeks to examine the effects of bank capital on profitability and credit risk of 30 Vietnam’s commercial banks from 2007 to 2014. Using the system generalized method of moments (GMM), the paper conducts several tests on the moral hazard and regulatory hypotheses on the relationships among bank capital, profitability, and credit risk. With no regard to other determinants, its results indicate that the effects are evident, i.e. bank risk is found to impact differently on bank returns, and it is also negatively associated with credit risk of commercial banks in Vietnam.