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...
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University of Economics Ho Chi Minh City
2023
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oai:scholar.dlu.edu.vn:DLU123456789-1155132023-03-08T03:56:38Z Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks Nguyen, Thi Hong Vinh Le, Phan Thi Dieu Thao 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. 2023-03-08T03:56:38Z 2023-03-08T03:56:38Z 2016 Article 2615-9112 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=dfb767ae-9d6e-4034-a7b2-8edc63a8381a http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115513 10.24311/jabes/2016.23.4.06 en Journal of Asian Business and Economic Studies, Volume 23, Issue 04; p. 117-137 application/pdf University of Economics Ho Chi Minh City |
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Thư viện Trường Đại học Đà Lạt |
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Thư viện số |
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English |
description |
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. |
format |
Article |
author |
Nguyen, Thi Hong Vinh Le, Phan Thi Dieu Thao |
spellingShingle |
Nguyen, Thi Hong Vinh Le, Phan Thi Dieu Thao Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
author_facet |
Nguyen, Thi Hong Vinh Le, Phan Thi Dieu Thao |
author_sort |
Nguyen, Thi Hong Vinh |
title |
Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
title_short |
Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
title_full |
Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
title_fullStr |
Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
title_full_unstemmed |
Effects of Bank Capital on Profitability and Credit Risk: The Case of Vietnam's Commercial Banks |
title_sort |
effects of bank capital on profitability and credit risk: the case of vietnam's commercial banks |
publisher |
University of Economics Ho Chi Minh City |
publishDate |
2023 |
url |
http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=dfb767ae-9d6e-4034-a7b2-8edc63a8381a http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115513 |
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1765277964603228160 |