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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Những tác giả chính: Nguyen, Thi Hong Vinh, Le, Phan Thi Dieu Thao
Định dạng: Bài viết
Ngôn ngữ:English
Được phát hành: University of Economics Ho Chi Minh City 2023
Truy cập trực tuyến: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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spelling 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
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language 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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