Determinants of non-performing loans in Vietnamese commercial banks

Autor: Pham Thi Thao
Rok vydání: 2019
Druh dokumentu: 學位論文 ; thesis
Popis: 107
This study aims to identify determinants of non-performing loans in Vietnamese commercial banks by adapting Ordinary Least-Squares (OLS) regression technique. It is believed that the present study of non-performing loan will provide a platform to disclosure the potential impacts of NPLs in Vietnamese commercial banks. This research use panel data of 20 largest Vietnamese commercial banks in the period from 2011-2017. It has been found that ROE, GDP are negatively associated with the occurrence of non-performing loans, whereas CAP, TIME, OWNER and REGION are positively associated with the occurrence of NPLs in commercial banks in Vietnam. From these results, we suggest some important policy implications for the State Bank of Vietnam and bank managers in reducing NPLs.
Databáze: Networked Digital Library of Theses & Dissertations