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0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

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Nội dung chi tiết: 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022 ROM VIETNAMESE COMMERCIAL BANKS”GRADUATION DISSERTATIONMAJOR: BANKING AND FINANCECODE: 7340201HO CHI MINH CITY, 2022THE STATE BANK OF VIETNAMMINISTRY

OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGGRADUATION THESIS OUTLINESPEACIALITY: FINANCE - BANKINGTOPIC:CREDIT RISK DETERMINANTS: EVIDENC 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

E FROMVIETNAMESE COMMERCIAL BANKSAuthor : Nguyen Phuong Dinh NhiStudent code: 050606180277Instructor : Dr. Le Ha Diem ChiHo Chi Minh City, Junly 2022A

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

BSTRACTThe purpose of this study is to investigate the effects of macroeconomic and bank-specific factors on the credit risk of Vietnamese banks, rhe

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022 dels. Specifically, the estimating methods used in this thesis are generalized least square (GES) and generalized method of moments (GMM). It is disco

vered that that both the bank - specific and macroeconomic determinants have a profound impact on C.reRisk. In particular, faster deposit growth rate 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

(DGR), higher earning before loan loss allowance ratio (EBP) and greater the real estate market growth rate (ESI) tend to raise credit risk. At the sa

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

me time, the economic growth (GDP) is negatively associated with credit risk. In other words, the more developed the market economy, the lesser the cr

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022 isk as the expected direction, their overall explanatory power is found to be low.Keywords: Credit risk, loan loss provision, GLS, GMM methodsGUARANTE

EMy name is Nguyen Phuong Dinh Nhi, student of class HQ6 - GE 12, student number 050606180277, Banking University of Ho Chi Minh City.I hereby underta 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

ke the research “CREDIT RISK DETERMINANTS: EVIDENCE FROM VIETNAMESE COMMERCIAL BANKS” is my own research paper. Except for the material cited in the t

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

hesis, I guarantee that the full text of this thesis has never been published or used for qualification elsewhere. No other person’s product has been

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022 ssed. I confirm that the thesis is my own project.HO CHI MINH CITY, day......month...... 2022AuthorNguyen Phương Đình NhiACKNOWLEDGEMENTSFirst of all,

I would like to thank the teachers at Ho Chi Minh University of Banking, who have imparted valuable knowledge to me during my four years (here.Next, 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

1 would like (0 express my sincere thanks to Ms. Le Ha Diem Chi who is the instructor guiding me throughout the process of making my graduation thesis

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

. Thank you for always taking the time and dedication to guide me every step of the way. Besides, there are valuable comments and suggestions to impro

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022 nd conditions, it is inevitable that this thesis includes some shortcomings. Therefore, I look forward to receiving the guidance of (he teachers so th

at I can improve the knowledge that serves my career.Sincerely thank everyone! 0662 nguyễn phương đình nhi credit risk determinants evidence from vietnamese commercial banks 2022

THE STATE BANK OF VIETNAM MINISTRY OF EDUCATION AND TRAININGHOCHIMINH UNIVERSITY OF BANKINGNGUYEN PHUONG DINH NHI“CREDIT RISK DETERMINANTS: EVIDENCEFR

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