(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
UNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector MENT ECONOMICSDETERMINANTS OF NONPERFORMING LOANSTHE CASE OF VIETNAMESE BANKING SECTORA thesis submitted in partial fulfillment of the requirements for degree ofMASTER OF ARTS IN DEVELOPMENT ECONOMICSByTRI ONG NGOC THANHAcademic SupervisorDR. NGl YEN THI THI Y LINKHO c HI MINH CITY, DEC EMBER 2016De (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector terminants of nonperfonning loans - The case of Vietnamese banking sectorABSTRACTThe main purpose of this study is to examine the determinants of non-(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
performing loans (NPLs) in the case of Vietnamese banking sector by analyzing the unbalanced panel data of 30 Vietnamese banks over the period of2008 UNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector cluding Gross Domestic Product (GDP) growth rate, unemployment rate, real lending interest rate and sovereign debt are exogenous variables that effect on XPLs. Besides that, the study examine the bank-specific determinants by analyzing relevant hypothesis such as ‘bad management’, ‘pro-cyclical cred (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector it policy’, ‘skimping’, ‘diversification’, ‘too big to fair, ‘moral hazard’ hypothesis. According these hypotheses, return on equity, inefficiency rat(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
e, proportion of non-interest income and leverage ratio are the endogenous variables which effect to NPLs. In addition, credit growth rate is added inUNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector y' byr investigating the difference in XPLs of state-owned banks and fully foreign-owned banks. The fixed effect of unbalance panel data is employed to test these hypotheses.Regarding bank-specific factors, the inefficiency rate and credit growth rate statistically affect on NPLs. However, return on (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector equity, non-interest income rate, leverage ratio do not statistically significant effect on NPLs. According to regression result, it shows the negati(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
ve and significant relationship between the inefficiency rate and NPLs that is consistent with ‘skimping’ hypothesis. Moreover, the relationship betweUNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector ent rate, real lending interest rate and sovereign debt statistically significant affect on NPLs. The regression shows the positive and significant relationship between the sovereign debt and NPLs which is consistent with hypothesis. The increase in sovereign debt will reduce payment ability that in (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector creases the future NPLs. However, the regression shows the positive relationship between GDP growth rate and NPLs and negative relationships between t(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
he unemployment rate, lending interest rate and NPLs that is not consistent with hypothesis.Truong Ngoc Thanh - Class 19Determinants of nonperforming UNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector affected in state-owned bank that lead to higher NPLs. However, the effect of foreign investment in fully forcign-owned banks on NPLs is not supported in this study.There are some policy implications based on the regression results. Firstly, the sovereign debt should be strictly control in order to (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector enhance the payment ability of debtors. Secondly, the underwriting and monitoring loans process should be controlled to reduce NPĨ.S expansion at ban(LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector
k level. Finally, the operations of stale-owned banks should be controlled lo reduce NPLs expansion in stale-owned banks.Truong Ngoc Thanh - Class 19PUNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPM (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector ......11.1.Overview of Vietnamese banking sector and non-performing loans....................11.2.Research problem..................................................................21.3.Research objectives and research question.........................................4CHAPTER 2:LITERATI RE REMEW..... (LUẬN văn THẠC sĩ) determinant of non performance loans the case of vietnamese banking sector ...........................................6UNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPMUNIVERSITY OF ECONOMICHOC HIMINH CITYVIETNAMINSTITl DE OF SOC IAL STL DIESTHE HAGl ETHE NETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPMGọi ngay
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