Default predictors in retail banking – an empirical study in vietnam

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Nội dung chi tiết: Default predictors in retail banking – an empirical study in vietnam

Default predictors in retail banking – an empirical study in vietnam

NGUYEN BAO QUOCMASTER'S THESIS IN DEVELOPMENT ECONONBD:£HI MINH CITY 2013UNIVERSITY OF ECONOMICS STUDIES HO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL T

Default predictors in retail banking – an empirical study in vietnam THE HAGUE THE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A. IN DEVELOPMENT ECONOMICSDEFAULT PREDICTORS IN RETAIL BANKING -AN EMPIRICAL STUDY IN

VIETNAMByNGUYEN BAO QƯOCMASTER OF ARTS IN DEVELOPMENT ECONOMICSHO CHI MINH CITY, SEPTEMBER 2013UNIVERSITY OF ECONOMICS HO CHI MINH CITYINSTITUTE OF SO Default predictors in retail banking – an empirical study in vietnam

CIAL STUDIES THE HAGUEVIETNAM THE NETHERLANDSVIETNAM - NETHERLANDS PROGRAMME FOR M.A. IN DEVELOPMENT ECONOMICSDEFAULT PREDICTORS IN RETAIL BANKING -AN

Default predictors in retail banking – an empirical study in vietnam

EMPIRICAL STUDY IN VIETNAMA thesis submitted in partial fulfillment of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICSByNG

NGUYEN BAO QUOCMASTER'S THESIS IN DEVELOPMENT ECONONBD:£HI MINH CITY 2013UNIVERSITY OF ECONOMICS STUDIES HO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL T

Default predictors in retail banking – an empirical study in vietnam mpirical Study in Vietnam" is my own work; it has not been submitted to any degree at other universities.1 confirm that I have made by effort and appl

ied all knowledge for finishing this thesis in the best way.Ho Chi Minh City, September 2013NGUYEN BAO QUOCiACKNOWLEDGEMENTSFirst and foremost I would Default predictors in retail banking – an empirical study in vietnam

like to offer my gratitude to my supervisor, Dr. Le Cong Tru, for invaluable comments, remarks and engagement through the learning process of the the

Default predictors in retail banking – an empirical study in vietnam

sis. Then I have Mr. Le Due Anh to thank for introducing me to the topic. I am also much obliged to Associate Prof. Dr. Nguyen Trong Hoai, Dr. Pham Kh

NGUYEN BAO QUOCMASTER'S THESIS IN DEVELOPMENT ECONONBD:£HI MINH CITY 2013UNIVERSITY OF ECONOMICS STUDIES HO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL T

Default predictors in retail banking – an empirical study in vietnam ful to MDE. Tran Thu Trang from the Head Office of BIDV. Last but not least, I am deeply indebted to my parents, my dearly beloved wife, my brothers a

nd sisters for all the understanding and spiritual assistance. I will wholeheartedly be grateful forever for your love.iiABSTRACTDue co intense compet Default predictors in retail banking – an empirical study in vietnam

ition, over-lending and economic turmoil, banking system in Vietnam is suffering a huge amount of non-performing loans. Given the considerable growth

Default predictors in retail banking – an empirical study in vietnam

of retail banking market, an exploration of risk predictors becomes crucial more than ever. This paper investigates key factors that influence loan re

NGUYEN BAO QUOCMASTER'S THESIS IN DEVELOPMENT ECONONBD:£HI MINH CITY 2013UNIVERSITY OF ECONOMICS STUDIES HO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL T

Default predictors in retail banking – an empirical study in vietnam ial banks. A logistic regression technique is employed to evaluate the relationship between delinquency and borrower characteristics and loan features

. The regression results reveal that borrower characteristics, e.g. borrowing history, bankaccount holding and education level, rather than loan facto Default predictors in retail banking – an empirical study in vietnam

rs, such as purposes, duration and credit limit, have stronger effects on the default outcome. This suggests that bankers apply appropriate adjustment

Default predictors in retail banking – an empirical study in vietnam

s to borrower characteristics to minimize default risk.Key words: retail banking, credit scoring, default, risk, logistic regression, probability.3

NGUYEN BAO QUOCMASTER'S THESIS IN DEVELOPMENT ECONONBD:£HI MINH CITY 2013UNIVERSITY OF ECONOMICS STUDIES HO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL T