Tác động của rủi ro khí hậu và chuyển đổi số đến chất lượng tín dụng: Bằng chứng thực nghiệm tại ngân hàng thương mại Việt Nam
DOI:
https://doi.org/10.24311/jabes/2026.37.6.3Keywords:
Việt Nam, Minh bạch hóa rủi ro, Nợ xấu, Chuyển đổi số, Rủi ro khí hậuAbstract
This study assesses the impact of climate risk (through storm and flood shocks) and digital transformation capacity on the non-performing loan ratio among 25 Vietnamese commercial banks during the period 2013–2022. Using a Difference-in-Differences design with a continuous treatment variable, combined with the system generalized method of moments and a fixed effects model (with Driscoll-Kraay standard errors) to address endogeneity, the study explores the “risk transparency” mechanism of digital transformation. The results indicate: (1) concentration of credit in the Agriculture, Forestry, and Fisheries sector acts as a transmission channel that amplifies the risk of non-performing loans when natural disasters occur; (2) banks with strong online services show an increase in the non-performing loan ratio in the same year that storms and floods occur, contrary to the “accounting lag” often seen in traditional banks. This finding confirms that digital transformation eliminates the scope for delaying debt classification, enabling the financial system to identify climate-related losses in real time.
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