Tác động của vốn ngân hàng đến khả năng sinh lời và rủi ro tín dụng: Trường hợp các ngân hàng thương mại Việt Nam
DOI:
https://doi.org/10.24311/jabes/2016.27.3.793Keywords:
Bank capital, credit risk, profitability, commercial banksAbstract
This paper seeks to examine the effects of bank capital on profitability and credit risk of 30 Vietnam's commercial banks from 2007 to 2014. Using the system generalized method of moments (S-GMM), the paper conducts several tests on the ethical risk and regulatory hypotheses on the relationships among bank capital, profitability, and credit risk. With no regard to other determinants, its results indicate that the effects are evident, i.e. bank risk is found to impact differently on bank returns, and it is also negatively associated with credit risk of commercial banks in Vietnam
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