Please use this identifier to cite or link to this item:
https://dspace.ctu.edu.vn/jspui/handle/123456789/38487
Title: | Factors affecting Non-Performing Loans (NPLs) of banks: The case of Vietnam |
Authors: | Vo, Minh Long Nguyen, Thi Yen Pham, Dinh Long |
Keywords: | Non-Performing Loans Longitudinal data Commercial banks Firmly fix-effects model |
Issue Date: | 2020 |
Series/Report no.: | Journal of Science HCM Open University;Vol. 10, No. 04 .- P.83-93 |
Abstract: | This study aims to identify factors affecting Non-Performing Loans (NPLs) of commercial banks in Vietnam. To address the research problem, data of commercial banks in Vietnam from 2008 to 2017 were collected. This study applied a fixed-effects model in comparison with a random-effects model on a panel data of 200 observations. Results from the firmly fixed-effects model indicated that NPLs were positively affected by its lag of the previous year, capital structure, and interest rate. Additionally, returns on asset, inflation rate, and credit growth were found to have negative impacts on NPLs. However, impacts of firm size and gross domestic product were not found across the models. Based on the results, this research suggested several policy recommendations for the management of NPLs in the commercial banks. |
URI: | https://dspace.ctu.edu.vn/jspui/handle/123456789/38487 |
ISSN: | 1859-3453 |
Appears in Collections: | Khoa học Trường ĐH Mở Tp.HCM (Journal of Science HCM Open University) |
Files in This Item:
File | Description | Size | Format | |
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_file_ Restricted Access | 3.5 MB | Adobe PDF | ||
Your IP: 3.146.35.139 |
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