Please use this identifier to cite or link to this item: https://dspace.ctu.edu.vn/jspui/handle/123456789/70585
Title: Determinants of non-performing loan in Commercial banks: Evidence in Vietnam
Authors: Nguyen, Kim Quoc Trung
Keywords: Non-performing loan
GMM
Net income to equity
Net income to assets
Leverage ratio
Growth of gross domestic product
Issue Date: 2019
Series/Report no.: Tạp chí Khoa học và Công nghệ Trường Đại học Công nghiệp Thành pố Hồ Chí Minh;Số 37B - Tr.72-89
Abstract: The main purpose of the article is to model the main factors affecting non-performing loan incurred in the process of lending to clients in Vietnam's commercial joint stock banks during the period of 2009 - 201 7. The theories and empirical research studies for the macro and micro factors affecting non-performing loan arc mentioned in the research paper. Using the qualitative research method and the quantitative research, the article analyzes the practical credit situation of the whole banking system in Vietnam and non-performing loan ratios of selected banks. In addition, the Generalized Method of Moments (GMM) is used in the study to model the major factors impact on non-performing loan. The final results showed that the paper has constructed two models with the result as followed, the first model has six statistically significant variables while the second one has only Five variables statistically significant.
URI: https://dspace.ctu.edu.vn/jspui/handle/123456789/70585
ISSN: 2525-2267
Appears in Collections:Năng lượng Nhiệt

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