Solutions for Enhancing Risk Management Mechanism of Vietnam Bank System - Case of Listed Banks

Authors

  • Nguyen Ngoc Thach
  • Dinh Tran Ngoc Huy
  • Le Ngoc Nuong

DOI:

https://doi.org/10.47059/revistageintec.v11i2.1669

Abstract

This study uses weekly data from listed banks system on Vietnam stock exchange into 2 groups: group 1: previous Private banks (including Saigon Hanoi Bank-SHB, Eximbank-EIB, Navibank-NVB, Sacombank-STB and Asia Commercial Bank-ACB), and group 2: Previous SOEs banks (including Vietcombank-VCB and Vietinbank-CTG). We called the period 2011-2015 as pre- low (L) inflation period. After global crisis 2008-2009, Banks in Vietnam both enhance risk management mechanisms and contribute to community activities over years. This study mainly use combination of quantitative methods (statistics, calculation formulas) and qualitative methods including synthesis, inductive and explanatory methods. The research findings tell us that mean of beta CAPM values in group 2 is (<) lower than 1. While that of beta in group 1 is higher than 1 (in case of EIB, NVB and SHB). Besides, this study also give out recommendations for enhancing risk management system of Vietnam banks in future and give out directions or implications for banking policies.

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Published

2021-05-31

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Section

Articles