Suggested Risk Policies from Comparison of 2 Groups of Vietnam Banks - Previous SOE Banks and Private Banks During Post-Low Inflation Period 2015-2020

Authors

  • Vu Quynh Nam
  • Dinh Tran Ngoc Huy
  • Nguyen Tien Dung

DOI:

https://doi.org/10.47059/revistageintec.v11i2.1685

Abstract

As fast growth of Vietnam banks going with risk policies, We categorize listed banks on Vietnam stock exchange into 2 groups: Previous SOEs banks (including Vietcombank and Vietinbank) and Previous Private banks (including SHB, EIB and ACB). Authors then use combination of quantitative methods (statistics, calculation formulas) and qualitative methods including synthesis, inductive and explanatory methods. The research findings tell us that In groups of banks (SOEs previously) VCB and CTG we find out: G and Risk free rate (Rf) have higher impacts on beta CAPM, for internal factors. While In groups of joint stock banks (private banks) SHB, ACB and EIB we figure out: exchange rate and SP500 have higher impacts on beta CAPM, for external factors. Besides, this study also give out recommendations for enhancing socio-economic roles of Vietnam banks in future and give out directions or implications for socio-economic policies.

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Published

2021-05-31

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Section

Articles