| dc.description.abstract | In banking operations, there are so many financial riskiness can make banks fall into the situation of bankruptcy, but in theory and experiment, credit risk is always the most powerful type of risk. In the indicators to evaluate“credit risk”, the ratio of bad debt is an important indicator. The role of this thesis is to find the answer to two questions: Firstly, what factors affect the problem loan ratio of“commercial banks”in Vietnam?”Secondly, what policies will contribute to limiting the rate of“non-performing loan”increase?
The study was conducted by quantitative analysis method. The formal research model measures the impact of 9 factors of internal financial and macroeconomics factor (including: the lag of non-performing loan, return on equity, size, equity, loan-to-asset, credit growth, short-term loan, GDP and inflation) to the bad debt ratio of“commercial banks in the period”from 2008 to 2017. Panel data regression estimation methods are used to analyze data.
After the analysis process, the research results show that there is some correlation between previous NPL, ROE, SIZE, credit expansion, short-term loan and inflation.
Based on research results and practical situation in commercial banks, the thesis proposes a number of policy suggestions to curb problem loan rates such as: banks need to pay attention to improve business efficiency, check controlling activities of expanding loan balance in a reasonable and promoting business expansion into other countries. In addition, the thesis also proposes a number of recommendations for macro management and commercial banks to control the NPL ratio more closely. | en_US |
