FACTORS AFFECTING NON-PERFORMING LOAN OF COMMERCIAL BANKS IN VIETNAM

Tác giả: Nguyễn Thị Hồng Ánh, Phan Phạm Bảo Hân, Đậu Như Mây, Trần Thị Nhật Tiên; Số trang: 10

Abstract
This study aims to analyze macro factors and bank-specific factors effecting non-performing loans (NPL) of Vietnamese commercial banks in the period from 2011 to 2019, using the data of 25 commercial banks in Viet Nam. The data was estimated by Pooled OLS, fixed Effect (FEM), Random Effect (REM) models and the REM model is considered suitable. The study carried out necessary tests on the model and found that the model was subject to heteroskedasticity and autocorrelation. To overcome this problem, the study used the Feasible Generalized Least Squares (FGLS). These results of empirical research revealed that reserves and the ratio of lending/total assets had positive effects on the NPL. Economic growth and the scale of banks are negatively correlated with the NPL. The study proposed some suitable solutions to solve the NPL problem of Vietnam’s commercial banking system.
Keywords: Commercial banks, non-performing loans, FGLS model.
JEL classification: G21.

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Ban biên tập Tạp chí Kinh tế & Quản trị Kinh doanh
Phòng 506, Nhà điều hành, trường Đại học Kinh tế & Quản trị Kinh doanh
Địa chỉ: Phường Tân Thịnh, thành phố Thái Nguyên
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