Abstract
Many researches show that credit risk is the biggest financial risk for banks. This paper identifies specific banks’ characteristics which have impacts on the credit risk of Vietnam’s comercial banks by applying the Ordinary Least Square (OLS) approach. With the data collected from financial statements of 29 Vietnam’s commercial banks in the years from 2015 to 2019, two idendified factors include loan growth and earning before provision. Based on the research findings, several recommendations are proposed for bank managers to prompt awareness of the factors with negative effects on credit risk to control financial risks effectively in banks.
Keywords: Credit risk, Banking, OLS
JEL classification: G; G21; G24.
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Ban biên tập Tạp chí Kinh tế & Quản trị Kinh doanh
Phòng 514, Nhà điều hành, trường Đại học Kinh tế & Quản trị Kinh doanh
Địa chỉ: Phường Tân Thịnh, thành phố Thái Nguyên
Email: tapchikt-qtkd@tueba.edu.vn; Điện thoại: 0208.3903373
