Abstract
This study investigates the impact of economic uncertainty, measured by the World Uncertainty Index (WUI), on the credit risk of 28 Vietnamese commercial banks from 2010 to 2023. Utilizing the FGLS regression method, the findings confirm that rising economic uncertainty leads to an increase in non-performing loan ratios. This research addresses a critical literature gap, as prior empirical studies have largely overlooked the specific influence of the WUI on banking credit risk. These results underscore the necessity for banks to proactively enhance credit appraisal and loan management quality during periods of market volatility.
Keywords: Economic uncertainty, World Uncertainty Index (WUI), credit risk, non-performing loans, Vietnamese commercial banks.
JEL classification: G21, G32, E32.
DOI: 10.63767/TCKT.39.2026.164.171
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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
