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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/690
Title: Loan growth and bank risk: the case of Vietnam
Authors: Truong Tien Dat 
Keywords: Loan growth;Bank risk;Banking
Issue Date: 2017
Publisher: Vietnamese-German University
Abstract: 
The main objective of this paper is how abnormal credit growth affects the riskiness of Vietnamese banks. Panel data comprises of 32 individual banks over the 2000-2016 period. Following Foos, Norden et al. (2010) model and method with suitable adjustment for the case of Viet Nam, I use three hypotheses to test the impact of abnormal loan growth on bank risk, profitability and solvency. I find that the abnormal credit expansion in the past year causes the decrease in credit losses in the current year. The second hypothesis result suggests that the abnormal loan growth have a negative impact on relative interest income at present. Finally, hypothesis 3 finding indicates that excessive credit growth lower bank equity to asset ratio, which is the solvency capability of bank. As a result, I suggest that abnormal credit growth is the powerful indicator to predict bank risk, especially for emerging economy like Viet Nam.
URI(1): http://epub.vgu.edu.vn/handle/dlibvgu/690
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Finance & Accounting (FA)

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