Tác động của rủi ro tín dụng đến ổn định tài chính của các ngân hàng thương mại cổ phần Việt Nam=The Impact of Credit Risk on Financial Stability of Vietnamese Joint Stock Commercial Banks

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Tác giả: Thị Hà Thương Đỗ, Thị Mai Phương Phí

Ngôn ngữ: vie

Ký hiệu phân loại:

Thông tin xuất bản: Tạp chí Kinh tế và Ngân hàng châu Á, 2024

Mô tả vật lý: tr.68-86

Bộ sưu tập: Metadata

ID: 480063

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In recent years, the economy has faced various instabilities, such as wars between some countries worldwide, which have significantly affected the financial stability of commercial banks. This study examines the impact of credit risk on the financial stability of 27 Vietnamese joint-stock commercial banks in the period 2012–2022, using panel data regression methods (OLS, FEM, REM, and GMM). Research results show that financial stability will increase if banks can control the increase in credit risk. Other factors that positively impact the financial stability of joint-stock commercial banks include the ratio of equity to total assets, loan debt to total assets, and bank scale. Factors that negatively impact the financial stability of joint-stock commercial banks include operational efficiency, the net profit on equity ratio, the net interest income ratio, economic growth, and the inflation rate. However, no impact of the credit growth variable on the financial stability of joint-stock commercial banks was found. Based on the research results, the authors propose some management implications to help Vietnamese joint-stock commercial banks increase financial stability in the future.Trong những năm gần đây, nền kinh tế đối diện với nhiều bất ổn như chiến tranh giữa một số nước trên thế giới đã ảnh hưởng không nhỏ đến ổn định tài chính (OĐTC) của các ngân hàng thương mại (NHTM). Nghiên cứu này xem xét tác động của rủi ro tín dụng (RRTD) đến OĐTC của 27 NHTM Việt Nam cổ phần trong giai đoạn 2012–2022 bằng phương pháp hồi quy dữ liệu bảng bao gồm OLS, FEM, REM và GMM. Kết quả nghiên cứu cho thấy nếu ngân hàng kiểm soát được sự gia tăng của RRTD sẽ làm cho OĐTC tăng lên. Các yếu tố khác tác động cùng chiều đến OĐTC của NHTM cổ phần bao gồm tỷ lệ vốn chủ sở hữu (VCSH) trên tổng tài sản (TTS), tỷ lệ nợ cho vay trên TTS, quy mô ngân hàng. Các yếu tố tác động ngược chiều đến OĐTC của NHTM cổ phần bao gồm hiệu quả hoạt động, tỷ lệ lợi nhuận ròng trên vốn chủ sở hữu, tỷ lệ thu nhập lãi thuần, tăng trưởng kinh tế và tỷ lệ lạm phát. Tuy nhiên, không tìm thấy tác động của tăng trưởng tín dụng đến OĐTC của NHTM cổ phần. Từ kết quả nghiên cứu, nhóm tác giả đề xuất một số hàm ý quản trị giúp các NHTM cổ phân gia tăng OĐTC trong tương lai.

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