Evaluating and Comparing Beta CAPM in 2 Listed Vietnam Banks for Bannking Sustainable Development During Period 2011-2020

Abstract

Authors selected 2 big listed banks Vietcombank and Sacombank in order to calculate market risk and make comparison, in Vietnam financial market. There are both strengths and weaknesses in risk management processes in commercial banks in emerging markets such as Vietnam. Huy, D.T.N (2015) has done a research to state that risk management and corporate governance standards nee to be enhance in corporations. Study results tell us that CPI has negative effect and higher impact on beta of both banks (table 3), while Rf has high impact and positive effect on beta of the banks, we suggest relevant governmental agencies need to control CPI (not decrease much) and rates of T-bill (not increase much) in order to reduce market risk. Finally, we make recommendations on risk management.