Abstract
This study assesses the impact of capital structure on the risk-taking of Vietnamese commercial banks in the period 2012–2020. The study uses the system GMM regression model (SGMM) to estimate the results based on panel data collected by year from financial statements of 30 Vietnamese commercial banks. The variable representing bank risk-taking is Z-score; the variables representing the capital structure of commercial banks are customer deposits and non-deposit liabilities. Research results show that customer deposits and non-deposit liabilities increase the risk-taking of commercial banks. From the findings of this study, bank administrators will have a basis to decide on the appropriate capital structure and bring value to the bank.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
