Nghiên cứu thực nghiệm các yếu tố tác động đến rủi ro phá sản của ngân hàng thương mại cổ phần tại Việt Nam

Abstract

The research aims to identify the factors affecting the bankruptcy risk of the joint-stock commercial banks (JSCB) in Vietnam in the period 2010-2021. The research uses regression methods for panel data with a sample of 30 commercial banks, using secondary data collected from audited financial statements of banks. Through the system GMM (SGMM) method for panel data, the results show the operating expenses (OE), inflation (INF) have the impact on the bankruptcy risk. In addition, the combining research results after the robustness check of R language and SGMM also show that the size of commercial banks (SIZE) and return on assets (ROA) have an opposite impact on the risk of bankruptcy. These suggest important policy implications for commercial banks in Vietnam in controlling bankruptcy risks, ensuring to curb the uncertainty of the commercial banks in Vietnam.