Factors affecting Non-Performing Loans (NPLs) of banks: The case of Vietnam

  • Minh Long Vo
  • Thi Yen Nguyen
  • Dinh Long Pham
Từ khóa: Non-Performing Loans, longitudinal data, commercial banks, firmly fix-effects model

Tóm tắt

This study aims to identify factors affecting Non-Performing Loans (NPLs) of commercial banks in Vietnam. To address the research problem, data of commercial banks in Vietnam from 2008 to 2017 were collected. This study applied a fixed-effects model in comparison with a random-effects model on a panel data of 200 observations. Results from the firmly fixed-effects model indicated that NPLs were positively affected by its lag of the previous year, capital structure, and interest rate. Additionally, returns on asset, inflation rate, and credit growth were found to have negative impacts on NPLs. However, impacts of firm size and gross domestic product were not found across the models. Based on the results, this research suggested several policy recommendations for the management of NPLs in the commercial banks.

điểm /   đánh giá
Phát hành ngày
2020-12-10
In ra
10 (2) 2020
Chuyên mục
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