INFLUENCE OF OWNERSHIP STRUCTURE ON SYSTEMIC RISK OF VIETNAM LISTED COMMERCIAL BANKS

  • Vũ Thị Thúy Vân
  • Phan Trọng Nghĩa

Abstract

This research use database of listed commercial bank on Vietnam securities market from 2010 to 2015 and Pooled OLS regression method to assess the impact of state ownership, ownership of major foreign shareholders, and other ownership of foreign shareholders on systemic risk of listed commercial banks on Vietnam stock market. Results of this paper illustrate that state ownership and ownership of majority foreign shareholders have a positive relationship with systemic risk of commercial banks in Vietnam. Besides, with the function of a controlling variable, return on equity (ROE) also affects systemic risk of banks in researching sample.

Keywords: Ownership structure, systemic risk, listed commercial banks    
điểm /   đánh giá
Published
2020-05-04
Issue
No. 6(02) (2018)
Section
Bài viết