Wu Shih-Wei, Nguyen Manh-Thao, Nguyen Phi-Hung
Department of Business Management, National Taipei University of Technology, Taipei, Taiwan.
Faculty of Business, FPT University, Hanoi, Viet Nam.
Heliyon. 2022 Aug 18;8(8):e10319. doi: 10.1016/j.heliyon.2022.e10319. eCollection 2022 Aug.
In the context of competition between domestic banks but also foreign banks become more and more fierce. The increasing penetration of foreign banks brings certain risks to domestic banks. This study was conducted to assess the effect of loan growth on banking risk in Vietnam. The study collects data on 29 banks listed on the Vietnam stock exchange from 2010 to 2020. The results of panel data analysis with Generalized least squares (GLS) have shown a relationship between loan growth and bank risk. In which loan growth has a negative impact on Non-performing loans (NPL), liquidity risk equity on asset (ETA); loan growth has a positive impact on return (ROA). In addition, the study also conducts a comparative assessment by bank size and loan growth rate. The results indicate a difference in loan growth's impact on banks' bank risk with lower and higher assets and lower and higher loan growth rates. From the results of this study, the authors also provide some implications to help banks reduce bank risk based on loan growth strategy.
在国内银行之间以及国内外银行之间的竞争变得越来越激烈的背景下。外资银行不断增加的渗透给国内银行带来了一定风险。本研究旨在评估贷款增长对越南银行业风险的影响。该研究收集了2010年至2020年在越南证券交易所上市的29家银行的数据。采用广义最小二乘法（GLS）进行面板数据分析的结果表明了贷款增长与银行风险之间的关系。其中贷款增长对不良贷款（NPL）、资产权益流动性风险（ETA）有负面影响；贷款增长对回报率（ROA）有正面影响。此外，该研究还按银行规模和贷款增长率进行了比较评估。结果表明，资产规模大小不同以及贷款增长率高低不同，贷款增长对银行风险的影响存在差异。基于本研究结果，作者还提出了一些建议，以帮助银行基于贷款增长策略降低银行风险。
