Determinants of banking crisis: The case of Vietnam

Authors

DOI:

https://doi.org/10.46223/HCMCOUJS.econ.en.5.2.66.2015

Keywords:

Banking crisis, bank manipulation, event method, large shareholders, Vietnam

Abstract

This paper identifies determinants associated with probability of banking crisis in Vietnam. By using data sample of more than 30 commercial banks from 2005 to 2013, the results from our multivariate logit model indicate that banking crisis tends to erupt as non-performing loans, borrowings from government and State bank of Vietnam are high. Moreover, we also find that most risk in Vietnam’s banking sector from period 2005-2013 lies in private commercial bank which is highly manipulated by large shareholders.

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References

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Received: 2020-03-01
Accepted: 2020-03-01
Published: 2015-12-20

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How to Cite

Quang, L. D. (2015). Determinants of banking crisis: The case of Vietnam. HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, 5(2), 64–81. https://doi.org/10.46223/HCMCOUJS.econ.en.5.2.66.2015