The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015

The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015

The analysis of a data set of observations for Vietnamese banks in the period 2011-2015 shows how the Capital Adequacy Ratio (CAR) is influenced by selected factors, namely: asset of the bank SIZE, loans in total assets LOA, leverage LEV, net interest margin NIM, loans lost reserve LLR, Cash and Pre...

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Main Authors: Pham, Thi Xuan Thoa, Nguyen, Ngoc Anh
Format: Article
Language:English
Published: H. : ĐHQGHN 2017
Subjects:
Capital adequacy ratio (CAR), Vietnamese banks, Basel, NIM, LIQ
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/56299
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Institution: Vietnam National University, Hanoi
Language: English
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spelling oai:112.137.131.14:VNU_123-562992018-09-19T08:52:08Z The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015 Pham, Thi Xuan Thoa Nguyen, Ngoc Anh Capital adequacy ratio (CAR), Vietnamese banks, Basel, NIM, LIQ The analysis of a data set of observations for Vietnamese banks in the period 2011-2015 shows how the Capital Adequacy Ratio (CAR) is influenced by selected factors, namely: asset of the bank SIZE, loans in total assets LOA, leverage LEV, net interest margin NIM, loans lost reserve LLR, Cash and Precious Metals in total assets LIQ. Results indicate, based on data, that NIM and LIQ have significant effect on CAR. On the other hand, SIZE and LEV do not appear to have significant effect on CAR. Variables NIM, LIQ have positive effect on CAR, while variables LLR and LOA are negatively related with CAR 2017-08-10T04:59:15Z 2017-08-10T04:59:15Z 2017 Article Nguyen, N. A. (2017). The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015. VNU Journal of Science, Economics and Business, 33, 2, 51-60. 2588-1108 http://repository.vnu.edu.vn/handle/VNU_123/56299 en Journal of Economics and Business application/pdf H. : ĐHQGHN
institution Vietnam National University, Hanoi
building VNU Library & Information Center
country Vietnam
collection VNU Digital Repository
language English
topic Capital adequacy ratio (CAR), Vietnamese banks, Basel, NIM, LIQ
spellingShingle Capital adequacy ratio (CAR), Vietnamese banks, Basel, NIM, LIQ
Pham, Thi Xuan Thoa
Nguyen, Ngoc Anh
The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
description The analysis of a data set of observations for Vietnamese banks in the period 2011-2015 shows how the Capital Adequacy Ratio (CAR) is influenced by selected factors, namely: asset of the bank SIZE, loans in total assets LOA, leverage LEV, net interest margin NIM, loans lost reserve LLR, Cash and Precious Metals in total assets LIQ. Results indicate, based on data, that NIM and LIQ have significant effect on CAR. On the other hand, SIZE and LEV do not appear to have significant effect on CAR. Variables NIM, LIQ have positive effect on CAR, while variables LLR and LOA are negatively related with CAR
format Article
author Pham, Thi Xuan Thoa
Nguyen, Ngoc Anh
author_facet Pham, Thi Xuan Thoa
Nguyen, Ngoc Anh
author_sort Pham, Thi Xuan Thoa
title The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
title_short The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
title_full The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
title_fullStr The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
title_full_unstemmed The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
title_sort determinants of capital adequacy ratio: the case of the vietnamese banking system in the period 2011-2015
publisher H. : ĐHQGHN
publishDate 2017
url http://repository.vnu.edu.vn/handle/VNU_123/56299
_version_ 1680963745299300352

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