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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

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Title The Determinants of Capital Adequacy Ratio: The Case of the Vietnamese Banking System in the Period 2011-2015
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Creator Thoa, Pham Thi Xuan
Anh, Nguyen Ngoc
 
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.
Keywords
Capital adequacy ratio (CAR), Vietnamese banks, Basel, NIM, LIQ
References
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Publisher Vietnam National University, Hanoi
 
Date 2017-06-26
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier https://js.vnu.edu.vn/EAB/article/view/4070
10.25073/2588-1108/vnueab.4070
 
Source VNU Journal of Science: Economics and Business; Vol 33 No 2
Chuyên san Kinh tế và Kinh doanh; Vol 33 No 2
2588-1108
2615-9287
 
Language eng
 
Relation https://js.vnu.edu.vn/EAB/article/view/4070/3813
 
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