SỐ 216 | Tháng 3/2024
Chất lượng thể chế và các nhân tố đặc thù ngân hàng tác động lên nợ xấu: Bằng chứng từ các ngân hàng thương mại Việt Nam
Nguyễn Đặng Hải Yến, Lê Văn Sơn, Lưu Thu Quang
Tóm tắt:
Bài viết đánh giá ảnh hưởng của chất lượng thể chế (CLTC) đến tác động của các nhân tố đặc thù ngân hàng đến nợ xấu của các ngân hàng thương mại (NHTM) Việt Nam trong giai đoạn 2010-2021. Nghiên cứu sử dụng phương pháp S-GMM cho bộ dữ liệu bảng gồm 22 NHTM Việt Nam. Kết quả cho thấy CLTC ảnh hưởng đến tác động của các yếu tố đặc thù của ngân hàng đến nợ xấu của các NHTM Việt Nam. Theo đó, trong môi trường CLTC tốt, tác động của các yếu tố bên trong đến nợ xấu của ngân hàng sẽ được giảm bớt và ngược lại. Trên cơ sở đó, nghiên cứu đưa ra một số hàm ý chính sách nhằm nâng cao CLTC, từ đó giảm thiểu nợ xấu cho ngân hàng.
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Institutional Quality and Bank-Specific Determinants of Non-Performing Loans: Evidence from Vietnamese Commercial Banks
Abstract:
The article evaluates the impacts of institutional quality and bank-specific factors on non-performing loans of Vietnamese commercial banks in the period 2010-2021. The study uses the S-GMM method for a panel data set of 22 Vietnamese commercial banks. The results show that institutional quality affects the impact of bank-specific factors on non-performing loans of Vietnamese commercial banks. Accordingly, in a better institutional quality environment, the impact of internal factors on banks' non-performing loans will be reduced and vice versa. Based on that, the study proposes some policy implications to improve institutional quality, thereby reducing non-performing loans for banks.