数字化转型和《巴塞尔协议 III》的实施对越南商业银行信贷风险水平的影响

IF 2.1 Q2 BUSINESS, FINANCE
Ngan Bich Nguyen, Hien Duc Nguyen
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引用次数: 0

摘要

对于越南这样一个以银行为基础的经济体来说,商业银行部门的行为在很大程度上影响着越南的经济和社会繁荣。在越南,信贷业务的净收入占越南商业银行总收入的最大部分。因此,就越南而言,信贷风险显然也在银行业中扮演着举足轻重的重要角色。因此,信贷失败的风险可能导致银行倒闭,并对一个国家的社会结构产生深远影响。从以往的文献中可以看出,有许多宏观经济和银行层面的因素普遍影响着信贷风险的水平;然而,这些因素在银行业近年的发展中可能会发生变化,尤其是数字化转型和全面采用巴塞尔协议 III 的过渡所带来的新影响。本研究的总体目标是以越南 21 家上市商业银行为样本,分析 2017 年至 2023 年期间数字化转型和巴塞尔协议 III 实施对越南商业银行信用风险水平的影响。本研究采用集合 OLS、固定效应模型(FEM)和随机效应模型(REM)方法得出结论:投资技术为数字化转型做好准备和实施巴塞尔协议 III 会对信贷风险产生不利影响。基于这一结论,作者为商业银行提出了一些建议,以提高信贷风险的可持续性、安全性和更好的管理。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Impacts of Digital Transformation and Basel III Implementation on the Credit Risk Level of Vietnamese Commercial Banks
For a bank-based economy like Vietnam, the commercial banking sector’s conduct greatly influences Vietnamese economic and social prosperity. In Vietnam, net income from credit activities hold the largest portion of the total revenue of Vietnamese commercial banks. Therefore, in the context of Vietnam, credit risk obviously also plays a pivotal important role in the banking sector. Hence, the risk of credit failure can lead to a bank’s collapse and have a profound effect on a country’s societal structure. As seen in the previous literature, there are many macroeconomic and bank-level factors that have commonly affected the level of credit risk; however, these factors may change in the recent development era of the banking industry, especially the new impacts of digital transformation and the transition to full Basel III adoption. The overall aim of this study is to analyze the impacts of digital transformation and Basel III implementation on the credit risk level of Vietnamese commercial banks during the period from 2017 to 2023, with a sample of 21 Vietnamese listed commercial banks. This study employs the pooled OLS, fixed effect model (FEM), and random effect model (REM) methods to reach the finding that investing in technology for the readiness of digital transformation and implementing Basel III could adversely affect credit risk. Based on this finding, the authors give some recommendations for commercial banks to enhance the sustainability, safety, and better management of credit risk.
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来源期刊
CiteScore
3.70
自引率
8.70%
发文量
100
审稿时长
11 weeks
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