越南商業銀行標竿績效與信用風險評等之衡量

CCUR > College of Business > Department of Banking & Finance > Thesis > Item 987654321/24594

Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/24594

Title:	越南商業銀行標竿績效與信用風險評等之衡量 Credit Risk Rating and Performance Benchmarking of Vietnamese Banks
Authors:	楊彤
Contributors:	財務金融學系
Keywords:	Credit Rating Bank Credit Risk CAMEL Financial Ratio DEA
Date:	2013
Issue Date:	2013-03-21 13:27:55 (UTC+8)
Abstract:	Vietnamese banking industry has been developing progressively in the recent years, playing a key role in the economic development process. The most typical and profitable services in Vietnamese commercial banks are credit activities which are considered to be high risk. To evaluate credit risk of Vietnamese banks, the financial analyst must consider financial factors to gain the most accurate credit rating. Therefore, the relationship between financial factors and credit rating of Vietnamese banks is studied in this paper with a desire to contribute a reference for credit rating system of Vietnamese banks. The research data includes 21 Vietnamese banks’ financial information from 2009 to 2011 provided by Bankscope and Moody’ website. In this research, the DEA (data envelopment analysis) method will be used. That results point out financial factors, especially debt ratio, ROA, ROE, equity to asset ratio, loans to asset ratio play important roles in determining credit rating. Our results are consistent with credit rating level of Vietnamese banks from Bankscope and credit rating agencies in general. Following these result, which Vietnamese bank has the highest credit rating is the most efficient bank and vice versa. Vietnamese banking industry has been developing progressively in the recent years, playing a key role in the economic development process. The most typical and profitable services in Vietnamese commercial banks are credit activities which are considered to be high risk. To evaluate credit risk of Vietnamese banks, the financial analyst must consider financial factors to gain the most accurate credit rating. Therefore, the relationship between financial factors and credit rating of Vietnamese banks is studied in this paper with a desire to contribute a reference for credit rating system of Vietnamese banks. The research data includes 21 Vietnamese banks’ financial information from 2009 to 2011 provided by Bankscope and Moody’ website. In this research, the DEA (data envelopment analysis) method will be used. That results point out financial factors, especially debt ratio, ROA, ROE, equity to asset ratio, loans to asset ratio play important roles in determining credit rating. Our results are consistent with credit rating level of Vietnamese banks from Bankscope and credit rating agencies in general. Following these result, which Vietnamese bank has the highest credit rating is the most efficient bank and vice versa.
Appears in Collections:	[Department of Banking & Finance ] Thesis

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