The impact of competition on credit risk: the case of Vietnam commercial banks
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Từ khóa:
competition
risk
credit risk
Lerner index
commercial banks
Tóm tắt
This main purpose of this research is to investigate the influence of competition on credit risk in Vietnam commercial banks over the period 2006 – 2016. Both Lerner indicator and Herfindahl Hirschman Index (HHI) are employed to measure competition degree while non-performing loan (hereafter, NPL) ratio is a proxy for credit risk. The main results indicate that competition positively impacts on the probability of loan non-payment. However, more specifically, expanding lending products also denotes a positive effect on the capability of non-repayment, supported by the “competition – instability” prevalent view. Otherwise, We further find strong evidence that the relationship between competition and credit risk is non-linear with U-shape.
Tài liệu tham khảo
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Phan Tran Minh Hung, Phan Nguyen Bao Quynh. “The Impact of Competition on Credit Risk: The Case of Vietnam Commercial Banks”. Tạp Chí Khoa học Và Công nghệ - Đại học Đà Nẵng, vol 12, số p.h 121, Tháng Chạp 2017, tr 48-52, https://jst-ud.vn/jst-ud/article/view/108.
