Determinants of non-performing loans in Vietnamese banking system
By Nguyen Thi Hong Thuong (VNP 22) Supervisor: Dr. Nguyen Van Ngai Abstract Credit risk is one of the elements impact on the health of banking systems and performance of economic activities. Non-performing loans is the general factor presents for this bank’s credit risk. There are previous researches indicate the close relations between bad debts […]
Collateral liquidity and loan default risks: The case of Vietnam
By Nguyen Le Hieu (VNP21) Supervisor: Dr. Le Ho An Chau Abstract This thesis investigates the impact of the liquidity level of collaterals on the probability of default of individual loans and examines the channels through which collaterals affect default risks. Following the approach of Jiménez and Saurina (2004), binominal logit model is applied on […]