Tác động của cạnh tranh đến rủi ro của các ngân hàng thương mại Việt Nam
Nội dung chính của bài viết
Tóm tắt
Nghiên cứu này nhằm phân tích tác động của cạnh tranh đối với rủi ro của ngân hàng Việt Nam, sử dụng dữ liệu bảng không cân bằng, bao gồm 390 quan sát của 30 ngân hàng từ năm 2008-2020. Bằng phương pháp hồi quy gộp (Pooled OLS), mô hình hiệu ứng cố định (Fixed Effects Model), mô hình hiệu ứng ngẫu nhiên (Random Effects Model) và phương pháp SGMM (System Generalized Method Of Moments). Kết quả nghiên cứu cho thấy rằng, các ngân hàng có xu hướng chịu nhiều rủi ro hơn khi đối mặt với sự cạnh tranh gia tăng. Đây là một kết quả phù hợp với điều kiện của Việt Nam cũng như một số nước có hệ thống tài chính ngân hàng đang phát triển. Cạnh tranh quá mức trong khi luật pháp chưa đủ chặt chẽ để kiểm soát, điều chỉnh sẽ dễ dẫn đến các vấn đề cạnh tranh không lành mạnh, từ đó gia tăng rủi ro ngân hàng. Bài viết đề xuất một số gợi ý cho các nhà hoạch định chính sách và quản trị ngân hàng giúp các hoạt động trong ngành ngân hàng ngày càng ổn định hơn.
Chi tiết bài viết
Từ khóa
Cạnh tranh, Ngân hàng thương mại, Rủi ro ngân hàng
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