Contenu principal de l'article
We consider macro effects on banks performance measures, such as beta and compare market risk level in 3 listed banks: they arssssse previously private banks (including EIB, STB and SHB).
We also analyze factors that affect bank management and sustainability such as inflation ,GDP growth, lending rate, risk free rate, VnIndex, etc…
Banks in Vietnam play a major roles in providing loans and financial services to socio-economy and contribute to community activities over years. They gain many achievements but also there are certain weaknesses.
Authors use combination of quantitative methods with OLS regression and qualitative methods including synthesis, inductive and explanatory methods. We conduct this study for the period 2011-2020, 10 years.
The research findings tell us that because Exchange rate has negative effect on beta of 3 listed banks, and Trade balance has positive impact on beta CAPM of 3 banks: governmental agencies need increase exchange rate little bit and control trade balance at proper level to reduce risk.
We then would suggest policies for banking development, management and sustainability.