Contenu principal de l'article
In recent years, sustainable bank development are much affected by external macro environment. This research will aim to measure beta CAPM in a big listed bank: Navibank - NVB, later became NCB ) in Vietnam financial market.
From that analysis and comparison, we can identify risk management policies and strategies for commercial banks
This study mainly use combination of quantitative methods (statistics, calculation formulas) and qualitative methods including synthesis, inductive and explanatory methods.
Our study results tell us that as Risk free rate has positive and high effects on market risks of bank, relevant agencies need to control rates of Treasury bonds (not increase so much) toward benefits for managing risk.
Besides, we also recommend better Risk management information system - RMIS for Vietnam banks in future.