Đa dạng hóa và rủi ro của các ngân hàng thương mại Việt Nam

Abstract

The study examined the impacts of bank income diversification and bank asset diversification on risks of Vietnamese commercial banks using data from 24 commercial stock banks in the period 2006-2015. Fixed effect and randomn effect models were used. Results showed that income diversification affect bank risks. Income diversification and asset diversification do not affect risks when bank risks are measured by standard deviation of Return on Equity (SDROE) and standard deviation of Return on Assets (SDROA). Loaning ratio, bank scale and operation costs affect standard deviation of Return on Assets.