Детерминанты доходности банков: эмпирические данные из Вьетнама

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Аннотация

Целью данной статьи является эмпирическое изучение влияния специфических для банка факторов и макроэкономических переменных на доходность листинговых банков Вьетнама за период 2007-2016 гг. с использованием коэффициентов доходности активов (ROA) в качестве косвенного показателя доходности. Проанализировано 80 финансовых отчетов банков, включенных в перечень, с применением статистического инструментария в виде метода линейного множественного регрессионного анализа. Результаты эмпирических исследований показали, что такими специфическими для банка факторами, как доля неработающих кредитов, соотношение операционных расходов к общей сумме активов и соотношение общей суммы кредита к общей сумме активов имеют значительное негативное влияние на доходность активов, тогда как коэффициент обеспеченности собственными оборотными средствами показывает положительный эффект. Однако соотношение депозитов к активам и инфляция оказывают незначительное влияние на доходность банков.

Об авторе

П. Д. Тхих
Банковская академия
Россия


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Дополнительные файлы

Для цитирования: Тхих П.Д. Детерминанты доходности банков: эмпирические данные из Вьетнама. Review of Business and Economics Studies. 2017;5(4):37-45.

For citation: Thich P.D. Determinants of Banks’ Profitability: Empirical Evidence from Vietnam. Review of Business and Economics Studies. 2017;5(4):37-45. (In Russ.)

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