Determinants of Profitability in Commercial Banks in Vietnam, Malaysia and Thailand

• 발행기관: 한국유통과학회
• 저자명: Binh Thi Thanh DAO Dung Phuong NGUYEN
• 간행물 정보: 『The Journal of Asian Finance, Economics and Business(JAFEB)』Vol. 7 No.4, 133~143쪽, 전체 11쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2020.04.30

영문 초록

The paper investigates the factors affecting the profitability of commercial banks in Asian developing countries, including Vietnam, Malaysia and Thailand. We use panel data of four entities; ten banks in Vietnam, eight banks in Malaysia, nine banks in Thailand and all 27 commercial banks from the period 2012 to 2016. Particularly, Return on Asset, Return on Equity and TOBINQ are defined as profitability indicators, which are impacted by three main types of independent variables, namely bank-specifics, which include CAR, NPL, Cost to income, Liquidity ratio and Bank size, industry-specific variable-concentration HHI and macroeconomic-specific variables, which consist of GDP growth and Inflation. Using panel data regressions, the paper identifies several similarities and differences among empirical results on the models of four entities, each of three countries and the overall sample. The most outstanding similarity is that all entities record the significantly negative relationship between operational risk and banking profitability. Likewise, the significantly negative influence of bank size to profitability is found on models of Vietnam and Thailand and no significant effect on the model of Malaysia. Meanwhile, the most controversial result comes up with the negative relationship between CAR and profitability indicators as well as the positive association between credit risk and banking profitability.

목차

1. Introduction

2. Literature Review

3. Research Methodology

4. Empirical Results

5. Discussion

6. Conclusion

References

키워드

Commercial Banks Vietnam Thailand Malaysia, rofitability