Document Type : Research Article
Authors
1 PhD,National Economics University (NEU), Vietnam
2 MBA, PhD candidate,Banking University HCMC, Ho Chi Minh city Vietnam – International University of Japan, Japan
3 PhD,Thai Nguyen University of Economics and Business Administration (TUEBA), Vietnam
4 PhD Banking University HCMC, Ho Chi Minh city Vietnam
Abstract
Vietcombank (VCB) and Vietinbank (CTG) are two big listed commercial banks in Vietnam banking industry. They are previous state-owned enterprises with big market share in local market.
This paper will use statistic, combined with synthesis, inductive and qualitative analysis to measure and evaluate beta CAPM of these 2 banks in2 special stages of domestic economy: pre-L and post-low (L) inflation time.
Research results show that during 2011-2020 period, most of time, beta CAPM of VCB is higher than those of CTG bank. Statistic chart give us warning that market risk of 2 banks is higher than 1.
Then these analysis can be used for policy implications. Business and banking is still growing so risk management is becoming meaningful for the financial industry.
Keywords
Main Subjects
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