Measuring Beta Capm In 2 Economic Stages Of Commercial Banks In Vietnam Economy – Case Of Vietcombank And Vietinbank
Keywords:
beta CAPM, risk, Vietcombank, Vietinbank, Vietnam, banking sustainabilityAbstract
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.
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