Measuring Beta Capm In 2 Economic Stages Of Commercial Banks In Vietnam Economy – Case Of Vietcombank And Vietinbank

Authors

  • NGUYEN DINH TRUNG
  • DINH TRAN NGOC HUY
  • NGUYEN THU THUY
  • LE NGOC NUONG
  • LE DINH HAC

Keywords:

beta CAPM, risk, Vietcombank, Vietinbank, Vietnam, banking sustainability

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.

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Published

2021-04-30

How to Cite

TRUNG, N. D. ., HUY, D. T. N. ., THUY, N. T. ., NUONG, L. N. ., & HAC, L. D. . (2021). Measuring Beta Capm In 2 Economic Stages Of Commercial Banks In Vietnam Economy – Case Of Vietcombank And Vietinbank. The Journal of Contemporary Issues in Business and Government, 27(2), 795–799. Retrieved from https://cibgp.com/au/index.php/1323-6903/article/view/989

Issue

Vol. 27 No. 2 (2021): The journal of contemporary issues in business and government

Section

Articles

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