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研究生:阮泰玉
研究生(外文):Nguyen Thai Ngoc
論文名稱:Solutions for Reducing Credit Risk at the Bank for ForeignTrade in Viet Nam
論文名稱(外文):Solutions for Reducing Credit Risk at the Bank for ForeignTrade in Viet Nam
指導教授:許治文許治文引用關係
指導教授(外文):Chih-Wen Hsu
學位類別:碩士
校院名稱:樹德科技大學
系所名稱:經營管理研究所
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2013
畢業學年度:101
語文別:英文
論文頁數:103
中文關鍵詞:Affected FactorCredit Risk QualityVietnam Foreign Trade Bank
外文關鍵詞:Affected FactorCredit Risk QualityVietnam Foreign Trade Bank
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Bank business is really associated with the risk factors. A commercial bank is a special business in monetary field. Credit is an organization which provides mainly and
effectively capital in the economy. Risks can happen to any form of business.
Nevertheless, risks in banking business are different from the others in terms of levels and causes. Nowadays, in Vietnam the number of researches on credit risk is close to little.
Although there is an abundance of literature around the world, however, researches relating to credit risk are limited in Vietnam. Most of the researches regard the
management capacity, customer satisfaction, evaluating staff competence. Thus, credit risk is quite a new topic for the researchers and people working in Vietnam’s credit and
finance field.
Credit risk is the probability that a borrower will default on a commitment to repay financial obligations. Default occurs when the borrowers do not fulfill their obligations,
such as making interest payments to bondholders or repaying bank loans. In the event of default, lenders, bondholders or banks suffer a loss because they will not receive the
payments promised to them. Both business cycles and firm specific events influence credit risk.
From our research results, there are signs of significant and positive relationship between characteristic, capacity, collateral, condition, cash, control, borrower’s morality,
irresistible causes and the credit risk quality.

ABSTRACT ................................................. i
ACKNOWLEDGEMENT .........................................iii
TABLE OF CONTENTS ....................................... iv
LIST OF TABLE ........................................... vi
LIST OF FIGURE ......................................... vii
CHAPTER 1 INTRODUCTION ................................... 1
1.1 RESEARCH BACKGROUND .................................. 1
1.2 RESEARCH MOTIVE ...................................... 2
1.3 RESEARCH PURPOSE ..................................... 4
1.4 RESEARCH PROCEDURE ................................... 6
CHAPTER 2 LITERATURE REVIEW .............................. 7
2.1 CREDIT RISK .......................................... 7
2.2 CORPORATE GOVERNANCE AND THE COLLATERALIZED SHARES .. 16
2.3 HOW TO ESTIMATE THE RISK ON BANKS’ LOAN AND PERFORMANCE .......... 19
2.4 OTHER RELATED ISSUES IN THE BANKING INDUSTRY......... 22
2.5 CAUSES OF CREDIT RISK ............................... 25
2.6 RISK-MANAGEMENT ..................................... 31
2.7 CREDIT RISK TRANSFER (CRT) ......................................................... 38
CHAPTER 3 RESEARCH METHOD ............................... 41
3.1 RESEARCH FRAMEWORK .................................. 41
3.2 HYPOTHESIS .......................................... 42
3.3 DEMOGRAPHIC VARIABLES ............................... 47
3.4 DATA ANALYSIS METHODS ............................... 48
3.5 DEFINE THE SCOPE OF THE STUDY, THE OBJECT AND THE SAMPLING METHOD ......... 53
4.1 SAMPLE ANALYSIS ..................................... 54
4.2 RELIABILITY AND VALIDITY ANALYSIS ................... 57
4.3 THE ANALYSIS OF THE IMPACT OF CHARACTERRISTICS TO CREDIT RISK QUALITY ............ 61
4.5 THE REGRESSION ANALYSIS OF COLLATERAL IMPACT TO CREDIT RISK QUALITY ............ 77
4.6 THE REGRESSION ANALYSIS OF CASH HAS SIGNIFICANT EFFECT ON CREDIT RISK QUALITY .... 78
4.7 THE REGRESSION ANALYSIS BETWEEN THE CASH IMPACT TO CREDIT RISK QUALITY ....... 79
4.8 THE REGRESSION ANALYSIS OF CONTROL IMPACT TO CREDIT RISK QUALITY ................. 80

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