Abstract
Bank stability plays an increasingly important role in financial stability and a nation’s economy, so bank stability has been becoming a primary concern of academics and policymakers. The study is conducted to investigate determinants of Vietnamese commercial banks stability during the 2008–2019 period, among bank-characteristic and macroeconomic factors. By using the sample of 27 commercial banks and Bayesian linear regression, the research results show that bank size, credit grow and liquidity ratios have a positive impact on bank stability. Whereas, income diversification, the loan to total assets ratio correlates with bank stability negatively. In addition, the inflation rate and GDP growth have a negative and positive impact on bank stability. These research results are observed to be relatively consistent with previous studies.
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Trung, N.D., Quynh, N.T.N., Luan, L.D. (2022). Determinants of Bank Stability: Evidence from Vietnam. A Bayesian Approach. In: Ngoc Thach, N., Ha, D.T., Trung, N.D., Kreinovich, V. (eds) Prediction and Causality in Econometrics and Related Topics. ECONVN 2021. Studies in Computational Intelligence, vol 983. Springer, Cham. https://doi.org/10.1007/978-3-030-77094-5_46
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