| dc.description.abstract | The primary objective of this thesis is to comprehensively analyze the
correlation between the ownership structure of banks and the levels of financial risks
they face, with a special focus on credit risk and bankruptcy risk. In the study procedure,
the author selected two indices, namely Z-Score and Non-Performing Loan (NPL), as
dependent variables to assess the financial soundness of commercial banks. The
research used a cross-sectional time-series FGLS (Feasible Generalized Least Squares)
regression model to analyze 144 data from 24 banks over six time periods in Vietnam.
The model is adjusted for heteroskedasticity and panel-specific AR(1) correlation. The
findings indicate that greater levels of large, institutional, individual, and foreign
ownership are strongly linked to heightened bank risk, which contradicts conventional
beliefs on the stabilizing impact of concentrated ownership. Conversely,
macroeconomic variables like as GDP growth and inflation contribute to an increase in
risk, highlighting the significance of employing adaptive risk management solutions.
These findings give a detailed knowledge of how ownership arrangements and financial
practices impact bank stability, making essential contributions to the existing research
and providing practical implications for policymakers and financial institutions in
creating effective risk management frameworks. | en_US |
