Volume 18, Special Issue on Current Trends in Management and Information Technology, 2021

Using Internet Data for Evaluating Market Risk During Period 2011-2020 - A Case of Eximbank in Vietnam in the Concept of Sustainable Development


Dinh Tran Ngoc Huy, Nguyen Ngoc Thach, Nguyen Thi Hoa and Nguyen Tien Dung

Abstract

In recent years, there is high demand for research and development of policies serving for sustainable development of economy in emerging markets such as Vietnam. Reason is that quality of economic growth of the country still not so high as expected. Because banks in Vietnam played major role in promoting economic development, we will analyze which factors that influence sustainable development of banks, from a risk management approach. Authors use, in this paper, a mixed methods of qualitative with synthesis and inductive methods, with quantitative methods such as OLS. We will choose a big listed bank, Eximbank - EIB as a typical case study. The research findings tell us that because SP500 have higher impacts on beta CAPM, for external factors and positive effects whereas exchange rate has negative impact on beta. We suggest government agencies need to increase exchange rate little bit to reduce risk.


Pages: 191-206

DOI: 10.14704/WEB/V18SI05/WEB18223

Keywords: Bank Sustainability, Vietnam Banks, Eximbank, Beta CAPM, Risk Management, Digital Transformation, Internet Data, Industry 4.0.

Full Text