摘要
本研究以VIETCOMBANK為例，旨在探討影響越南銀行信用風險管理之因素，而研究期間為2020年2月至2020年8月，期望本實證研究能找出影響信用風險管理成效的關鍵變數，據以制定降低貸款風險和提高貸款使用效率的措施。
本研究參考過去的文獻資料，將信用風險納入客觀原因和主觀原因二個面向進行探究，本研究透過越南VIETCOMBANK各河內分行之信貸人員收集到350筆資料做為本研究樣本，並以SPSS統計軟體進行迴歸模型等資料分析。
本研究之實證結果發現，經濟政策、客戶因素、銀行內部因素、銀行人力資源、內部控制檢查對企業信用風險管理呈現正向的影響。本研究驗驗了影響信用風險的因素，並據以提出建議，期提高貸款效率以降低信用風險。

關鍵字：VIETCOMBANK銀行、效率、信用風險管理、越南

The study “Factors Affecting Credit Risk Management of Vietnamese Banks: Evidence from the VIETCOMBANK (VCB)” is done in the period from 02/2020 to 08/2020 with the aims to find out which factors affect corporate credit risk management in the VCB, on the basic of which set out measures to limit the risks of using loans as well as improving the efficiency of using loans in this area.
This study uses the references on corporate credit risk in recent times to refer to the factors affecting credit risk management in this area, the risks of credit including objective and subjective reasons.
With 350 observations collected from VCB credit staff in the districts of Ha Noi, the study used the regression model and SPSS software to analyze the factors affecting the credit risk of VCB. Analytical results from the regression model showed that the factors: Economic policy, Factors belong to customers, Factors belong to the internal bank, Human resources of the bank, Internal control inspection have positive correlation relationship with the corporate credit risk management.
Results obtained through quantitative research, the study identified the factors affecting the credit risk and set out some solutions to improve the efficiency of loans and collect the repay loans on time and minimizing the risk.

摘要...i
Abstract...ii
Acknowledgments...iii
Table of contents...iv
List of Table...vi
List of Figures...vii
List of Abbreviations...viii
CHAPTER I INTRODUCTION...1
1.1 Research background and motivation...1
1.2 Research purposes and objective...2
1.3 Research structure...2
1.4 The meaning of the research topic...2
CHAPTER II LITERATURE REVIEW...3
2.1 Credit risk...3
2.1.1 Point of view about credit...3
2.1.2 Credit risk...4
2.2 Credit management process...7
2.2.1 Concept of credit risk management...7
2.2.2 The need of the credit risk management...7
2.2.3 Objective of credit management...8
2.2.4 Credit management tools...8
2.3 Some previous research models...9
2.3.1 Model of risk assessment by qualitative method 6C...9
2.3.2 The ratings of Moody's and Standard & Poor's...10
2.3.3 Z - Credit scoring model...10
2.3.4 Consumer credit scoring model...11
2.3.5 Quantify credit risk using the CreditMetrics model...12
2.3.6 Portfolio Manager of KMV...12
CHAPTER III RESEARCH METHODOLOGY...14
3.1. Questionnaire...14
3.2 Selecting research participants...18
3.3 Descriptive Statistics...18
3.4 Cronbach’s alpha and exploratory factors analysis EFA...19
CHAPTER IV RESULTS...21
4.1 Current status of credit activities at VCB...21
4.1.1 Some financial indicators of VCB 2015-2019...21
4.1.2 Lending activities...22
4.1.3 Credit risk management at VCB...27
4.2 Research results and tests...29
4.2.1 Surveyed object statistics...29
4.2.2 Evaluate the reliability of the scale through Cronbach's Alpha coefficient...30
4.2.3 Factor analysis of EFA for the scale of factors affecting credit risk at VCB...36
4.2.4 Analysis of factors EFA for credit risk scale at VCB...40
4.2.5 Test models and hypotheses...40
CHAPTER V CONCLUSIONS AND DISCUSSION...46
5.1 Discuss research variables...46
5.2 Conclusion...50
5.3 Limitation...52
APPENDIX 1: TABLE OF CONSUME CREDIT SCORING MODEL...55
APPENDIX 2: TABLE OF CONSUMER CREDIT POLICY FRAMEWORK...57
APPENDIX 3: SURVEY QUESTIONAIRE...58
EXTENDED ABSTRACT...62

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