ĐO LƯỜNG RỦI RO NGÂN HÀNG VIỆT NAM BẰNG MÔ HÌNH GIÁ TRỊ RỦI RO

Abstract

Banking operations inherently carry various risks. Identifying and measuring these risks play an important role in enabling bank managers to make timely and effective decisions for risk mitigation and prevention. In this study, the author chose to measure the risk of banks using the Value at Risk (VaR) model based on data from 17 Vietnamese joint-stock commercial banks listed on the Hanoi Stock Exchange and Ho Chi Minh City Stock Exchange during the period 2021-2022.