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Le Truong Niem

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Open access Aug 2026

DETERMINANTS OF SYSTEMATIC RISK IN VIETNAMESE COMMERCIAL BANKS

This study examines the determinants of systematic risk in Vietnamese commercial banks during the period 2019–2024. Using a balanced panel dataset of 25 listed banks, systematic risk is measured by the beta coefficient derived from the Capital Asset Pricing Model (CAPM). The analysis employs panel data regression techn...

Le Truong Niem · 0 citations

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