CLUSTERING BANK RISK AND PERFORMANCE IN VIETNAM POLICY IMPLICATIONS FOR EARLY-WARNING SUPERVISION

CLUSTERING BANK RISK AND PERFORMANCE IN VIETNAM POLICY IMPLICATIONS FOR EARLY-WARNING SUPERVISION

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CLUSTERING BANK RISK AND PERFORMANCE IN VIETNAM POLICY IMPLICATIONS FOR EARLY-WARNING SUPERVISION

This study applies Principal Component Analysis (PCA) and the K-means clustering algorithm to classify commercial banks in Vietnam according to financial performance and risk characteristics during the period 2002–2021. A panel dataset of 644 bank-year observations from 45 institutions was constructed using financial statements and annual reports.

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