Received: 06-03-2018 / Accepted: 21-08-2018
In our study, we used statistical models based on multivariate linear discriminant analysis, logistic regression and SVM methods to construct bank classification functions for early risk warning for Vietnam joint stock commercial banks The models were built on attribute groups such as profitability, deficit indicators, asset management efficiency, asset quality, safety level, sustainable growth rate and liquidity. The study calculates the accuracy of the research models on both data sets and tests, in addition to the types of mistakes of type I, mistakes of type II that models suffer from.