Adjustment of interbank lending in pre- and post-regulation periods: Empirical analysis of Vietnamese commercial banks

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F17%3A63517331" target="_blank" >RIV/70883521:28120/17:63517331 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.14254/2071-8330.2017/10-3/5" target="_blank" >http://dx.doi.org/10.14254/2071-8330.2017/10-3/5</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.14254/2071-8330.2017/10-3/5" target="_blank" >10.14254/2071-8330.2017/10-3/5</a>

Result language

angličtina

Original language name

Adjustment of interbank lending in pre- and post-regulation periods: Empirical analysis of Vietnamese commercial banks

Original language description

This article aims to analyze the interbank lending adjustment during the period when Vietnamese commercial banks are compliant with some parts of the Basel regulation framework. A pilot regulation period has started in 2011 and full application will be effective by the end of 2018. Partial adjustment models and variance decomposition are used for the analyses. In the analysis of the quarterly released financial statements of Vietnamese commercial banks in the period from 2008/Q1 to 2015/Q4, the empirical evidence showed that throughout the period, lending to non-bank and high liquidity assets contributed to the adjustment in both long run and short run with a negative association. In addition, the loan loss allowance contributed to the adjustment in the post-regulation period only with a positive association. These highly contributing factors also show a potential shock after the adjustment of the interbank lending. The results imply there is a need for interbank lending portfolio report and an efficient control over the IRB of Vietnamese commercial banks.

Czech name

—

Czech description

—

Type

J_SC - Article in a specialist periodical, which is included in the SCOPUS database

CEP classification

—

OECD FORD branch

50206 - Finance

Project

—

Continuities

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Journal of International Studies

ISSN

2071-8330

e-ISSN

—

Volume of the periodical

10

Issue of the periodical within the volume

4

Country of publishing house

PL - POLAND

Number of pages

13

Pages from-to

64-67

UT code for WoS article

—

EID of the result in the Scopus database

2-s2.0-85034839450