Bank capital leverage: An empirical study of Vietnamese commercial banks during the pilot period of Basel regulatory

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Bank capital leverage: An empirical study of Vietnamese commercial banks during the pilot period of Basel regulatory

Popis výsledku v původním jazyce

This paper is aimed to analyze the evolution of the on-balance-sheet of Vietnamese commercial banks' leverage ratio during the period 2008Q1 to 2015Q2. There was a pilot program from 2010Q4 to 2015Q2 in the period. The purpose of the pilot program is to assess whether commercial Vietnamese banks are ready to adopt Basel 2 and Basel 3 regulatory framework. We divide the full period into two sub-periods according to pre- and post- of the capital regulation requirements which are launching by the State Bank of Vietnam. Analysis was made by application of the pooled regression model on the panel data. We found that in the post-period of the capital regulation requirements, most of the leverage of the Vietnamese commercial banks is dependent on both the household deposit and the interbank capital. The situation of post-period is similar as the pre-period of the launch capital regulation requirement of the State Bank of Vietnam, but the volume of the interbank capital is become smaller. From the regulation perspective, our findings suggest that the State Bank of Vietnam should supervise the assets quality of off - balance sheet and the value ratio of collateral is accepted (called "haircut") by the Vcb to avoid resulting liquidity risk. We also remind the Vcb about the improvement of own capital for the achievement of capital regulation requirement.

Název v anglickém jazyce

Bank capital leverage: An empirical study of Vietnamese commercial banks during the pilot period of Basel regulatory

Popis výsledku anglicky

This paper is aimed to analyze the evolution of the on-balance-sheet of Vietnamese commercial banks' leverage ratio during the period 2008Q1 to 2015Q2. There was a pilot program from 2010Q4 to 2015Q2 in the period. The purpose of the pilot program is to assess whether commercial Vietnamese banks are ready to adopt Basel 2 and Basel 3 regulatory framework. We divide the full period into two sub-periods according to pre- and post- of the capital regulation requirements which are launching by the State Bank of Vietnam. Analysis was made by application of the pooled regression model on the panel data. We found that in the post-period of the capital regulation requirements, most of the leverage of the Vietnamese commercial banks is dependent on both the household deposit and the interbank capital. The situation of post-period is similar as the pre-period of the launch capital regulation requirement of the State Bank of Vietnam, but the volume of the interbank capital is become smaller. From the regulation perspective, our findings suggest that the State Bank of Vietnam should supervise the assets quality of off - balance sheet and the value ratio of collateral is accepted (called "haircut") by the Vcb to avoid resulting liquidity risk. We also remind the Vcb about the improvement of own capital for the achievement of capital regulation requirement.

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název statě ve sborníku

Proceedings of the 3rd International Conference on Finance and Economics

ISBN

978-80-7454-598-6

ISSN

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e-ISSN

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Počet stran výsledku

14

Strana od-do

1-13

Název nakladatele

Univerzita Tomáše Bati ve Zlíně

Místo vydání

Zlín

Místo konání akce

Ho Chi Minh City

Datum konání akce

15. 6. 2016

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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