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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

50206 - Finance

Projekt

—

Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název periodika

Journal of International Studies

ISSN

2071-8330

e-ISSN

—

Svazek periodika

10

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

PL - Polská republika

Počet stran výsledku

13

Strana od-do

64-67

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-85034839450