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

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dc.title Adjustment of interbank lending in pre-and post-regulation periods: Empirical analysis of Vietnamese commercial banks en
dc.contributor.author Ho, Thanh Tung
dc.relation.ispartof Journal of International Studies
dc.identifier.issn 2071-8330 OCLC, Ulrich, Sherpa/RoMEO, JCR
dc.date.issued 2017
utb.relation.volume 10
utb.relation.issue 3
dc.citation.spage 64
dc.citation.epage 76
dc.type article
dc.language.iso en
dc.publisher Centre of Sociological Research
dc.identifier.doi 10.14254/2071-8330.2017/10-3/5
dc.subject Adjustment speed en
dc.subject Bank regulation en
dc.subject Basel regulation en
dc.subject Capital regulation en
dc.subject Interbank lending en
dc.subject Vietnamese commercial banks en
dc.description.abstract 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. © Foundation of International Studies, 2017 & CSR, 2017. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1007623
utb.identifier.obdid 43877321
utb.identifier.scopus 2-s2.0-85034839450
utb.source j-scopus
dc.date.accessioned 2018-01-15T16:31:34Z
dc.date.available 2018-01-15T16:31:34Z
utb.contributor.internalauthor Ho, Thanh Tung
utb.scopus.affiliation Faculty of Management and Economics, Tomas Bata University in Zlin, Czech Republic; Faculty of Finance and Banking, Ton Duc Thang University, Hochiminh city, Viet Nam
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