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

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dc.title Bank capital leverage: An empirical study of Vietnamese commercial banks during the pilot period of Basel regulatory en
dc.contributor.author Ho, Thanh Tung
dc.relation.ispartof Proceedings of the 3rd International Conference on Finance and Economics 2016
dc.date.issued 2016
dc.citation.spage 689
dc.citation.epage 700
dc.event.title 3rd International Conference on Finance and Economics (ICFE)
dc.event.location Ho Chi Minh City
utb.event.state-en Vietnam
utb.event.state-cs Vietnam
dc.event.sdate 2016-06-15
dc.event.edate 2016-06-17
dc.type conferenceObject
dc.language.iso en
dc.publisher Tomas Bata University in Zlín
dc.subject Basel 3 en
dc.subject bank regulations en
dc.subject Vietnamese commercial banks en
dc.subject bank leverage ratio en
dc.description.abstract 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. en
utb.faculty Faculty of Management and Economics
dc.identifier.uri http://hdl.handle.net/10563/1008946
utb.identifier.rivid RIV/70883521:28120/16:43874748!RIV17-MSM-28120___
utb.identifier.obdid 43875399
utb.identifier.wok 000471168600058
utb.source d-wok
dc.date.accessioned 2019-08-16T09:30:11Z
dc.date.available 2019-08-16T09:30:11Z
dc.description.sponsorship Internal Grant Agency of FaME TBU [IGA/FaME/2015/025]
utb.contributor.internalauthor Ho, Thanh Tung
utb.fulltext.sponsorship The author is thankful to the Internal Grant Agency of FaME TBU No. IGA/FaME/2015/025. The possibilities of the financial performance growth for commercial banks in the context of the credit risk of SME and the customer satisfaction, for financial support to carry out this research.
utb.wos.affiliation [Tung Thanh Ho] Tomas Bata Univ Zlin, Fac Management & Econ, Zlin, Czech Republic; [Tung Thanh Ho] Ton Duc Thang Univ, Fac Finance & Banking, Hochiminh City, Vietnam
utb.fulltext.projects IGA/FaME/2015/025
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