Adjustment of Interbank Lending in Pre- and Post-regulation Periods : Empirical Analysis of Vietnamese Commercial Banks

• Autorzy: Ho Thanh Tung
• Języki publikacji: EN

Abstrakty

EN

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. (original abstract)

Słowa kluczowe

EN

Bank regulations; Commercial banks; Bank loans

PL

Regulacje bankowe; Banki komercyjne; Pożyczki bankowe

• Czasopismo: Journal of International Studies
• Rocznik: 2017
• Tom: 10
• Numer: nr 3
• Strony: 64--76

Twórcy

autor

Ho Thanh Tung

• Tomas Bata University in Zlin, Czech Republic; Ton Duc Thang University, Hochiminh city, Vietnam

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Identyfikatory

DOI

10.14254/2071-8330.2017/10-3/5