当前位置: X-MOL 学术Cogent Business & Management › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
Cogent Business & Management ( IF 3.0 ) Pub Date : 2021-04-02 , DOI: 10.1080/23311975.2021.1908004
Tin H Ho 1, 2 , Tu DQ Le 1, 2 , Dat T Nguyen 2, 3
Affiliation  

Abstract

We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results showed that abnormal loan growth initially helped banks to reduce risk-taking. However, this relationship was U-shaped and heterogeneous. The effect of abnormal loan growth was more significant for banks at the upper tail of the risk-taking distribution. Our findings also demonstrated that the turning point of abnormal loan growth increased throughout the risk-taking distribution. Hence, our findings suggest that the pursuit of excessive lending is more likely to result in greater bank risk-taking.



中文翻译:

越南的贷款增长异常和银行冒险:分位数回归方法

摘要

我们使用分位数回归方法,以实证方式调查并提出了异常贷款增长对越南银行系统在2007年至2019年之间承担风险的影响中的非线性和异质性的证据。我们的结果表明,异常的贷款增长最初有助于银行降低风险承担。但是,这种关系是U形的并且是异质的。处于异常冒险分布中的银行对银行异常贷款增长的影响更为显着。我们的研究结果还表明,在整个风险分配过程中,异常贷款增长的转折点有所增加。因此,我们的研究结果表明,追求过多的贷款更有可能导致银行承担更大的风险。

更新日期:2021-04-04
down
wechat
bug