Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

Autor:	Tin H Ho, Tu DQ Le, Dat T Nguyen
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	abnormal loan growth bank risk-taking vietnam quantile regression nonlinearity Business HF5001-6182 Management. Industrial management HD28-70
Zdroj:	Cogent Business & Management, Vol 8, Iss 1 (2021)
Druh dokumentu:	article
ISSN:	2331-1975 23311975
DOI:	10.1080/23311975.2021.1908004
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/e6915a5bfc7a406f8cb0415d67158407 Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
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