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Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis

In: Risk Management Post Financial Crisis: A Period of Monetary Easing

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  • Xuan Vinh Vo
  • Phuc Canh Nguyen

Abstract

A thorough understanding of transmission mechanism is a key to a successful conduct of monetary policy. This chapter attempts to improve knowledge in this respect by examining the impacts of commercial bank risks on the transmission of monetary policy. We investigate the impact of monetary policy on bank risk in Vietnam pre and post 2008 global financial crisis employing a unique and disaggregated bank level data set from 2003 to 2012. The results of panel data estimation indicate that the bank lending channel of monetary is evidenced in Vietnam. In addition, we find that the transmission mechanism is affected by characteristics of commercial banks.

Suggested Citation

  • Xuan Vinh Vo & Phuc Canh Nguyen, 2014. "Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 277-290, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:csefzz:s1569-375920140000096011
    DOI: 10.1108/S1569-375920140000096011
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    Cited by:

    1. Manh-Tung Ho & Ngoc-Thang B. Le & Hung-Long D. Tran & Quoc-Hung Nguyen & Manh-Ha Pham & Minh-Hoang Ly & Manh-Toan Ho & Minh-Hoang Nguyen & Quan-Hoang Vuong, 2021. "A Systematic and Critical Review on the Research Landscape of Finance in Vietnam from 2008 to 2020," JRFM, MDPI, vol. 14(5), pages 1-24, May.
    2. Nguyen, Thai Vu Hong & Pham, Tra Thi Thu & Nguyen, Canh Phuc & Nguyen, Thanh Cong & Nguyen, Binh Thanh, 2020. "Excess liquidity and net interest margins: Evidence from Vietnamese banks," Journal of Economics and Business, Elsevier, vol. 110(C).
    3. Veríssimo, Pedro & de Carvalho, Paulo Viegas & Laureano, Luís, 2021. "Asymmetries in the Euro area banking profitability," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    4. Bui, Duy-Tung & Nguyen, Canh Phuc & Su, Thanh Dinh, 2021. "Asymmetric impacts of monetary policy and business cycles on bank risk-taking: Evidence from Emerging Asian markets," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).

    More about this item

    Keywords

    Monetary policy; bank risk; crisis; transmission channel; E52; E58; G28;
    All these keywords.

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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