Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries
In this paper we use a dynamic panel data model (system GMM estimator) to analyze bank-specific and macroeconomic determinants of bank risk as measured by the Z-score of 70 listed commercial banks operating in six Southeast Asian countries over the period from 2005 to 2013. Our results indicate that...
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University of Economics Ho Chi Minh City
2023
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| Truy cập trực tuyến: | http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=21502787-06d7-44bc-8c93-eb98fc4a5ad7 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115497 |
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oai:scholar.dlu.edu.vn:DLU123456789-1154972023-03-08T03:56:31Z Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries Tran, Hung Son Nguyen, Thanh Liem Hoang, Trung Nghia In this paper we use a dynamic panel data model (system GMM estimator) to analyze bank-specific and macroeconomic determinants of bank risk as measured by the Z-score of 70 listed commercial banks operating in six Southeast Asian countries over the period from 2005 to 2013. Our results indicate that asset structure, capitalization, size, and the stock market development are negatively and significantly related to bank risk, which is, in turn, positively related to efficiency, revenue diversification, and the banking system development. 2023-03-08T03:56:31Z 2023-03-08T03:56:31Z 2016 Article 2615-9112 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=21502787-06d7-44bc-8c93-eb98fc4a5ad7 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115497 10.24311/jabes/2016.23.2.08 en Journal of Asian Business and Economic Studies, Volume 23, Issue 02; p. 120-136 application/pdf University of Economics Ho Chi Minh City |
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Thư viện Trường Đại học Đà Lạt |
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Thư viện số |
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English |
| description |
In this paper we use a dynamic panel data model (system GMM estimator) to analyze bank-specific and macroeconomic determinants of bank risk as measured by the Z-score of 70 listed commercial banks operating in six Southeast Asian countries over the period from 2005 to 2013. Our results indicate that asset structure, capitalization, size, and the stock market development are negatively and significantly related to bank risk, which is, in turn, positively related to efficiency, revenue diversification, and the banking system development. |
| format |
Article |
| author |
Tran, Hung Son Nguyen, Thanh Liem Hoang, Trung Nghia |
| spellingShingle |
Tran, Hung Son Nguyen, Thanh Liem Hoang, Trung Nghia Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| author_facet |
Tran, Hung Son Nguyen, Thanh Liem Hoang, Trung Nghia |
| author_sort |
Tran, Hung Son |
| title |
Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| title_short |
Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| title_full |
Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| title_fullStr |
Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| title_full_unstemmed |
Factors Affecting Bank Risk-Taking: Evidence from Southeast Asian Countries |
| title_sort |
factors affecting bank risk-taking: evidence from southeast asian countries |
| publisher |
University of Economics Ho Chi Minh City |
| publishDate |
2023 |
| url |
http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=21502787-06d7-44bc-8c93-eb98fc4a5ad7 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115497 |
| _version_ |
1819796114689228800 |