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Credit Risk Amid Banking Uncertainty In Vietnam
Using a new measure of micro uncertainty based on the cross-sectional dispersion of bank-level shocks, we analyze the impact of banking uncertainty on credit risk in Vietnam during the period 2007–2019. We document that a higher level of banking uncertainty may increase credit risk, and this unfavorable impact is mitigated at larger, better capitalized, and more liquid banks. As compared to private-owned banks, state-owned banks experience higher credit risk during periods of uncertainty. Further analysis supports the “search for yield” hypothesis and helps to better understand
why credit risk increases amid uncertainty.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| PSB lt.2 - Karya Akhir (Majalah) | 1 |
| Penerbit | Jakarta: Bank Indonesia 2022 |
|---|---|
| Edisi | Volume 25, Number 1, 2022 |
| Subjek | Banking Credit Risk |
| ISBN/ISSN | 2460-9196 |
| Klasifikasi | NONE |
| Deskripsi Fisik | 134 p. |
| Info Detail Spesifik | Bulletin Of Monetary Economics And Banking |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas |