scholarly journals Applying Bayesian method to investigate determinants of non performing loans of banks in Vietnam

2021 ◽  
Vol 5 (1) ◽  
pp. first
Author(s):  
Nam Hai Pham ◽  
Nguyen Ngoc Tan
Keyword(s):  
Commercial Banks ◽  
Policy Implications ◽  
Bank Loan ◽  
Gdp Growth ◽  
Bank Capital ◽  
Factors Affecting ◽  
Gdp Growth Rate ◽  
Macro Variables ◽  
Mcmc Chain ◽  
The Impact

This study was conducted to determine the factors affecting non-performing loans of commercial banks in Vietnam for the period 2007 - 2018. The study applies the Bayesian approach and the Random-walk Metropolis-Hastings algorithm to evaluate the impact of micro and macro factors on non-performing loans of commercial banks. The dependent variable is non-performing loans, which is measured by the ratio of non-performing loans divided by total outstanding loans; the independent variables in terms of bank characteristics are non-performing loans of the previous year, profitability, bank size, bak loans, and bank capital; the macro variables are inflation and GDP growth. Research data was collected from financial statements of 30 Vietnamese commercial banks and the General Statistics Office of Vietnam from 2007 to 2018. To increase the reliability and efficiency of the model as well as reasonable Bayes inference, a convergence test of the MCMC chain was performed. The result of this study shows that non-performing loans of the previous year, bank size, bank loan, bank capital, and inflation have positive impacts on bank non-performing loans. In addition, bank profitability and GDP growth rate are factors that have the opposite effects. Based on the research results, the author proposes policy implications for the decision-makers to help banks reduce non-performing loans and promote banks to operate effectively and more efficiently.

scholarly journals Assessing the Impact of Bank Concentration and Liquidity of Refah Bank Branches on Profitability during the Period1383-190

2014 ◽  
Vol 4 (1) ◽  
pp. 248
Author(s):  
Hossin Ostadi ◽  
Nastran Monsef
Keyword(s):  
Commercial Banks ◽  
Bank Capital ◽  
Factors Affecting ◽  
Bank Branches ◽  
Independent Variables ◽  
Bank Deposits ◽  
The Impact ◽  
Bank Concentration ◽  
Research Period

Profitability is an important factor to show this articledoeswhat is the role of the intermediary bank to collect your savings and allocation of loans.  Given the importance of profitability indicators in this study, the factors affecting the profitability of commercial banks in Iranare analyzedwith emphasis on the degree of centralization and bank deposits. Dependent variable is indicators of profitability (ROE, ROA) and bank deposits, bank size, bank capital, focus on liquidity and banking requirements are independent variables. Correlation analysis and OLS regression are used and the research period is 1381 to 1390 that the country's territory where bank branches.Our results indicate that the effect of bank size on profitability is positive and the increase in bank size on profitability is increased. Impact on the profitability of bank deposits is positive, ie increasing the profitability of bank deposits increased. Finally, the impact of bank concentration on profitability is positive. Increasing the bank's focus profitability increases. Moreover, the results adversely affect the liquidity of the index is profit. 

Financial and monetary policy of the State and its impact on the income level and poverty reduction in Russia

2020 ◽  
Vol 26 (5) ◽  
pp. 964-990
Author(s):  
N.I. Kulikov ◽  
V.L. Parkhomenko ◽  
Akun Anna Stefani Rozi Mobio
Keyword(s):  
Monetary Policy ◽  
Household Income ◽  
Poverty Reduction ◽  
The State ◽  
Financial Policy ◽  
Gdp Growth ◽  
Tax Rate ◽  
Gdp Growth Rate ◽  
The Government ◽  
The Impact

Subject. We assess the impact of tight financial and monetary policy of the government of the Russian Federation and the Bank of Russia on the level of household income and poverty reduction in Russia. Objectives. The purpose of the study is to analyze the results of financial and monetary policy in Russia and determine why the situation with household income and poverty has not changed for the recent six years, and the GDP growth rate in Russia is significantly lagging behind the global average. Methods. The study employs methods of analysis of scientific and information base, and synthesis of obtained data. The methodology and theoretical framework draw upon works of domestic and foreign scientists on economic and financial support to economy and population’s income. Results. We offer measures for liberalization of the financial and monetary policy of the government and the Central Bank to ensure changes in the structure of the Russian economy. The proposed alternative economic and financial policy of the State will enable the growth of real incomes of the population, poverty reduction by half by 2024, and annual GDP growth up to 6 per cent. Conclusions. It is crucial to change budget priorities, increase the salaries of public employees, introduce a progressive tax rate for individuals; to reduce the key rate to the value of annual inflation and limit the bank margin. The country needs a phased program to increase the population's income, which will ensure consumer demand.

scholarly journals Public reporting of performance measures in long-term care in Canada: does it make a difference?

2020 ◽  
Vol 30 (Supplement_5) ◽  
Author(s):  
M Poldrugovac ◽  
J E Amuah ◽  
H Wei-Randall ◽  
P Sidhom ◽  
K Morris ◽  
...  
Keyword(s):  
Performance Measures ◽  
Performance Indicators ◽  
Long Term Care ◽  
Public Reporting ◽  
Policy Implications ◽  
Term Care ◽  
Factors Affecting ◽  
Care Facilities ◽  
The Impact

Abstract Background Evidence of the impact of public reporting of healthcare performance on quality improvement is not yet sufficient to draw conclusions with certainty, despite the important policy implications. This study explored the impact of implementing public reporting of performance indicators of long-term care facilities in Canada. The objective was to analyse whether improvements can be observed in performance measures after publication. Methods We considered 16 performance indicators in long-term care in Canada, 8 of which are publicly reported at a facility level, while the other 8 are privately reported. We analysed data from the Continuing Care Reporting System managed by the Canadian Institute for Health Information and based on information collection with RAI-MDS 2.0 © between the fiscal years 2011 and 2018. A multilevel model was developed to analyse time trends, before and after publication, which started in 2015. The analysis was also stratified by key sample characteristics, such as the facilities' jurisdiction, size, urban or rural location and performance prior to publication. Results Data from 1087 long-term care facilities were included. Among the 8 publicly reported indicators, the trend in the period after publication did not change significantly in 5 cases, improved in 2 cases and worsened in 1 case. Among the 8 privately reported indicators, no change was observed in 7, and worsening in 1 indicator. The stratification of the data suggests that for those indicators that were already improving prior to public reporting, there was either no change in trend or there was a decrease in the rate of improvement after publication. For those indicators that showed a worsening trend prior to public reporting, the contrary was observed. Conclusions Our findings suggest public reporting of performance data can support change. The trends of performance indicators prior to publication appear to have an impact on whether further change will occur after publication. Key messages Public reporting is likely one of the factors affecting change in performance in long-term care facilities. Public reporting of performance measures in long-term care facilities may support improvements in particular in cases where improvement was not observed before publication.

scholarly journals The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization

Equilibrium ◽  
2016 ◽  
Vol 11 (1) ◽  
pp. 43 ◽  
Author(s):  
Małgorzata Olszak ◽  
Mateusz Pipień ◽  
Sylwia Roszkowska
Keyword(s):  
Commercial Banks ◽  
Robust Estimator ◽  
Bank Capital ◽  
Savings Banks ◽  
Cooperative Banks ◽  
Lending Activity ◽  
The Impact ◽  
The Relationship

In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between loans growth and capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative banks and savings banks. We also expect that this effect is nonlinear, and is stronger in “low” capital banks than in “high” capital banks. In order to test our hypotheses, we apply the two-step GMM robust estimator for data spanning the years 1996–2011 on individual banks available in the Bankscope database. Our analysis shows that lending of poorly capitalized banks is more affected by capital ratio than lending of well-capitalized banks. Loans growth of cooperative and savings banks is more capital constrained that lending of commercial banks. Capital matters for the lending activity in contractions only in the case of savings and “low” capital banks.

The Impact of Infrastructure on Growth in Developing Countries

2017 ◽  
pp. 40-68 ◽  
Author(s):  
Derya Yılmaz ◽  
Işın Çetin
Keyword(s):  
Developing Countries ◽  
Instrumental Variables ◽  
Dynamic Panel Data ◽  
Gdp Growth ◽  
Per Capita Gdp ◽  
Gdp Growth Rate ◽  
Generating Capacity ◽  
Catch Up ◽  
Per Capita ◽  
The Impact

Infrastructure and growth nexus has been debated in the literature since 1980s. This debate has a vital importance for the sake of developing countries. These countries need to grow faster in order to catch-up their advanced counterparts. Thus, it is important to detect the effect of infrastructure on growth. Bearing in mind this fact, we develop a standard growth regression in this present chapter using per capita GDP growth rate as a dependent variable. Infrastructure is added to the model as an index constructed from the indicators of infrastructure: total electric generating capacity, total telephone lines and the length of road network. We also employ set of instrumental variables comprising 29 developing countries between 1990 and 2014. In order to estimate our dynamic panel data we prefer GMM estimators. According to our empirical analysis, we can claim that infrastructure has a positive and significant impact on growth. But this impact is smaller than the earlier studies predict.

The Role of Bank Liquidity and Bank Risk in Determining Bank Capital: Empirical Analysis of Asian Banking Industry

2020 ◽  
Vol 23 (03) ◽  
pp. 2050020 ◽  
Author(s):  
Faisal Abbas ◽  
Shahid Iqbal ◽  
Bilal Aziz
Keyword(s):  
Emerging Economies ◽  
Commercial Banks ◽  
Banking Industry ◽  
Negative Association ◽  
Bank Risk ◽  
Standard Errors ◽  
Bank Capital ◽  
Short Run ◽  
The Impact

This study provides new insights about how bank liquidity and bank risk have influenced the capital ratio of commercial banks operating in Asia’s emerging economies after the financial crisis 2007–2008. The data were collected for 377 banks from the Bankscope database covering the period of eight years between 2010 and 2017. The linear regression panel-corrected standard errors approach is used to find consistent estimators. The results of the overall sample and medium-sized banks regression revealed a positive relationship between bank liquidity and bank capital ratio, whereas the liquidity and bank capital ratio of large commercial banks have a negative association. The impact of liquidity on bank capital ratio is positive but insignificant in the case of smaller banks. The impact of bank risk on bank capital ratio is negative in the case of smaller and medium-sized banks, whereas the association is found positive in the case of larger and overall banks data results in short run, other things remain unchanged. The findings have valued information for researchers, analysts, managers, and policymakers.

Surviving Vietnam

2018 ◽  
Author(s):  
Bruce P. Dohrenwend ◽  
Nick Turse ◽  
Thomas J. Yager ◽  
Melanie M. Wall
Keyword(s):  
Longitudinal Study ◽  
Vietnam War ◽  
Vietnam Veterans ◽  
Public Attitudes ◽  
Psychological Impact ◽  
Policy Implications ◽  
Psychological Consequences ◽  
Post Traumatic Stress ◽  
Factors Affecting ◽  
The Impact

Surviving Vietnam: Psychological Consequences of the War for U.S. Veterans presents a unique combination of historical material, military records of combat exposure, clinical diagnoses of post-traumatic stress disorder (PTSD), and interviews with representative samples of veterans surveyed both a little over decade after the war’s conclusion in the National Vietnam Veterans Readjustment Study (NVVRS), and again nearly four decades after the war’s conclusion in the National Vietnam Veterans Longitudinal Study (Longitudinal Study). It focuses specifically on veterans’ war-zone experiences and the development in some of PTSD, a relatively new and controversial diagnosis. The monograph begins with a brief history of the Vietnam war that provides context for the discussions of the relevance to their mental health outcomes of the severity of veterans’ exposure to combat, their personal involvement in harm to civilians and prisoners, their race/ethnicity, and their military assignments. It discusses nurses’ experiences in Vietnam and the psychological impact on families of veterans’ chronic war-related PTSD. The monograph then examines factors affecting surveyed veterans’ post-war readjustment, including the effects of changing public attitudes toward the war and the veterans’ own appraisals of the impact of the war on their lives after the war. It concludes by discussing the policy implications of its research findings.

Efficiency of Thai Commercial Banks: Pre- vs. Post-1997 Financial Crisis

2010 ◽  
Vol 13 (03) ◽  
pp. 417-447 ◽  
Author(s):  
Pornchai Chunhachinda ◽  
Li Li
Keyword(s):  
Growth Rate ◽  
Financial Crisis ◽  
Cost Efficiency ◽  
Commercial Banks ◽  
Gdp Growth ◽  
Crisis Period ◽  
Real Gdp ◽  
Gdp Growth Rate ◽  
Cost Efficiencies ◽  
Financial Characteristics

This study measures and compares the profit and cost efficiencies of Thai commercial banks between 1990 and 2008 which has been subdivided into the pre-crisis, the financial crisis, and the post-crisis periods. The efficiency scores are measured using a combination of parametric and non-parametric frontier approach. Both average profit and cost efficiency levels of the post-crisis period are found to be significantly lower than those of the pre-crisis period. The evidence also indicates that the real GDP growth rate and some general and financial characteristics are correlated with the efficiency level of Thai commercial banks.

scholarly journals The Determinants of Credit Growth in Lebanon

2016 ◽  
Vol 10 (2) ◽  
pp. 9 ◽  
Author(s):  
Ali Awdeh
Keyword(s):  
Money Supply ◽  
Commercial Banks ◽  
Opposite Effect ◽  
Negative Impact ◽  
Bank Credit ◽  
Gdp Growth ◽  
Credit Growth ◽  
One Year ◽  
Loan Growth ◽  
The Impact

This study aims at defining the credit growth determinants in Lebanon by exploiting a panel data of 34 commercial banks over the period 2000-2015. The empirical results show that deposit growth, GDP growth, inflation, and money supply, all boost bank credit to the resident private sector. Conversely, credit risk, lending interest rate, T-bill rate, public borrowing, and remittance inflows decrease loan growth. We extend our analysis and detect the impact of one year lag of all exploited variables in order to find out if they have a delayed impact on credit growth, where we find several different results. For instance, lag LLP recorded the opposite effect of LLP; ROA does not affect credit growth, whereas its lag lowers credit growth; the impact of a change in money supply amplifies considerably after one year; and finally, the negative impact of remittances fades away after one year.  

scholarly journals Capital adequacy ratio and a bank’s financial stability in Vietnam

2021 ◽  
Vol 16 (4) ◽  
pp. 61-71
Author(s):  
Nguyen Minh Sang
Keyword(s):  
Commercial Banks ◽  
Financial Stability ◽  
Generalized Method Of Moments ◽  
Capital Adequacy ◽  
Policy Implications ◽  
Ho Chi Minh City ◽  
Loan Loss ◽  
Control Variables ◽  
Capital Adequacy Ratio ◽  
The Impact

The objective of this study is to provide more empirical evidence on the impact of the capital adequacy ratio, as well as control and micro variables, on the financial stability of commercial banks in emerging markets such as Vietnam. The study analyzes the impact of the capital adequacy ratio on the financial stability of 18 Vietnamese commercial banks in the period 2010–2020 using the Generalized method of moments (GMM) model. Empirical research results show that the capital adequacy ratio has a positive correlation with the financial stability of Vietnamese commercial banks during the study period. Besides, the study also uses control variables such as Profitability through ROA and ROE, Bank Size (SIZE), Loans to Assets Ratio (LTA), Deposits to Assets Ratio (DTA), and Loan Loss Ratio (LLR), to analyze their impact on the financial stability of Vietnamese commercial banks. Based on the above results, the study proposes some policy implications to enhance the financial stability of Vietnamese commercial banks using the capital adequacy ratio and the control variables from the GMM model that are statistically significant. The paper also pointed out four limitations of the study in terms of data, research samples, methods and research models, so that further research can be more complete. AcknowledgmentThe author wishes to acknowledge support from the Banking University of Ho Chi Minh City. This research was made possible thanks to all valuable support from relevant stakeholders.

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