The determinants of bank’s stability: a system GMM panel analysis

This study was conducted to investigate the determinants of bank’s stability in an emerging country. Data were collected from the commercial banks listed on Vietnam’s Stock Exchanges over the years from 2010 to 2018. Further, the generalized method of moments (GMM) regression technique to control fo...

Descripción completa

Guardado en:

Detalles Bibliográficos
Autores principales:	Thuy Tu Pham, Le Kieu Oanh Dao, Van Chien Nguyen
Formato:	article
Lenguaje:	EN
Publicado:	Taylor & Francis Group 2021
Materias:	bank foreign investment gmm stability zscore Business HF5001-6182 Management. Industrial management HD28-70
Acceso en línea:	https://doaj.org/article/da411e66a8bc4648b873bc617b51d9e1
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

id	oai:doaj.org-article:da411e66a8bc4648b873bc617b51d9e1
record_format	dspace
spelling	oai:doaj.org-article:da411e66a8bc4648b873bc617b51d9e12021-12-02T17:52:17ZThe determinants of bank’s stability: a system GMM panel analysis2331-197510.1080/23311975.2021.1963390https://doaj.org/article/da411e66a8bc4648b873bc617b51d9e12021-01-01T00:00:00Zhttp://dx.doi.org/10.1080/23311975.2021.1963390https://doaj.org/toc/2331-1975This study was conducted to investigate the determinants of bank’s stability in an emerging country. Data were collected from the commercial banks listed on Vietnam’s Stock Exchanges over the years from 2010 to 2018. Further, the generalized method of moments (GMM) regression technique to control for the three sources of endogeneity, namely, unobserved heterogeneity, simultaneity and dynamic endogeneity are concerned. Results demonstrate that there exists a positive effect from banking sector indicators such as equity-to-asset ratio, bank size, loans-to-assets ratio, revenue diversification on the stability of bank. In addition, a possible finding deals with the positive influence of macroeconomic factors in the banking sector on bank’s stability. Another possibility, bank’s stability in the previous year often goes hand in hand with this of the current year. Further investigated on every presence of foreign investment in the banking system, total assets- based foreign investment also correlates positively with bank’s stability. Finally, a negative effect from market share of mobilized capital, loan loss provisions, market structure on bank’s stability can be found.Thuy Tu PhamLe Kieu Oanh DaoVan Chien NguyenTaylor & Francis Grouparticlebankforeign investmentgmmstabilityzscoreBusinessHF5001-6182Management. Industrial managementHD28-70ENCogent Business & Management, Vol 8, Iss 1 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	bank foreign investment gmm stability zscore Business HF5001-6182 Management. Industrial management HD28-70
spellingShingle	bank foreign investment gmm stability zscore Business HF5001-6182 Management. Industrial management HD28-70 Thuy Tu Pham Le Kieu Oanh Dao Van Chien Nguyen The determinants of bank’s stability: a system GMM panel analysis
description	This study was conducted to investigate the determinants of bank’s stability in an emerging country. Data were collected from the commercial banks listed on Vietnam’s Stock Exchanges over the years from 2010 to 2018. Further, the generalized method of moments (GMM) regression technique to control for the three sources of endogeneity, namely, unobserved heterogeneity, simultaneity and dynamic endogeneity are concerned. Results demonstrate that there exists a positive effect from banking sector indicators such as equity-to-asset ratio, bank size, loans-to-assets ratio, revenue diversification on the stability of bank. In addition, a possible finding deals with the positive influence of macroeconomic factors in the banking sector on bank’s stability. Another possibility, bank’s stability in the previous year often goes hand in hand with this of the current year. Further investigated on every presence of foreign investment in the banking system, total assets- based foreign investment also correlates positively with bank’s stability. Finally, a negative effect from market share of mobilized capital, loan loss provisions, market structure on bank’s stability can be found.
format	article
author	Thuy Tu Pham Le Kieu Oanh Dao Van Chien Nguyen
author_facet	Thuy Tu Pham Le Kieu Oanh Dao Van Chien Nguyen
author_sort	Thuy Tu Pham
title	The determinants of bank’s stability: a system GMM panel analysis
title_short	The determinants of bank’s stability: a system GMM panel analysis
title_full	The determinants of bank’s stability: a system GMM panel analysis
title_fullStr	The determinants of bank’s stability: a system GMM panel analysis
title_full_unstemmed	The determinants of bank’s stability: a system GMM panel analysis
title_sort	determinants of bank’s stability: a system gmm panel analysis
publisher	Taylor & Francis Group
publishDate	2021
url	https://doaj.org/article/da411e66a8bc4648b873bc617b51d9e1
work_keys_str_mv	AT thuytupham thedeterminantsofbanksstabilityasystemgmmpanelanalysis AT lekieuoanhdao thedeterminantsofbanksstabilityasystemgmmpanelanalysis AT vanchiennguyen thedeterminantsofbanksstabilityasystemgmmpanelanalysis AT thuytupham determinantsofbanksstabilityasystemgmmpanelanalysis AT lekieuoanhdao determinantsofbanksstabilityasystemgmmpanelanalysis AT vanchiennguyen determinantsofbanksstabilityasystemgmmpanelanalysis
_version_	1718379256265834496

The determinants of bank’s stability: a system GMM panel analysis

Ejemplares similares