Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results showed that abnormal loan growth initially helped banks to re...

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Autores principales:	Tin H Ho, Tu DQ Le, Dat T Nguyen
Formato:	article
Lenguaje:	EN
Publicado:	Taylor & Francis Group 2021
Materias:	abnormal loan growth bank risk-taking vietnam quantile regression nonlinearity Business HF5001-6182 Management. Industrial management HD28-70
Acceso en línea:	https://doaj.org/article/e6915a5bfc7a406f8cb0415d67158407
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spelling	oai:doaj.org-article:e6915a5bfc7a406f8cb0415d671584072021-12-02T14:30:20ZAbnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach2331-197510.1080/23311975.2021.1908004https://doaj.org/article/e6915a5bfc7a406f8cb0415d671584072021-01-01T00:00:00Zhttp://dx.doi.org/10.1080/23311975.2021.1908004https://doaj.org/toc/2331-1975We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results showed that abnormal loan growth initially helped banks to reduce risk-taking. However, this relationship was U-shaped and heterogeneous. The effect of abnormal loan growth was more significant for banks at the upper tail of the risk-taking distribution. Our findings also demonstrated that the turning point of abnormal loan growth increased throughout the risk-taking distribution. Hence, our findings suggest that the pursuit of excessive lending is more likely to result in greater bank risk-taking.Tin H HoTu DQ LeDat T NguyenTaylor & Francis Grouparticleabnormal loan growthbank risk-takingvietnamquantile regressionnonlinearityBusinessHF5001-6182Management. Industrial managementHD28-70ENCogent Business & Management, Vol 8, Iss 1 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	abnormal loan growth bank risk-taking vietnam quantile regression nonlinearity Business HF5001-6182 Management. Industrial management HD28-70
spellingShingle	abnormal loan growth bank risk-taking vietnam quantile regression nonlinearity Business HF5001-6182 Management. Industrial management HD28-70 Tin H Ho Tu DQ Le Dat T Nguyen Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
description	We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results showed that abnormal loan growth initially helped banks to reduce risk-taking. However, this relationship was U-shaped and heterogeneous. The effect of abnormal loan growth was more significant for banks at the upper tail of the risk-taking distribution. Our findings also demonstrated that the turning point of abnormal loan growth increased throughout the risk-taking distribution. Hence, our findings suggest that the pursuit of excessive lending is more likely to result in greater bank risk-taking.
format	article
author	Tin H Ho Tu DQ Le Dat T Nguyen
author_facet	Tin H Ho Tu DQ Le Dat T Nguyen
author_sort	Tin H Ho
title	Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
title_short	Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
title_full	Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
title_fullStr	Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
title_full_unstemmed	Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach
title_sort	abnormal loan growth and bank risk-taking in vietnam: a quantile regression approach
publisher	Taylor & Francis Group
publishDate	2021
url	https://doaj.org/article/e6915a5bfc7a406f8cb0415d67158407
work_keys_str_mv	AT tinhho abnormalloangrowthandbankrisktakinginvietnamaquantileregressionapproach AT tudqle abnormalloangrowthandbankrisktakinginvietnamaquantileregressionapproach AT dattnguyen abnormalloangrowthandbankrisktakinginvietnamaquantileregressionapproach
_version_	1718391223803183104

Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach

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