Impact of monetary and macroprudential regulation on bank stability: a Bayesian mixed-effects analysis

DOI10.1007/978-3-030-77094-5_27MaRDI QIDQ2086196zbMATH OpenOpenAlexFDO

Authors Nguyen Duc Trung, Nguyen Thi Nhu Quynh, Ngoc-Thach Nguyen

Publication date 25 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-77094-5_27

zbMATH Keywords

bank stabilityBayesian mixed-effects regressionmonetary and macroprudential regulationVietnamese commercial banks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Determinants of bank stability: evidence from Vietnam. A Bayesian approach
• Monetary policy, macroprudential policy, institutional quality and bank risk: evidence from eagle group
• Values-based and global systemically important banks: their stability and the impact of regulatory changes after the financial crisis on it
• How do institutional settings condition the effect of macroprudential policies on bank systemic risk?
• Determinants of bank liquidity: evidence from Vietnam

Cites work

• A panorama of applied mathematical problems in economics
• Monetary policy and risk taking
• Random effects in ordinal regression models
• Structural changes and their econometric modeling. Selected papers based on the presentations at the 12th international conference of the Thailand Econometric Society, TES 2019, Chiang Mai, Thailand, January 9--11, 2019

Cited in

(8)

• Determinants of bank liquidity: evidence from Vietnam
• The determinants of non-interest income of banks with dominant state capital in Vietnam
• Implementation of Basel III regulations in Asia-Pacific
• Multimarket contact: board characteristics and bank stability in Vietnam
• Monetary policy, macroprudential policy, institutional quality and bank risk: evidence from eagle group
• Determinants of bank stability: evidence from Vietnam. A Bayesian approach
• The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada*
• Vietnamese bank liquidity risk study using the risk assessment model of systemic institutions

This page was built for publication: Impact of monetary and macroprudential regulation on bank stability: a Bayesian mixed-effects analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2086196)