Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis

Xuan Vinh Vo and Canh Nguyen

A chapter in Risk Management Post Financial Crisis: A Period of Monetary Easing, 2014, vol. 96, pp 277-290 from Emerald Group Publishing Limited

Abstract: A thorough understanding of transmission mechanism is a key to a successful conduct of monetary policy. This chapter attempts to improve knowledge in this respect by examining the impacts of commercial bank risks on the transmission of monetary policy. We investigate the impact of monetary policy on bank risk in Vietnam pre and post 2008 global financial crisis employing a unique and disaggregated bank level data set from 2003 to 2012. The results of panel data estimation indicate that the bank lending channel of monetary is evidenced in Vietnam. In addition, we find that the transmission mechanism is affected by characteristics of commercial banks.

Keywords: Monetary policy; bank risk; crisis; transmission channel; E52; E58; G28 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eme:csefzz:s1569-375920140000096011

DOI: 10.1108/S1569-375920140000096011

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