Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/293939 
Erscheinungsjahr: 
2022
Quellenangabe: 
[Journal:] Credit and Capital Markets – Kredit und Kapital [ISSN:] 2199-1235 [Volume:] 55 [Issue:] 3 [Year:] 2022 [Pages:] 349-379
Verlag: 
Duncker & Humblot, Berlin
Zusammenfassung: 
The paper examines whether bank diversification in multiple dimensions can protect bank lending from uncertainty shocks. We use a panel of Vietnamese commercial banks during 2007?–?2019 for empirical analysis and measure uncertainty in banking by the dispersion of bank-level shocks. Our results confirm that banks may reduce loan growth and experience more credit risk amid greater uncertainty. These adverse impacts of uncertainty on bank lending (both quantity and quality) are significantly alleviated by bank diversification in the loan portfolio, income, and funding aspects. Our findings offer practical implications for regulators and banks themselves: bank diversification can effectively act as a lending shock absorber in periods of high uncertainty.
Schlagwörter: 
Bank lending
Credit risk
Diversification
Uncertainty
JEL: 
D81
E50
G21
G32
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.