Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/55182
Full metadata record
DC FieldValueLanguage
dc.contributor.authorTram Thi Xuan Huong-
dc.contributor.otherNguyen Phuc Canh-
dc.contributor.otherNguyen Tu Nhu-
dc.date.accessioned2017-09-14T11:02:09Z-
dc.date.available2017-09-14T11:02:09Z-
dc.date.issued2016-
dc.identifier.issn1859 -1124-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/55182-
dc.identifier.urihttp://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=85d43b2b-0ee2-4f78-8b7e-e3686c5e91a3-
dc.description.abstractIn this article, using a combination of risk-related factors, we address the governance of financial institutions, mainly Vietnam’s commercial banks, in light of such international standards as of Basel II and III. Additionally, we employ multiple regression approach to shed light on the effect of each type of risk on bank performance and propose a few recommendations for effectively governing the commercial banking system of Vietnam until 2020.-
dc.formatPortable Document Format (PDF)-
dc.publisherTrường Đại học Kinh tế Tp. Hồ Chí Minh-
dc.relation.ispartofJournal of Economic Development-
dc.relation.ispartofseriesJED, Vol.23(1)-
dc.subjectFinancial institutions-
dc.subjectRisk management-
dc.subjectBasel standards-
dc.subjectZ-score-
dc.titleGovernance of Vietnam’s financial institutions in accordance with international standards until 2020-
dc.typeJournal Article-
dc.relation.referenceAebi,V., Sabato, G., & Schmid, M. (2012). Risk management, corporate governance,and bank performance in the financial crisis. Journal of Banking and Finance,36,3213–3226.-
dc.relation.referenceAltman,E. (1968). Financial ratios, discriminant analysis, and the prediction ofcorporate bankruptcy. The Journal ofFinance, 23(4), 598–608.-
dc.relation.referenceAltman,E. (1993). Corporate financial distressand bankruptcy (3rd ed.). NJ: John Wiley & Sons.-
dc.relation.referenceAltman,E. (2000). Predicting financial distressof companies: Revisiting the Z-score and Zeta model. Retrieved December2013 from http://www.pages.stern.nyu.edu/~ealtman-
dc.relation.referenceAngela, R., & Camelia, S. A. (2013). Across-country analysis of the banks’ financial soundness: The case of the CEE-3countries. Annals of Faculty of Economics,1(1), 357–367.-
dc.relation.referenceAnjum,S. (2012). Business bankruptcy prediction models: A significant study of theAltman’s Z-score model. Asian Journal ofManagement Research, 3(1), 212–219.-
dc.relation.referenceBank for International Settlements. (2013). History of the Basel Committee.Retrieved from http://www.bis.org/bcbs/history.htm-
dc.relation.referenceBaselCommittee on Banking Supervision. (1988). Internationalconvergence of capital measurement and capital standards. Retrieved from http://www.bis.org/publ/bcbs04a.htm-
dc.relation.referenceBaselCommittee on Banking Supervision. (2004). Basel II:International convergence of capital measurement and capital standards: Arevised framework. Retrieved from http://www.bis.org/publ/bcbs107.htm-
dc.relation.referenceBaselCommittee on Banking Supervision. (2010). Basel III:International framework for liquidity risk measurement, standards, andmonitoring. Retrievedfrom http://www.bis.org/publ/bcbs188.htm-
dc.relation.referenceBedendo,M., & Bruno, B. (2012). Credit risk transfer in US commercial banks: Whatchanged during the 2007–2009 crisis? Journalof Banking and Finance, 36, 3260–3273.-
dc.relation.referenceBernanke,B. S. (2008). Risk management infinancial institutions. The Federal Reserve Bank of Chicago’s AnnualConference on Bank Structure and Competition, Chicago, Illinois, May 15, 1–6.-
dc.relation.referenceBlank,S., Buch, C. M., & Neugebauer, K. (2009). Shocks at large banks and bankingsector distress: The banking granular residual. Journal of Financial Stability, 5(4), 353–373.-
dc.relation.referenceBoyd,J., & Graham, S. (1986). Risk, regulation, and bank holding companyexpansion into nonbanking. QuarterlyReview, 10(2).-
dc.relation.referenceCarey, M. M., & Stulz, R. M. (2005). The risk of financial institutions (NBER Working Paper No. 11442).MA: National Bureau of EconomicResearch.-
dc.relation.referenceChiaramonte,L., Croci, E., & Poli, F. (2014). Should we trust the Z-score? Evidencefrom the European banking industry. GlobalFinance Journal, 28(10), 111–131.-
dc.relation.referenceCihak,M., & Hesse, H. (2008). Islamic banksand financial stability: An empirical analysis (IMF WP/08/16). Washington,DC: International Monetary Fund.-
dc.relation.referenceDemirgüç-Kunt,A., & Detragiache, E. (2010). Baselcore principles and bank risk: Does compliance matter (IMF WP/10/81)?Washington, DC: International Monetary Fund.-
dc.relation.referenceGamaginta & Rokhim, R. (2010). The stability comparison between Islamicbanks and conventional banks: Evidence in Indonesia. Retrieved fromhttp://conference.qfis.edu.qa/app/media/232.-
dc.relation.referenceGrody, A. D., Hughes, P. J., & Toms, S.(2011). Risk accounting: A next generation risk management system for financialinstitutions. Journal of FinancialTransformation, 29, 1–12.-
dc.relation.referenceGujarati,D. N., & Porter, D. C. (2009). Basiceconometrics (5th ed.). New York:McGraw-Hill.-
dc.relation.referenceGup, B. E., & Kolari, J. W. (2005). Commercial banking: The management of risk(3rd ed.). NJ: John Wiley & Sons.-
dc.relation.referenceHaq,M., & Heaney, R. (2012). Factors determining European bank risk. Journalof International Financial Markets, Institutions and Money, 22(4), 696–718.-
dc.relation.referenceIBM. (2008). Banking data warehouse support for the Basel II and Basel IIIframework. Retrieved fromhttps://www.researchgate.net/file.PostFileLoader.html?id=55054fc1d4c118b3238b45ed&assetKey=AS%3A273733862789120%401442274646332-
dc.relation.referenceIFRS.(2014). About the IFRS Foundation and theIASB. Retrieved from http://www.ifrs.org/About-us/Pages/IFRS-Foundation-and-IASB.aspx,accessed 8/2014-
dc.relation.referenceJordan,D. J., Rice, D., Sanchez, J., Walker, C., & Wort, D. H. (2010). Predicting bank failures: Evidence from 2007to 2010. Retrieved from http://ssrn.com/abstract=1652924-
dc.relation.referenceKoch,T. W. (1995). Bank management (3rded.). IL: Dryden Press.-
dc.relation.referenceKPMG. (2008). Risk management priorities for Asia Pacific financial institutions:Basel II and beyond. Retrieved from https://www.kpmg.com/CN/en/.../rm-aspac-fi-0807.pdf-
dc.relation.referenceKPMG. (2012). An audit on the financial statements 2012 (in Vietnamese).Retrieved fromhttp://www.vsb.com.vn/images_content/file/Bao%20cao%20tai%20chinh%20nam%202012(1).PDF.-
dc.relation.referenceKPMG. (2013). Vietnam banking survey 2013. Retrieved from https://www.kpmg.com/SG/en/ IssuesAndInsights/ArticlesPublications/Documents/Advisory-FS-Vietnam-Banking-Survey-2013.pdf-
dc.relation.referenceMarco,G. T., & Fernadez, D. R. M. (2004). Risk-Taking behavior and ownership inthe banking industry: The Spanish evidence. Journalof Economics and Business,60(2008),332–354.-
dc.relation.referenceMishkin, F. S. (2013). The economics of money, banking and financial markets (10th ed.).NJ: Prentice Hall.-
dc.relation.referenceMontgomery,H., Tran, B. H., Santoso, W., & Besar, D. (2004). Coordinate failure? A cross-country bank failure prediction model(ADB Institute Discussion Paper No. 32). Retrieved from http://ssrm.com/abstract=1905857-
dc.relation.referenceMunteanu,I. (2012). Bank liquidity and its determinants in Romania. Procedia Economics and Finance,3(2012),993–998.-
dc.relation.referenceNahak,C. N. (2011). Benchmarking performance of public sector banks in India. The IUP Journal of Bank Management, 10(2),57–76.-
dc.relation.referenceNguyen,T. D. (2013). Analysis of risks in bank performance (in Vietnamese). Journal of Development and Integration, 9(19), 29–39.-
dc.relation.referenceOldfield, G. S., & Santomero, A. M. (1997).The place of risk management in financial institutions. Sloan Management Review, Summer.-
dc.relation.referencePetrou,K. S. (2005). Basel II regulation: USmarket and competitiveness implications. Retrieved from http://financialservices.house.gov/media/pdf/051105ksp.pdf-
dc.relation.referenceRatnovski,L. (2013). Liquidity and transparency inbank risk management (IMFWorkingPaper No. 13/16). Washington, DC: International Monetary Fund.-
dc.relation.referenceRoman,A., & Sargu, A. C. (2013). Analyzing the financial soundness of thecommercial banks in Romania: An approach based on the camels framework. Procedia Economics and Finance,6(2013),703–712.-
dc.relation.referenceRose, P. (2010). On the role and regulation ofproxy advisors. Michigan Law Review FirstImpressions, 109, 62. Retrievedfrom http://ssrn.com/abstract=1752165-
dc.relation.referenceSaunders, A., & Marcia, M. C. (2012). Financial markets and institutions (5thed). New York: McGraw-Hill.-
dc.relation.referenceSharma,N., & Mayanka. (2013). Altman model and financial soundness of Indian banks. International Journal of Accounting andFinancial Management Research,3(2),55–60.-
dc.relation.referenceSBV.(2014). Financial statements of Vietnam’scommercial banks during 2003–2013 (in Vietnamese). Hanoi, Vietnam: StateBank of Vietnam.-
dc.relation.referenceSoedarmono,W., Machrouh, F., & Tarazic, A. (2013). Bank competition, crisis, and risktaking: Evidence from emerging markets in Asia. Journal of International Financial Markets, Institutions and Money, 23,196–221.-
dc.relation.referenceStandard & Poor’s Ratings Services. (2005).Enterprise risk management for financialinstitutions: Rating criteria and best practices. Retrieved fromhttps://poole.ncsu.edu/pdfs/erm/sp_erm_busdevbk.pdf-
dc.relation.referenceSwinburne,M., Mitra, S., & Worrell, D. (2007). Decomposingfinancial risks and vulnerabilities in Eastern Europe (InternationalMonetary Fund WP/07/248).Washington,DC: International Monetary Fund.-
dc.relation.referenceVietnameseGovernment. (2006). Decision No.112/2006/QD-TTg approving the scheme on development of Vietnam's bankingsector up to 2010 and orientations toward 2020 (in Vietnamese). Retrieved fromhttp://thuvienphapluat.vn-
dc.relation.referenceVietnameseGovernment. (2012). Decision 254/QD-TTgon approving the scheme on restructuring of credit institutions during2011–2015 (in Vietnamese). Retrieved from http://thuvienphapluat.vn-
dc.relation.referenceVPBankSecurities. (2014). Analytical report of insurance industry in Vietnam(in Vietnamese). Hanoi, Vietnam: VPBank Securities.-
dc.relation.referenceWhalen,G., & Thomson, J. B. (1988). Using financial data to identify changes inbank condition. Economic Review, 24(2), 17–26.-
dc.relation.referenceYuwanaHidayat, W., Kakinaka, M., & Miyamoto, H. (2012). Bank risk andnon-interest income activities in the Indonesian banking industry. Journal of Asian Economics, 23, 335–343.-
dc.identifier.doihttp://doi.org/10.24311/jed/2016.23.1.07-
dc.format.firstpage50-
dc.format.lastpage76-
item.grantfulltextnone-
item.openairetypeJournal Article-
item.fulltextOnly abstracts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
Appears in Collections:JABES in English
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.