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Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

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Nội dung chi tiết: Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries RAMME FOR M.A IN DEVELOPMENT ECONOMICSBASEL III AND BANK LENDING CHANNEL:EVIDENCE IN BRICS AND OECD COUNTRIESBYNGl YEN THI HONG VANMASTER OF ARTS IN D

EX ELOPMENT ECONOMICSHO CHI MINH CITY. December 2017DECLARATION"I certify the content of this dissertation has not already been submitted for any degr Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

ee and is not being currently submitted for any other degrees. I certify that, to the best of my knowledge, any help received in preparing this disser

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

tation and all source used, have been acknowledged in (his dissertation.'’SignatureNguyen Till Hong VanDate: December 15th 2017ACKNOWLEDGEMENTForemost

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries edge, and for giving me valuable advice. Her guidance helped me at all the time of research and writing of this thesis.Tn addition my advisor. Ĩ would

like to thank Prof. Nguyen Trong Hoai and Dr. Pham Khanh Nam who have their expertise view with me, the valuable experience in research, and Dr. Iruo Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

ug Dang Ihuy who has provided tire practical econometric technique, a valuable knowledge in research.Furthermore, 1 would also like to thank all lectu

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

rers and staff at die Vietnam Netherlands Program who already supported me wholchcai tcdly during my studying tunc in there.hl particular. 1 would lik

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries d all the best interest for me.iiABSTRACTBasel committee on banking supervision (BCBS) promulgated Basel III regulations with more tightened operating

conditions 111 the banking sector. This improvement of BCBS has brought about a lot of arguments. Some researchers suppose that Basel III regulations Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

raise the marginal cost and reduce bank lending, but others believe Basel III regulations can improve the banking system and increase the financial s

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

hocks absorbability. To investigate the impact of Basel III on bank lending channel. this study utilizes data collected from 391 commercial banks in 1

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries odel (GSEM) show that there is the disparity impact of Basel III regulations on bank lending channel between BRICS and 5 countries of OECD, specifical

ly, there is the significant negative impact of Basel III liquidity regulations and time dummy variable but no significant capital regulation effects Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

on bank lending chaimel 111 BRICS countries. The possible reason is that capital ratios (Tier 1 ratio. Common equity tier 1 ratio, and leverage ratio)

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

of commercial banks 111 BRICS were higher than Basel III regulations 111 the period 2011-2016. They have not had too much pressure on adapting capita

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries regulations effect on bank lending channel. nevertheless, the capital requirements of Basel III have a significant negative impact on bank lending ch

annel.Keywords. Basel III. Bank lending channel. Capital requirements, Liquidity regulations. BRICS. OECD.JEL Classification. G32. G38. E52. E42.iiiTA Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

BLE OF CONTENTSDECLARATION................................................................iACKNOWLEDGEMENT............................................

Luận văn thạc sĩ base iii and bank lending channel evidence in brics nad oecd countries

...............iiABSTRACT.................................................................iiiTABLE OF CONTENTS........................................

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

UNIVERSITY OF ECONOMICS ERASMl s UNVERSITY ROTTERDAMHO CHI MINH CITYINSTITUTE OF SOCIAL STI DIESVIETNAMTHE NETHERLANDSVIETN AM - THE NETHERLAN DSPROGR

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