Giám sát ngân hàng và các khoản vay không hiệu quả: Phân tích giữa các quốc gia
Tóm tắt
Mục đích của bài báo này là phân tích thực nghiệm các yếu tố xác định khoản vay không hiệu quả (NPL) giữa các quốc gia, tác động tiềm năng của các thiết bị giám sát và môi trường thể chế đối với nguy cơ tín dụng.
Bài báo sử dụng dữ liệu tổng hợp về ngân hàng, tài chính, kinh tế và môi trường pháp lý cho một nhóm 59 quốc gia trong thời gian từ 2002 đến 2006. Bài báo phát triển một mô hình toàn diện nhằm giải thích sự khác biệt về mức độ NPL giữa các quốc gia. Để đánh giá vai trò của giám sát quy định đối với nguy cơ tín dụng, bài báo sử dụng một số sự tương tác giữa các đặc điểm thể chế và các thiết bị quy định.
Các kết quả thực nghiệm cho thấy tỷ lệ an toàn vốn (CAR) cao hơn và chính sách trích lập dự phòng thận trọng dường như làm giảm mức độ khoản vay gặp vấn đề. Bài báo cũng báo cáo tác động tích cực của sở hữu tư nhân, sự tham gia của nước ngoài và sự tập trung ngân hàng. Tuy nhiên, các kết quả không hỗ trợ quan điểm rằng kỷ luật thị trường dẫn đến kết quả kinh tế tốt hơn. Tất cả các thiết bị quy định không làm giảm đáng kể khoản vay gặp vấn đề cho các quốc gia có thể chế yếu kém, môi trường tham nhũng và ít dân chủ. Cuối cùng, bài báo chỉ ra rằng cách hiệu quả để giảm khoản vay xấu là thông qua việc củng cố hệ thống pháp lý và tăng cường tính minh bạch và dân chủ, thay vì tập trung vào các vấn đề quy định và giám sát.
Từ khóa
#Ngân hàng #Giám sát #Khoản vay không hiệu quả #Môi trường thể chế #Nguy cơ tín dụng.Tài liệu tham khảo
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