Ấn phẩm:
Identifying domestic systemically important banks in Vietnam: framework design and empirical assessment using audited financial data
Nhan đề song song
Tác giả
Nguyen Hoang Hai
Do Thi Tho
Do Thi Tho
Người hướng dẫn
Tác giả khác
Năm xuất bản
2026
Nhà xuất bản
Học viện Tài chính
Tóm tắt
This paper develops and applies a customized indicator-based framework to identify Domestic Systemically Important Banks (D-SIBs) in Vietnam over the period 2015-2024. Drawing on the Basel Committee on Banking Supervision (BCBS) guidance and a review of international regulatory practice across the advanced and selected emerging markets, the paper proposes a five-dimension framework encompassing size, interconnectedness, substitutability, complexity, and domestic sentiment - adapted to Vietnam's bank-dominated, retail-funded financial system. Each indicator is computed as a bank's share of the system-wide total, and the five dimension scores are combined using equal weights to form a composite D-SIB score. The sample is restricted to commercial banks with clean audited financial statements. Empirical results confirm the stable dominance of four state-owned banks throughout the sample. The audit-based exclusion of SCB from 2021 proved empirically prescient given its 2022 collapse. A comparison with the State Bank of Vietnam's official 2024 D-SIB list reveals a ranking discrepancy between TPB and MSB, suggesting the regulator's methodology relies primarily on asset size rather than a multidimensional assessment. The paper argues for a more transparent, rule-based D-SIB approach consistent with international best practice.
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vie
Trích dẫn
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Tài liệu chủ
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Chủ đề
D-SIB , systemic risk , indicator-based approach , Basel framework , Vietnam , banking supervision
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