Chuỗi hội thảo nghiên cứu trong lĩnh vực Ngân hàng – Tài chính – Kinh tế (SOBSR#6)

1. Session 1:

 Workshop: DATA FOR RESEARCH IN BANKING AND FINANCE

Presenter: Nguyen Van Dung, M.A.¹,

Center for Data and Economics Analysis (UEH-CDEA)  

Abstract:   

The presentation focuses on main data sources for research in banking and finance. The contents include financial data provided by Bankscope, Orbis, IMF: International Financial Statistics (IFS). Experience, tips in obtaining data from these databases are presented. Moreover, the procedure of providing data by UEH – Center for Data and Economics Analysis is informed.

Key words: Database, University of Economics, Research in Banking and Finance  

¹ Nguyen Van Dung, M.A. is an officer at UEH – Center for Data and Economics Analysis (UEH-CDEA). He is in charge of supporting data for UEH lecturers and PhD students. He has an M.A. in Development Economics from Vietnam-the Netherlands program for M.A. in Development Economics. His research interests include problems of education, health, quality of growth, green growth in Development Economics. 

2. Session 2:

Paper: THE SYSTEMIC RISK OF CROSS-BORDER BANKING: EVIDENCE FROM THE SUDDEN STOP AND INTERBANK STRESS CONTAGION IN EAST ASIA.

Authors: Chau H.A. Le² and Dickinson G. David³

²Corresponding author: Chau H.A. Le (chaulha@buh.edu.vn). Banking University HCMC, 36 Ton That Dam, District 1, Ho Chi Minh City, Vietnam.

³Dickinson G. David(d.g.dickinson@bham.ac.uk). Department of Economics, Birmingham Business School, University of Birmingham Birmingham, B15 2TT, United Kingdom

Presenter: Dr. Le Ho An Chau, BUH 

Dr. Le Ho An Chau joined Banking University HCMC as a lecturer at the Faculty of Finance since 2002. She obtained her PhD in Financial Economics from the University of Birmingham, United Kingdom in 2013. She has published research in Banking and Finance with Emerging Market Finance & Trade and Eurasia Economic Review. 

Abstract:

This paper investigates the systemic risk of cross-border banking in East Asia. Using the recursive bivariate probit model, we jointly test the probability of the sudden stop in international lending and its simultaneous effect on the host countries’ interbank markets. The empirical results suggest that the risk of a sudden stop is associated with global liquidity shock (supply shock); host country productivity shock (demand shock); and the common lender contagion effect. This facilitates the transmission of interbank stress from advanced economies to emerging markets. However, the tension is mitigated by the “flight-home effect” caused by the active repatriation of domestic investors. The sudden stop is more likely to occur in countries with lower financial openness, but higher financial risk. Lending flows to the banking sectors are more sensitive to shocks than the flows to the non-bank private sectors.

Keywords: Cross-border banking, international lending, systematic risk, financial contagion, sudden stop, interbank market tension.

JEL Classification: G210, F650, F340

Seminar materials: (Copy and paste the following link into address bar to download)

https://drive.google.com/folderview?id=0B1YNuE2CKF2Xak9qMUR0eWZlOEE&usp=sharing