Mối liên hệ giữa rủi ro địa chính trị và sự ổn định tài chính của các ngân hàng thương mại ở Châu Á

Tuấn Lê Anh; Khanh Phạm Thị Kiều

doi:10.24311/jabes/2022.33.08.06

Các tác giả

Lê Anh Tuấn Trường Đại học Kinh tế TP. Hồ Chí Minh Tác giả
Phạm Thị Kiều Khanh Trường Đại học Quy Nhơn Tác giả

DOI:

https://doi.org/10.24311/jabes/2022.33.08.06

Tóm tắt

Bài nghiên cứu này xem xét ảnh hưởng của rủi ro địa chính trị sự ổn định tài chính của hệ thống ngân hàng tại các quốc gia Châu Á. Sử dụng mẫu nghiên cứu gồm 776 ngân hàng thương mại của 8 quốc gia Châu Á trong giai đoạn từ 2006 đến 2019, chúng tôi thấy rằng rủi ro địa chính trị có ảnh hưởng tiêu cực lên sự ổn định tài chính của ngân hàng. Kết quả nghiên cứu khá chắn chắn với phương pháp ước lượng GMM để giảm thiểu ảnh hưởng của vấn đề nội sinh. Mô hình nghiên cứu bổ sung thêm các biến tương tác, cách này sẽ giúp phản ánh chính xác hơn vai trò của các nhân tố trung gian như quy mô ngân hàng, tỷ lệ vốn đối với mối quan hệ giữa rủi ro địa chính trị và sự ổn định tài chính của ngân hàng. Kết quả kiểm định cho thấy ảnh hưởng trái chiều của rủi ro địa chính trị đến sự ổn định tài chính nghiêm trọng hơn ở các ngân hàng có quy mô nhỏ và vốn ít.

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