We examine the effects of too-big-to-fail reforms using ΔCoVaR and SRISK. These systemic risk measures suggest that i) the systemic risk contribution of global systemically important banks (G-SIBs) has declined to a larger extent than other banks following the reforms; and ii) the larger the...

This study investigates the interrelationships among bank efficiency, capital and risk in Vietnamese banking between 2007 and 2011 by using the three-stage least squares in a simultaneous equations framework. The efficiency scores of individual banks are obtained from the Data Envelopment...

We empirically investigate and present evidence of nonlinearity and heterogeneity in the impact of abnormal loan growth on risk-taking in the Vietnamese banking system between 2007 and 2019, using a quantile regression method. Our results showed that abnormal loan growth initially helped banks...