Factors affecting the asset-liability management at military commercial joint stock bank

• Autores: Duc Thinh Nguyen
• Localización: International Journal of Professional Business Review: Int. J. Prof.Bus. Rev., ISSN 2525-3654, ISSN-e 2525-3654, Vol. 9, Nº. 10, 2024 (Ejemplar dedicado a: Continuous publication; e05074)
• Idioma: inglés
• DOI: 10.26668/businessreview/2024.v9i10.4913
• Enlaces
  • Texto completo (pdf)
• Resumen

  • Objective: The article analyzes the impact of factors affecting the asset-liability management at Military commercial joint stock bank, providing more empirical evidence on factors affecting the asset-liability management at military commercial joint stock bank.

      Theoretical Framework: This paper uses model factors affecting the asset-liability management at Military commercial joint stock bank   Method: The research method uses a questionnaire survey of managers and employees of Military commercial joint stock bank in ALCO, Market Risk Management Department, Risk Management Division, Capital and Currency Trading Division and other risk management departments, Quality of information measured on a five-level Likert scale: Completely disagree, Disagree; Neutral; Agree; Completely agree.

      Results and Discussion: Research results show that ALM policies, ALM structure, Quality of human resource, Legal regulations and Information technology have a positive impact on the asset-liability management at Military commercial joint stock bank.

      Research Implications: Based on the research results, the author has proposed recommendations to improve the asset-liability management at Military commercial joint stock bank.

      Originality/Value: This study quantifies the impact level of each factor on the bank's ALM activities.

• Referencias bibliográficas
  • Delis, M., & Staikouras, P. K. (2011). Supervisory Effectiveness and Bank Risk. Review of Finance, 15, 511-543. https://doi.org/10.1093/rof/rfq035
  • Gulpinar, N., & Pachamanova, D. (2013). A robust optimization approach to asset-liability management under time-varying investment opportunities....
  • Klomp, Jeroen and de Haan, Jakob, Banking Risk and Regulation: Does One Size Fit All? (November 1, 2011). De Nederlandsche Bank Working Paper,...
  • Kusy, M., I., & Ziemba, W., T. (1986). A bank asset and liability management model. Operations Research, 34(3), 356–376. http://dx.doi.org/10.1287/opre.34.3.356.
  • Levine, R., Loayza, N., Beck, T. (2000). Financial intermediation and growth: causality and causes. Journal of Monetary Economics, 46, 31–77....
  • Mitra, G., & Schwaiger, K. (2011). Asset and Liability Management Handbook. Basingstoke: Palgrave MacMillan. http://dx.doi.org/10.1057/9780230307230.
  • Pathan, S. (2009) Strong Boards, CEO Power and Bank Risk-Taking. Journal of Banking & Finance, 33, 1340-1350. http://dx.doi.org/10.1016/j.jbankfin.2009.02.001
  • Pereira Pedro, C. & Ramalho, J. J. S. & Silva, J. V. da. (2023). How to measure banking regulation and supervision. Research in International...
  • Stulz, R. M. (2019). Fintech, BigTech, and the future of banks. Journal of Applied Corporate Finance, 31(4), 86-97. doi:10.1111/jacf.12378
  • Ventura Bravo, J., M., & Pereira da Silva, C., M. (2006). Immunization using a stochastic-process independent multi-factor model: The...
  • Westerman, G., Bonnet, D., & McAfee, A., (2014). Leading Digital: Turning Technology into Business Transformation. Harvard Business Press....