Academic Journal
Προβολή σε EDS

Does Macroprudential Policy Matter to Manage Banking Credit Risk? Evidence from Commercial Banks in Asia-Pacific Region

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Does Macroprudential Policy Matter to Manage Banking Credit Risk? Evidence from Commercial Banks in Asia-Pacific Region
Συγγραφείς: Zainuri, Zainuri, Viphindrartin, Sebastiana, Wilantari, Regina-Niken, Roziq, Ahmad
Πηγή: HSE Economic Journal; Vol 29 No 1 (2025): HSE Economic Journal; 160-182 ; Экономический журнал ВШЭ; Том 29 № 1 (2025): Экономический журнал Высшей школы экономики; 160-182 ; 1813-8705 ; 1813-8691
Στοιχεία εκδότη: Издательский дом Высшей школы экономики
Έτος έκδοσης: 2025
Συλλογή: National Research University Higher School of Economics: HSE Academic Journals / Национальный исследовательский университет Высшая школа экономики: Журналы НИУ ВШЭ
Θεματικοί όροι: corruption, credit risk, GMM, capital adequacy ratio, capital conservation buffer, loan to value
Περιγραφή: The global financial crisis triggered a debate on the pros and cons of using macroprudential policy as a prudential control tool that includes capital reserves or requirements to address systemic risk, financial credit cycles, and macroeco­nomic stabilization objectives. The macroprudential policy has now been establi­shed as an area of financial policy to stop excessive risk-taking in the financial sec­tor and reduce its consequences to the real economy in response to the lessons learned from the global financial crisis. Controlling credit risk also requires a government-run fiscal sector, one of which is controlling corruption. Corruption sig­nificantly affects credit risk. This study aims to examine the effectiveness of macro­prudential policy instruments and the role of institutional instruments in controlling commercial bank credit risk in the Asia Pacific region from 2012 to 2023. This study uses the generalized method of moments (GMM) as an analytical tool. The results show that loan-to-value and corruption significantly affect credit risk in Asia Pacific. ; The global financial crisis triggered a debate on the pros and cons of using macroprudential policy as a prudential control tool that includes capital reserves or requirements to address systemic risk, financial credit cycles, and macroeco­nomic stabilization objectives. The macroprudential policy has now been establi­shed as an area of financial policy to stop excessive risk-taking in the financial sec­tor and reduce its consequences to the real economy in response to the lessons learned from the global financial crisis. Controlling credit risk also requires a government-run fiscal sector, one of which is controlling corruption. Corruption sig­nificantly affects credit risk. This study aims to examine the effectiveness of macro­prudential policy instruments and the role of institutional instruments in controlling commercial bank credit risk in the Asia Pacific region from 2012 to 2023. This study uses the generalized method of moments (GMM) as an ...
Τύπος εγγράφου: article in journal/newspaper
Περιγραφή αρχείου: application/pdf
Γλώσσα: English
Relation: https://ej.hse.ru/article/view/29117/23288; https://ej.hse.ru/article/view/29117
DOI: 10.17323/1813-8691-2025-29-1-160-182
Διαθεσιμότητα: https://ej.hse.ru/article/view/29117
https://doi.org/10.17323/1813-8691-2025-29-1-160-182
Αριθμός Καταχώρησης: edsbas.62E07B54
Βάση Δεδομένων: BASE
FullText Text:
  Availability: 0
CustomLinks:
  – Url: https://ej.hse.ru/article/view/29117#
    Name: EDS - BASE (ns324271)
    Category: fullText
    Text: View record from BASE
Header DbId: edsbas
DbLabel: BASE
An: edsbas.62E07B54
RelevancyScore: 970
AccessLevel: 3
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 969.935607910156
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Does Macroprudential Policy Matter to Manage Banking Credit Risk? Evidence from Commercial Banks in Asia-Pacific Region
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Zainuri%2C+Zainuri%22">Zainuri, Zainuri</searchLink><br /><searchLink fieldCode="AR" term="%22Viphindrartin%2C+Sebastiana%22">Viphindrartin, Sebastiana</searchLink><br /><searchLink fieldCode="AR" term="%22Wilantari%2C+Regina-Niken%22">Wilantari, Regina-Niken</searchLink><br /><searchLink fieldCode="AR" term="%22Roziq%2C+Ahmad%22">Roziq, Ahmad</searchLink>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: HSE Economic Journal; Vol 29 No 1 (2025): HSE Economic Journal; 160-182 ; Экономический журнал ВШЭ; Том 29 № 1 (2025): Экономический журнал Высшей школы экономики; 160-182 ; 1813-8705 ; 1813-8691
– Name: Publisher
  Label: Publisher Information
  Group: PubInfo
  Data: Издательский дом Высшей школы экономики
– Name: DatePubCY
  Label: Publication Year
  Group: Date
  Data: 2025
– Name: Subset
  Label: Collection
  Group: HoldingsInfo
  Data: National Research University Higher School of Economics: HSE Academic Journals / Национальный исследовательский университет Высшая школа экономики: Журналы НИУ ВШЭ
– Name: Subject
  Label: Subject Terms
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22corruption%22">corruption</searchLink><br /><searchLink fieldCode="DE" term="%22credit+risk%22">credit risk</searchLink><br /><searchLink fieldCode="DE" term="%22GMM%22">GMM</searchLink><br /><searchLink fieldCode="DE" term="%22capital+adequacy+ratio%22">capital adequacy ratio</searchLink><br /><searchLink fieldCode="DE" term="%22capital+conservation+buffer%22">capital conservation buffer</searchLink><br /><searchLink fieldCode="DE" term="%22loan+to+value%22">loan to value</searchLink>
– Name: Abstract
  Label: Description
  Group: Ab
  Data: The global financial crisis triggered a debate on the pros and cons of using macroprudential policy as a prudential control tool that includes capital reserves or requirements to address systemic risk, financial credit cycles, and macroeco­nomic stabilization objectives. The macroprudential policy has now been establi­shed as an area of financial policy to stop excessive risk-taking in the financial sec­tor and reduce its consequences to the real economy in response to the lessons learned from the global financial crisis. Controlling credit risk also requires a government-run fiscal sector, one of which is controlling corruption. Corruption sig­nificantly affects credit risk. This study aims to examine the effectiveness of macro­prudential policy instruments and the role of institutional instruments in controlling commercial bank credit risk in the Asia Pacific region from 2012 to 2023. This study uses the generalized method of moments (GMM) as an analytical tool. The results show that loan-to-value and corruption significantly affect credit risk in Asia Pacific. ; The global financial crisis triggered a debate on the pros and cons of using macroprudential policy as a prudential control tool that includes capital reserves or requirements to address systemic risk, financial credit cycles, and macroeco­nomic stabilization objectives. The macroprudential policy has now been establi­shed as an area of financial policy to stop excessive risk-taking in the financial sec­tor and reduce its consequences to the real economy in response to the lessons learned from the global financial crisis. Controlling credit risk also requires a government-run fiscal sector, one of which is controlling corruption. Corruption sig­nificantly affects credit risk. This study aims to examine the effectiveness of macro­prudential policy instruments and the role of institutional instruments in controlling commercial bank credit risk in the Asia Pacific region from 2012 to 2023. This study uses the generalized method of moments (GMM) as an ...
– Name: TypeDocument
  Label: Document Type
  Group: TypDoc
  Data: article in journal/newspaper
– Name: Format
  Label: File Description
  Group: SrcInfo
  Data: application/pdf
– Name: Language
  Label: Language
  Group: Lang
  Data: English
– Name: NoteTitleSource
  Label: Relation
  Group: SrcInfo
  Data: https://ej.hse.ru/article/view/29117/23288; https://ej.hse.ru/article/view/29117
– Name: DOI
  Label: DOI
  Group: ID
  Data: 10.17323/1813-8691-2025-29-1-160-182
– Name: URL
  Label: Availability
  Group: URL
  Data: https://ej.hse.ru/article/view/29117<br />https://doi.org/10.17323/1813-8691-2025-29-1-160-182
– Name: AN
  Label: Accession Number
  Group: ID
  Data: edsbas.62E07B54
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.62E07B54
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.17323/1813-8691-2025-29-1-160-182
    Languages:
      – Text: English
    Subjects:
      – SubjectFull: corruption
        Type: general
      – SubjectFull: credit risk
        Type: general
      – SubjectFull: GMM
        Type: general
      – SubjectFull: capital adequacy ratio
        Type: general
      – SubjectFull: capital conservation buffer
        Type: general
      – SubjectFull: loan to value
        Type: general
    Titles:
      – TitleFull: Does Macroprudential Policy Matter to Manage Banking Credit Risk? Evidence from Commercial Banks in Asia-Pacific Region
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Zainuri, Zainuri
      – PersonEntity:
          Name:
            NameFull: Viphindrartin, Sebastiana
      – PersonEntity:
          Name:
            NameFull: Wilantari, Regina-Niken
      – PersonEntity:
          Name:
            NameFull: Roziq, Ahmad
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-locals
              Value: edsbas
            – Type: issn-locals
              Value: edsbas.oa
          Titles:
            – TitleFull: HSE Economic Journal
              Type: main
ResultId 1