Số 218 | Tháng 5/2024
Tác động của tài chính toàn diện đến ổn định ngân hàng: Nghiên cứu thực nghiệm trường hợp tại ASEAN-5
Trần Thị Thanh Nga, Cao Dương Khánh Linh, Đoàn Tạ Trúc Linh, Đỗ Lê Hoài Trâm, Phan Thị Bảo Trân, Nguyễn Thị Anh Thư
Tóm tắt:
Nghiên cứu sử dụng kỹ thuật ước lượng SGMM trong giai đoạn 2007–2021 của 53 ngân hàng để kiểm tra vai trò của tài chính toàn diện (financial inclusion – FI) đến ổn định ngân hàng (Bank stability – BS) (OĐNH) tại các quốc gia ASEAN-5. Kết quả đều cho thấy tài chính toàn diện có tác động đáng kể đến OĐNH ở các quốc gia trong khu vực ASEAN-5 nhưng tuỳ thuộc vào từng biến số đo lường tài chính toàn diện. Các biến số đại diện toàn diện tài chính thể hiện khả năng tiếp cận (số lượng máy rút tiền tự động (ATM) trên 100.000 người lớn; giá trị của các giao dịch tiền qua internet) và biến số sử dụng (số lượng tài khoản tiền gửi tại NHTM trên 1.000 người trưởng thành) có tác động tích cực đến OĐNH. Biến số toàn diện tài chính thể hiện khả năng tiếp cận (với số chi nhánh ngân hàng trên 100.000 người lớn) có tác động tiêu cực đến OĐNH (Z-score); điều này hàm ý rằng, khi số lượng chi nhánh ngân hàng tăng lên sẽ chứa đựng nhiều yếu tố rủi ro vì vậy các nhà quản lý ngân hàng cần phải hết sức thận trọng khi điều chỉnh chính sách. Nghiên cứu này có ý nghĩa quan trọng về quản lý trong ngành ngân hàng ở tại các quốc gia ASEAN-5, đặc biệt là ở các nước mới nổi và đang phát triển, từ đó định hướng nền kinh tế của các quốc gia trong khu vực.
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The Impact of Financial Inclusion on Banking Stability: A Case Study of ASEAN- 5
Abstract:
The study uses the SGMM estimation technique from 2007 to 2021 of 53 banks to examine the role of financial inclusion (financial inclusion – FI) on banking stability (Bank stability – BS) in ASEAN countries-5. The results all show that financial inclusion impacts banking stability in the case of countries in the ASEAN-5 region, depending on each variable measuring financial inclusion. Financial inclusion proxies represent access (number of automated teller machines (ATMs) per 100,000 adults; value of money transactions via the Internet) and usage variables (Number of accounts deposits at commercial banks per 1,000 adults) has a positive impact on banking stability. The financial inclusion variable represents accessibility (with the number of bank branches per 100,000 adults) having a negative impact on banking stability (Z-score), which implies that when the number of bank branches increases, it will contain many risk factors. Hence, bank managers need to be very careful when adjusting policies. This research has important implications for management in the banking industry in ASEAN-5 countries, especially in emerging and developing countries, thereby orienting the economies of countries in the region.