This page has only limited features, please log in for full access.
Tin H Ho is a researcher at the Institute for Development & Research in Banking Technology, University of Economics and Law, Vietnam. His recent studies deliberate on performance, income diversification, and risk-taking behavior in the banking sector.
The expansion of fintech credit around the world is challenging the global banking system. This study investigates the interrelationships between the development of fintech credit and the efficiency of banking systems in 80 countries from 2013 to 2017. The findings indicate a two-way relationship between them. More specifically, a negative relationship between bank efficiency and fintech credit implies that fintech credit is more developed in countries with less efficient banking systems. Meanwhile, a positive impact of fintech credit on the efficiency of banking systems suggests that fintech credit may serve as a wake-up call to the banking system. Therefore, fintech credit should be encouraged by the authorities around the world.
Tu D. Q. Le; Tin H. Ho; Dat T. Nguyen; Thanh Ngo. Fintech Credit and Bank Efficiency: International Evidence. International Journal of Financial Studies 2021, 9, 44 .
AMA StyleTu D. Q. Le, Tin H. Ho, Dat T. Nguyen, Thanh Ngo. Fintech Credit and Bank Efficiency: International Evidence. International Journal of Financial Studies. 2021; 9 (3):44.
Chicago/Turabian StyleTu D. Q. Le; Tin H. Ho; Dat T. Nguyen; Thanh Ngo. 2021. "Fintech Credit and Bank Efficiency: International Evidence." International Journal of Financial Studies 9, no. 3: 44.
Price competition has been a growing concern of worldwide researchers and managers. In the aviation market, especially with the help from e-commerce platforms such as Expedia, TripAdvisor, and SkyScanner, airfares are now available to customers in the easiest and quickest way. It thus allows airlines to match their fares immediately and simultaneously upon any changes of their rivals, given that customer’ choices are made with regard to their incomes. This study provides a dataset on domestic airfares in New Zealand that could be useful for future studies in the fields of marketing, business and economics, transportation and aviation, or management. The dataset covers 12 trunk routes and 40 secondary routes in New Zealand from 19 September 2019 to 18 December 2019, a total of 90 days. It provides a rich dataset of more than 162,000 observations regarding the airfare, departure time, arrival time, flight duration, airline, departure airport, arrival airport, transiting airport, and so on. There are possibilities to extend the dataset (e.g., in terms of flying distance, airport characteristics, and airline characteristics) to make it be valuable for future study.
Tin H. Ho; Dat T. Nguyen; Thanh Ngo; Tu D. Q. Le. Airfares Data in New Zealand Domestic Aviation Market. Sustainability 2021, 13, 8916 .
AMA StyleTin H. Ho, Dat T. Nguyen, Thanh Ngo, Tu D. Q. Le. Airfares Data in New Zealand Domestic Aviation Market. Sustainability. 2021; 13 (16):8916.
Chicago/Turabian StyleTin H. Ho; Dat T. Nguyen; Thanh Ngo; Tu D. Q. Le. 2021. "Airfares Data in New Zealand Domestic Aviation Market." Sustainability 13, no. 16: 8916.
This study explains the differences and variances in the efficiency scores of the Vietnamese banking sector retrieved from 27 studies published in refereed academic journals under the framework of meta-regression analysis. These scores are mainly based on frontier efficiency measurements, which essentially are Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) for Vietnamese banks over the period of 2007–2019. The meta-regression is estimated by using truncated regression to obtain bias-corrected scores. Our findings suggest that only the year of publication is positively correlated with efficiency, whilst the opposite is true for the data type, and sample size.
Tin H. Ho; Dat T. Nguyen; Thanh Ngo; Tu D. Q. Le. Efficiency in Vietnamese Banking: A Meta-Regression Analysis Approach. International Journal of Financial Studies 2021, 9, 41 .
AMA StyleTin H. Ho, Dat T. Nguyen, Thanh Ngo, Tu D. Q. Le. Efficiency in Vietnamese Banking: A Meta-Regression Analysis Approach. International Journal of Financial Studies. 2021; 9 (3):41.
Chicago/Turabian StyleTin H. Ho; Dat T. Nguyen; Thanh Ngo; Tu D. Q. Le. 2021. "Efficiency in Vietnamese Banking: A Meta-Regression Analysis Approach." International Journal of Financial Studies 9, no. 3: 41.
From a modeling point of view, our work provides a novel approach to better use XGBoost for bank failure prediction, determining the essential technical aspects that can improve the predictive accuracy. Of these technical aspects, the two crucial factors are assigning correct values to target variables and careful predictor selection (through ANOVA, correlation, information value tests, and weight of evidence). We also highlight that bank failure could be predicted four to five quarters earlier when all predictive signals simultaneously appear. Hence, we strongly suggest using quarterly data instead of yearly data. In addition to practical implications, our present work also contributed to the existing literature. We confirm the results of existing studies that emphasized that XGBoost has strong predictive power (Carmona, Climent, and Momparler (2018)). Moreover, we provide evidence that XGBoost outperforms other models in the same boosting family, including gradient boosting and AdaBoost, through an intensive comparison of predictive power. These contributions might facilitate future work on bank failure prediction.
Xuan T.T. Pham; Tin H. Ho. Using boosting algorithms to predict bank failure: An untold story. International Review of Economics & Finance 2021, 76, 40 -54.
AMA StyleXuan T.T. Pham, Tin H. Ho. Using boosting algorithms to predict bank failure: An untold story. International Review of Economics & Finance. 2021; 76 ():40-54.
Chicago/Turabian StyleXuan T.T. Pham; Tin H. Ho. 2021. "Using boosting algorithms to predict bank failure: An untold story." International Review of Economics & Finance 76, no. : 40-54.
This study empirically presents evidence of nonlinearity and heterogeneity relation between intellectual capital and risk-taking for the Vietnamese banking system. We used quantile regression methods on a data set of 30 Vietnamese banks from 2007 to 2019. The results showed that bank insolvency was positively affected by its value-added intellectual coefficient (VAIC) at the upper quantiles (i.e., 80th and 90th), while the opposite was true for credit risk (i.e., 10th and 20th quantiles). When observing the VAIC’s components, risk-taking behaviors were also significantly affected by HCE (Human Capital Efficiency), CEE (Capital Employed Efficiency) and SCE (Structural Capital Efficiency) at the 90th quantile of instability distribution and the 10th quantile of credit risk distribution. Furthermore, the results also emphasized that there was an inverse U-shaped association between intellectual capital and bank risk-taking. Therefore, this study provides important implications for policymakers, regulators, bank managers and academics that encourage increasing investment in knowledge assets to minimize bank risks in the long run.
Dat T. Nguyen; Tu D. Q. Le; Tin H. Ho. Intellectual Capital and Bank Risk in Vietnam—A Quantile Regression Approach. Journal of Risk and Financial Management 2021, 14, 27 .
AMA StyleDat T. Nguyen, Tu D. Q. Le, Tin H. Ho. Intellectual Capital and Bank Risk in Vietnam—A Quantile Regression Approach. Journal of Risk and Financial Management. 2021; 14 (1):27.
Chicago/Turabian StyleDat T. Nguyen; Tu D. Q. Le; Tin H. Ho. 2021. "Intellectual Capital and Bank Risk in Vietnam—A Quantile Regression Approach." Journal of Risk and Financial Management 14, no. 1: 27.
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 to reduce risk-taking. However, this relationship was U-shaped and heterogeneous. The effect of abnormal loan growth was more significant for banks at the upper tail of the risk-taking distribution. Our findings also demonstrated that the turning point of abnormal loan growth increased throughout the risk-taking distribution. Hence, our findings suggest that the pursuit of excessive lending is more likely to result in greater bank risk-taking.
Tin H Ho; Tu Dq Le; Dat T Nguyen. Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach. Cogent Business & Management 2021, 8, 1 .
AMA StyleTin H Ho, Tu Dq Le, Dat T Nguyen. Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach. Cogent Business & Management. 2021; 8 (1):1.
Chicago/Turabian StyleTin H Ho; Tu Dq Le; Dat T Nguyen. 2021. "Abnormal loan growth and bank risk-taking in Vietnam: A quantile regression approach." Cogent Business & Management 8, no. 1: 1.
In the context of the sharp development of the Vietnamese stock market in recent years, financial performance of listed firms is drawing the attention of investors, particularly in banking industry. Moreover, the harmony of income diversity or reducing the relying on traditional activities of commercial banks is thriving in the world and strongly influence on Vietnam’s banking, especially when the outbreak of COVID-19 worldwide may result in the freeze of real estate market, which leads to devaluate collaterals as well as the risk of non-performing loans, so-called “credit shocks”. This paper, therefore, examines the impacts of income diversity on financial performance of Vietnamese commercial banks in the period from 2007 to 2019. To conduct this study, annual data are collected of 26 commercial banks, listed in Ho Chi Minh Stock Exchange (HOSE), Ha Noi Stock Exchange (HNX), UPCoM and OTC. The research develops an exploratory model reflecting financial performance of the banks in relation to their income diversity and analyzes data using panel regressions. The results show that there is no relationship between financial performance and income diversity due to its low proportion in total operating income. However, the state ownership makes stronger this relationship despite the small impacts. The findings are expected to add the gap in the existing literature, lacking of investigating the impacts of market power on bank income diversity, and the moderating role of state ownership in this relation in Vietnamese banking sector, which is ignored or opposite in most recent studies. Thereby, the paper also gives some useful implications for investors, bank managers as well as policy makers to catch up the market fluctuations.
Tin H. Ho. Financial Performance and Income Diversity: Does Ownership Matter? Evidence from Vietnamese Commercial Banks. International Journal of Economics and Finance 2020, 12, p77 .
AMA StyleTin H. Ho. Financial Performance and Income Diversity: Does Ownership Matter? Evidence from Vietnamese Commercial Banks. International Journal of Economics and Finance. 2020; 12 (8):p77.
Chicago/Turabian StyleTin H. Ho. 2020. "Financial Performance and Income Diversity: Does Ownership Matter? Evidence from Vietnamese Commercial Banks." International Journal of Economics and Finance 12, no. 8: p77.
Ioannis N. Kallianiotis; Tulus Tambunan; Ida Busnetti; Fonteh Athanasius Amungwa; Ademola E. Ayodele; Babatunde Afolabi; Awoniyi C. Olaoye; Tin H. Ho; Quy Vo; P. S. Naruka; Shilpi Verma; S. S. Sarangdevot; C. P. Pachauri; Shilpi Kerketta; J. P. Singh; Fyodor I. Kushnirsky; Salama Yusuf; Aziza Omar Said. Emerging Issues and Development in Economics and Trade Vol. 1. Emerging Issues and Development in Economics and Trade Vol. 1 2019, 1 .
AMA StyleIoannis N. Kallianiotis, Tulus Tambunan, Ida Busnetti, Fonteh Athanasius Amungwa, Ademola E. Ayodele, Babatunde Afolabi, Awoniyi C. Olaoye, Tin H. Ho, Quy Vo, P. S. Naruka, Shilpi Verma, S. S. Sarangdevot, C. P. Pachauri, Shilpi Kerketta, J. P. Singh, Fyodor I. Kushnirsky, Salama Yusuf, Aziza Omar Said. Emerging Issues and Development in Economics and Trade Vol. 1. Emerging Issues and Development in Economics and Trade Vol. 1. 2019; ():1.
Chicago/Turabian StyleIoannis N. Kallianiotis; Tulus Tambunan; Ida Busnetti; Fonteh Athanasius Amungwa; Ademola E. Ayodele; Babatunde Afolabi; Awoniyi C. Olaoye; Tin H. Ho; Quy Vo; P. S. Naruka; Shilpi Verma; S. S. Sarangdevot; C. P. Pachauri; Shilpi Kerketta; J. P. Singh; Fyodor I. Kushnirsky; Salama Yusuf; Aziza Omar Said. 2019. "Emerging Issues and Development in Economics and Trade Vol. 1." Emerging Issues and Development in Economics and Trade Vol. 1 , no. : 1.
The Project on Restructuring the Credit Institution System in the first period from 2011 to 2015 and the second period from 2016 to 2020 emphasizes the important role of reducing the relying on traditional activities and increase the share of income from non-credit services. The level of non-interest income, per contra, varies from bank to bank. The paper, therefore, was conducted to examine the relationship between market power and income diversity by using a sample of 26 commercial banks during 2007 to 2017. The market power was proxied by both conventional and adjusted Lerner index; the quotient of non-interest income to total operating income represents the income diversity; and ownership structure, treated as a dummy variable, plays a role as moderator this relationship. Additionally, bank characteristics and country characteristics were considered to be control and dummy variables in the research model. Based on panel data analysis with GMM estimator, the results point out that the bank with greater market power can generate more non-interest income. This relationship, moreover, is impacted by ownership structure, which explains the activities managers and owners do in a bank. For more specific, this paper also highlights the positive impact of state ownership on the association between bank market power and its income diversity. The findings are expected to add the gap in the existing literature, lacking of investigation the impact of market power on bank income diversity in Vietnamese banking sector and give some useful implications for investors, bank managers as well as policy makers to catch up the market fluctuations.
Tin H. Ho; Quy Vo. The Relationship between Market Power and Income Diversity with Ownership Structure as a Moderator – A Study of Vietnamese Commercial Banks. Asian Journal of Economics, Business and Accounting 2019, 1 -16.
AMA StyleTin H. Ho, Quy Vo. The Relationship between Market Power and Income Diversity with Ownership Structure as a Moderator – A Study of Vietnamese Commercial Banks. Asian Journal of Economics, Business and Accounting. 2019; ():1-16.
Chicago/Turabian StyleTin H. Ho; Quy Vo. 2019. "The Relationship between Market Power and Income Diversity with Ownership Structure as a Moderator – A Study of Vietnamese Commercial Banks." Asian Journal of Economics, Business and Accounting , no. : 1-16.