Dr. Dung Viet Tran

1.Overview:

Dung V. Tran is a lecturer of Finance at the faculty of Banking, Deputy Director of the Saigon International School of Business of Banking University Ho Chi Minh city (HUB), and a non-resident Fellow of IPAG Business School in Paris, France. He joined HUB in 2018 from Banking Academy of Vietnam. He has been a visiting scholar at University of Alberta, University Laval (Canada), University of New Orleans (US), University of Kent (UK) among others. He has taught derivatives, risk management, and quantitative methods classes at both MSc and undergraduate levels. His research covers a variety of topics related to financial institutions and empirical corporate finance, including capital structure, dividend policy, bank risk taking behaviors, earnings management, systemic risk among others.

Dung has published research articles in leading journals including Economic Modelling, North American Journal of Economics and Finance, International Journal of Economics and Finance, Review of Quantitative Finance and Accounting. He has received the Best Paper Award in Financial Institutions in 45^th Southwestern Finance Association (SWFA) Annual Meeting, USA (2018), and has been among Top 10% of authors on SSRN (2018).

2.Qualifications:

Ph.D in Finance (France)

“Essays on financial economics of banking: Capital structure, Diversification, Earnings management and Dividend policy”

3.Employment:

– Lecturer in Finance, Faculty of Banking and Deputy Director of Saigon International School of Business, Banking University Ho Chi Minh city, 2018 – present

– Lecturer in Finance, Faculty of Banking, Banking Academy of Vietnam, 2012-2018

– Financial risk management, CIC Bank, France, 2011-2012

4.Selected Publications:

1.Tran, Dung Viet, and Badar Nadeem Ashraf, 2018, Dividend policy and bank opacity, International Journal of Finance & Economics 23, 186–204. [SSCI, ABDC B]

2.Tran, Dung Viet, M. Kabir Hassan, and Reza Houston, 2019, How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs, The North American Journal of Economics and Finance 49, 85–103. [SSCI, ABDC B]

3.Tran, Dung Viet, Kabir M. Hassan, and Reza Houston, In Press, Discretionary loan-loss provision behavior in the US banking industry. Review of Quantitative Finance and Accounting. [SCOPUS Q1, ABDC B]

4.Tran, Dung Viet, M. Kabir Hassan, and Reza Houston, In Press, Activity strategies, information asymmetry, and bank opacity, Economic Modelling. [SSCI, ABDC A]

5.Proposals:

Theme 1: Efficient management of waste in scarce water resources

A study that aims to devise new mechanism and pricing strategies for the efficient management of waste in scarce water resources. In doing so, one may undertake in-depth account of various water sector issues such as the following:

(1) How do waste-water markets involve different market characteristics?

(2) What kind of asymmetric information characterize these markets?

(3) What kind of mechanism is needed for the waste-water markets, with different specificities of heterogeneous (temporal and spatial) quality of and demand for water?

(4) How to quantify the growth of waste that is discharged into the sewerage system, both for the economy as a whole and for different sectors?

(5) What is the effect of water pollutants — both biodegradable and non-biodegradable pollutants — on both soil and water quality?

Theme 2: Investment confidence index

A survey based consumer/investment confidence index is regularly used for gauging the investment and economic outlook in research. Purpose of the index is to proxy for investment sentiment in research for estimating future expectations in investment. However, this index is survey based and as such exposed to bias and measurement errors because of number of factors such as bias, sampling errors and measurement errors.

An alternative argument is if investor see positive economic outlook for future they are also likely to spend more on discretionary spending as they feel future is going to be better. As such an index that can measure discretionary spending in present time can be a predictor for economic and or investment outlook for the economy. This can be constructed using stock market data from the returns of the firms engaged in entertainment business. Project may look at development of alternative proxies for the investment sentiment that are not exposed to similar shortcomings as a survey based index and provides index at a higher frequency for use in research that needs data for daily and or weekly frequency.

Theme 3: Market discipline in the banking system

The third pillar of the Basel II – the market discipline aims to allow market participants to obtain information about banks operation in a consistent and timely manner. The orientation of Basel II implementation in the banking system has been determined by the State Bank of Vietnam as one of the key tasks of the banking industry in the Project “Development of Vietnam’s banking industry by 2010 and orientation to the year 2020” issued under Decision 11/2006 / QD-TTg dated May 24, 2006 of the Prime Minister.

However, despite many researches on issues related to the first other two pillars of Basel II (capital and supervision), to the best of our knowledge, there is no study on market discipline in the banking sector in Vietnam. This project has two main following objectives:

(1) To identify how depositors respond to the bank discretionary behaviors

(2) To document the impacts of bank payout policy on the perception of market participants