Nottingham University Business School
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Huyen Ngoc Phuong Nguyen

MSc in Banking & Finance, Bangor University BSc in Economics

Room: A2 (South Building)
Tel: +44 (0) 115 8467995

Current Status: Registered
Year of Registration: 2015
Expected Completion Date: /11/2018

Primary Funding Source:
Nottingham University Business School

Research Topic:
Three essays in Financial Economics: Banking Regulation, Supervision, and Bank Behaviour.

Research Details:
The key theme of my work focuses on bank regulation and supervision, bank lending, securitization, and financial stability. My first paper looks at how competition policies affect bank liquidity creation. Using a differences-in-differences estimator, I find that interstate branching deregulation in the U.S. banking industry boosts bank liquidity creation at no cost of financial stability.
My second paper investigates how foreclosure laws affect securitization using loan-level data from HMDA. Using an innovative econometric technique, a geographic regression discontinuity design, to have a clean and reliable identification strategy, I show that borrower-friendly foreclosure laws trigger strategic default on mortgage repayments and lead banks to securitize mortgage loans at a higher frequency.
My third paper leverages a policy change in stress testing in interest rate risk management in the German banking system as a quasi-natural experiment. I obtain two key findings. First, I find that intensified regulatory monitoring due to interest rate risk does not affect lending behavior. Second, capital surcharges linked to bank interest rate risk significantly reduce their lending activities. The contraction in lending is most pronounced for corporate loans, mortgage loans, and for loans with longer maturities.
Teaching: Microeconomics for business, Further Quantitative Research Methods, Introduction for Econometrics.

Research Supervisor/s: Michelle Haynes, Thorsten Chmura and Danny McGowan

Division: Industrial Economics and Finance

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Nottingham University Business School

Jubilee Campus

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667