Yen T. Nguyen
Country: Viet Nam
Affiliation: Lecturer/MBA, Economics Faculty, University of Vinh
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The determinants of liquidity risk of commercial banks in Vietnam
Tu T. T. Tran , Yen T. Nguyen , Thuy T.H. Nguyen , Long Tran doi: http://dx.doi.org/10.21511/bbs.14(1).2019.09Banks and Bank Systems Volume 14, 2019 Issue #1 pp. 94-110
Views: 1956 Downloads: 1188 TO CITE АНОТАЦІЯThis research identifies factors that explain the liquidity of commercial banks in the Vietnam banking system from 2010 to 2015. Using the OLS regression method for analysis, it was found that:
- the interbank market helps commercial banks improve their liquidity;
- the larger the loan size, the higher the liquidity risk;
- good credit risk management has a positive impact on liquidity risk management; and
- long-term interest rate is negatively related to the liquidity of commercial banks.
The research also makes recommendations on liquidity risk management policies to banks and policy-makers from the Government and the State Bank of Vietnam.