Tu T. T. Tran
Country: Viet Nam
Affiliation: Associate Professor, Ph.D., Lecturer of Finance and Banking Faculty, University of Economics and Business, Vietnam National University
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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).2019.09
Banks and Bank Systems Volume 14, 2019 Issue #1 pp. 94-110
Views: 1978 Downloads: 1199 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.
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