A model-based approach for estimation of liquidity risk of joint-stock commercial banks in Vietnam
نویسندگان
چکیده
The research attempts to identify the factors affecting liquidity risk of joint-stock commercial banking system in Vietnam period 2008-2018. uses regression methods for panel data with a sample 26 banks, using secondary collected from audited financial statements banks Vietnam. study performed FEM, REM, FGLS and D&K estimations model’s tests. Through SGMM method data, results show previous year (LIQR), (LIQ), variable loan/total assets ratio (LTA), credit growth (CRD), external financing (EFD), provision (LLP) have positive impact on risk. In addition, not found statistically significant evidence economic growth, inflation, money supply, crisis case This suggests important policy implications State Bank control ensure stability
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ژورنال
عنوان ژورنال: T?p chí Khoa h?c và Công ngh?: Chuyên san Kinh t? - Lu?t - Khoa h?c Qu?n lý
سال: 2022
ISSN: ['2588-1051']
DOI: https://doi.org/10.32508/stdjelm.v6i4.1082