Factors affecting liquidity in Vietnam’s commercial banks
DOI:
https://doi.org/10.56097/binhduonguniversityjournalofscienceandtechnology.v6i2.149Keywords:
Ngân hàng thương mại; quản trị rủi ro ngân hàng; rủi ro thanh khoản; thanh khoản; yếu tố tác độngAbstract
The paper analyzes and determines the factors affecting liquidity in 24
commercial banks in Vietnam from 2010 to 2022. The study uses regression models OLS,
FEM, REM and overcomes the model. GLS model through STATA 17 software to test and
overcome defects, in which the study uses 12 variables and experimental results show that
there are 8 factors affecting liquidity of commercial banks including: 1) Bank size, (2)
Profit ratio, (3) Total short-term debt/equity ratio, (4) Loan balance/total customer deposit
ratio, (5) Capital ratio owner/total assets, (6) Bad debt ratio, (7) Inflation rate, (8) Marginal
interest income ratio. From there, draw conclusions and propose some policy implications
to help commercial banks develop and ensure liquidity effectively.
