Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
MINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY1976GRADUATE THESISSPEACTALITY: FIN ANCE - BANKINGTOPIC Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamC:BANK-SPECIFIC AND MACRO-ECONOMIC FAC TORSAFFECT THE LIQUIDITY RISKS OF COMMERCIAL BANKSIN VIETNAMAuthor: Vo Thi Hoang ThuStudent code: 050606180400Instructor: Dr. Le Ha Diem C hiHO CHI MINH CITY. JULY 2022MINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CI Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamTY1976GRADUATE THESISSPEACIALITY: FIN ANCE - BANKINGTOPIC:BANK-SPECIFIC AND MACRO-ECONOMIC FAC TORSAFFECT THE LIQUIDITY RISKS OF COMMERCIAL BANKSIN VIBank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
ETNAMAuthor: Vo Thi Hoang ThuStudent code: 050606180400Instructor: Dr. Le Ha Diem ChiHO CHI MINH CITY. JULY 2022ABSTRACT SUMMARYThe thesis "Bank-speciMINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY1976GRADUATE THESISSPEACTALITY: FIN ANCE - BANKINGTOPIC Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamof macro factors affecting the liquidity risk of Vietnamese commercial banks in the period, period 20102020. including Dependence on external financing sourceratio (EFD): Loan to total assets ratio (TLA): Earning quality (NnTA): Loan to total deposit ratio (LDR): Size of the bank (SIZE): Return on e Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamquity (ROE): Money supplygrowth (M2): Economic growth rate (GDP) and Inflation rale (INI').The research topic applies Poolcd-OI.S. EEM. and REM modelsBank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
, but the obtained results show that the research model encounters autocorrelation and variable variance, so the author continues to apply the model. MINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY1976GRADUATE THESISSPEACTALITY: FIN ANCE - BANKINGTOPIC Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamd receives high accuracy research results, so the author receives the analysis results from the GMM model as the final result.The research results show that the research factors affect bank liquidity risk, in which the variables Nil TA. SIZE, and M2 have a negative impact on bank liquidity risk, on Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnamthe contrary, the variables EFD. TLA. LDR. ROE. GDP, and INF have the same effect on liquidity risk, only variable M2 is not statistically significantBank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam
.After receiving the research results from the GMM model, the author discusses the research results affecting the liquidity risk of Vietnamese commercMINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY1976GRADUATE THESISSPEACTALITY: FIN ANCE - BANKINGTOPIC Bank specific and macro economic factors affect the liquidity risk of commercial banks in vietnam Vietnamese banks.MINISTRY OF EDUCATION AND TRADINGTHE STATE BANK OFVIETNAMBANKING UNIVERSITY OF HO CHI MINH CITY1976GRADUATE THESISSPEACTALITY: FIN ANCE - BANKINGTOPICGọi ngay
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