CHAPTER 2: THEORETICAL BASIS This chapter provides the theory of liquidity, the theory of liquidity risk management in commercial banks. Finally, it is an overview and system of domestic and foreign studies related to the research topic of liquidity risk. 2.1 OVERVIEW OF COMMERCIAL BANKS 2.1.1 ...
8. Model testing results with dependent variable ILLIQ robust, cluster - industry Fixed-effects (within) regression Number of obs = 3862 Group variable: MCT Number of groups = 676 R-sq: within = 0.5411 Obs per group: min = 1 between = 0.9106 avg = 5.7 overall = 0.8525 max = 6 F(12,24) = 269.67 ...
Wald chi2(6) = 34.95 corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 L3 Coef. Std. Err. z P>|z| [95% Conf. Interval] CAP .199314 .1400128 1.42 0.155 -.0751061 .4737341 NPL .459672 .5260264 0.87 0.382 -.5713208 1.490665 ROE .0409049 .0786984 0.52 0.603 -.1133411 .195151 CAR .003482 .0089416 ...
MINISTRY OF EDUCATION AND TRAINING NATIONAL ECONOMICS UNIVERSITY PHAM THANH DAT LIQUIDITY RISK MANAGEMENT OF COMMERCIAL BANKS OF THE STATE BANK OF VIETNAM MAJOR: BANKING FINANCE ECONOMICS Code: 62.34.02.01 DOCTORAL THESIS IN ECONOMICS Scientific supervisor: Associate Professor, Dr. ...
CONCLUSION OF CHAPTER 1 In the overview, the author has reviewed previous studies worldwide and in Vietnam on the impact of TTK on the financial performance of enterprises. To provide the most comprehensive and general picture, the author has reviewed from two perspectives, including studies ...
APPENDIX 1. DETAILS OF DATA COLLECTION SOURCES Source Access path Banking portal Vietnam state goods https://www.sbv.gov.vn/ General Statistics Office of Vietnam Male https://www.gso.gov.vn/ State Securities Commission Vietnam www.ssc.gov.vn/ Financial data http://s.cafef.vn/du-lieu.chn Financial ...
- Systems need effective macroeconomic forecasting tools to prepare for unusual fluctuations in financial and monetary markets, changes in government policies and international trading practices. - Banks need to have a team to manage the release of information to the market, control information ...
3.3 Research model on the impact of RRTK on bank business performance 3.3.1 Research model The thesis has inherited the approach of (Growe et al., 2014) to build a model to assess the impact of RRTK on bank business performance to solve the research objectives. In addition, the study also relies on ...
The companys operations are determined by a small number of shareholders. Therefore, the concentrated ownership structure will increase the information asymmetry between internal shareholders and external shareholders. At the same time, a small number of shareholders holding a large number of ...
LIST OF REFERENCES List of statistical reports: 1. Financial statements of Asia Commercial Joint Stock Bank (ACB) for the period from 2010 to 2016. 2. Financial statements of Vietnam Joint Stock Commercial Bank for Industry and Trade (CTG) for the period from 2010 to 2016. 3. Financial report of ...
Of that stock increased. This result may be the reason to explain the increased trading activity on the NYSE due to lower trading costs. Two views emerged after Demsetzs (1968) study on the spread between bid and offer prices: the first view is based on the relationship between the spread and the ...
(0.236) (0.243) (0.364) (0.371) (0.227) (0.228) (0.156) (0.152) PROFITABILITY -0.767 -0.762 -0.711* -0.740 -1.441 -1.807 0.167 0.143 (0.226) (0.227) (0.430) (0.458) (0.374) (0.416) (0.312) (0.321) CASH_RATIO 0.187 0.209 0.112 0.078 0.224 0.321 0.140 0.181 (0.288) (0.289) (0.218) (0.230) (0.289) ...
