Factors affecting liquidity of Vietnamese commercial banks

REFERENCES

Vietnamese documents.

2017;

1. Annual Report, Financial Report of Commercial Banks for the period 2008-

2. Dang Van Dan (2015), Factors affecting liquidity risk

of commercial banks in Vietnam , Finance Magazine, issue 1, November 2015 - page 60;

3. Hoang Cong Gia Khanh (2016), Limits on using short-term capital for medium and long-term lending from the perspective of maturity mismatch risk management techniques;

4. State Bank of Vietnam (2009), Circular No. 15/2009/TT-NHNN “Regulations on the maximum ratio of short-term capital used for medium- and long-term lending to credit institutions” ;

5. State Bank of Vietnam (2014), Circular No. 36/2014/TT-NHNN "Regulating limits and safety ratios in the operations of credit institutions and foreign bank branches" ;

6. State Bank of Vietnam (2016), Circular No. 06/2016/TT-NHNN “Amending and supplementing a number of articles of Circular No. 36/2014/TT-NHNN dated November 20, 2014 of the Governor of the State Bank regulating limits and safety ratios in the operations of credit institutions and foreign bank branches” ;

7. State Bank of Vietnam (2018), Circular No. 16/2018/TT-NHNN “Amending and supplementing a number of articles of Circular No. 36/2014/TT-NHNN dated November 20, 2014 of the Governor of the State Bank regulating limits and safety ratios in the operations of credit institutions and foreign bank branches” ;

8. Nguyen Van Tien (2010), Risk management in banking;

9. Nguyen Xuan Thanh (2016), Vietnam's commercial banks: From changes in laws and policies in the period 2006-2010 to restructuring events in the period 2011-2015 ;

10. Rudolf Duttweiler (2010), Liquidity management in banking , Ho Chi Minh City General Publishing House & Tinh Van Media;

11. Truong Quang Thong (2012), Commercial Bank Management , Ho Chi Minh City Economic Publishing House;

12. Truong Quang Thong (2013), “Factors affecting liquidity risk of Vietnam's commercial banking system” ;

13. Viet Chung (2012), “ 8 years of ups and downs in interest rates ”, Vneconomy, accessed on December 11, 2018 at: http://vneconomy.vn/tai-chinh/8-nam-thang-tram-lai- suat-20120611030953573.htm ;

14. Vu Thanh Tu Anh, Tran Thi Que Giang, Dinh Cong Khai, Nguyen Duc Mau, Nguyen Xuan Thanh, Do Thien Anh Tuan (2013), “ Overlapping ownership between credit institutions and economic groups in Vietnam: assessment and institutional recommendations” ;

15. Vu Thi Hong, (2015), “ Factors affecting liquidity of Vietnamese commercial banks ;

16. Website of General Statistics Office of Vietnam: www.gso.gov.vn ;

English Documents

17. Arif A. & Anees AN, (2012), “Liquidity Risk and Performance of Banking System”, Journal of Financial Regulation and Compliance , Vol.20 Iss: 2 pp 182-19 5 ;

18. Aspachs, O., Nier, E., Tiesset, M. (2005), Liquydity, Banking Regulation and macroeconomics. Proof of shares, bank liquidity from a panel the bank's UK - resident , Bank of England working paper;

19. Bank for International Settlement (2009), International framework for liquidity risk measurement, standards and monitoring;

20. Bonfim, D., Kim, M. (2012), “Liquidity risk in banking: Is there herding?”, International Economic Journal, vol. 22, no. 3, pp. 361-386;

21. Berger, N.A., Bouwman, C. (2006), The Measurement of Bank Liquidity Creation and the Effect of Capital ;

22. Bunda, I., Desquylbet, JB., (2003), T he bank liquidity smile across exchange rate regimes;

23. Basel Committee on Banking Supervision, (1997), Core Principles for Effective Banking Supervision , Bank for International Settlements;

24. Bonin, J.P., Hasan, I., and Wachtel, P. (2008), Banking in Transition Countries , BOFIT discussion paper;

25. Chung-Hua Shen et al. (2009), Bank Liquidity Risk and Performance , working paper;

26. Deléchat, C. et al (2012), The Determinants of Banks'Liquidity Buffers in Central America , IMF WP/12/301. Dinger, Valeriya (2009), “Do Foreign-Owned Banks Affect Banking System Liquidity Risk?”, Journal of Comparative Economics , Vol. 37, pp.647-657;

27. Lucchetta, M. (2007), What Do Data Say About Monetary Policy, BankLiquidity and Bank Risk Taking? , Economic Notes by Banca Montedei Paschi di Siena SpA, vol. 36, no. 2, pp. 189-203;

28. Muhammad Farhan Malik and Amir Rafique (2013), Commercial Banks Liquidity in Pakistan: Firm Specific and Macroeconomic Factors , Romanian Economic Journal, 2013, vol. 16, issue 48, 139-154;

29. Perry, P. (1992), “Do Banks Gain or Lose from Inflations?,” Journal of Retails Banking , Vol.14, 25-30. Poorman Jr., F. & Blake, J. (2005), Measuring and Modeling Liquidity Risk: New Ideas and Metrics , Financial Managers Society Inc., white paper;

30. Rauch, C., Steffen, S., Hackethal, A.and Tyrell, M., (2009),

Determinants of Bank Liquidity Creation;

31. Saunders, A. & Cornett, M.M. (2006), Financial Institutions Management: A Risk Management Approach , Mc Graw-Hill, Boston;

32. Vodová, P., (2011), “Liquidity of Czech Commercial Banks and Their Determinants”, proceedings of the 30th International Journal of Mathematical Models and Methods in Apllied Sciences ;

33. Vodova. P., (2013a), Determinants of Commercial Banks' Liquidity in Hungary , working paper;

34. Vodova. P., (2013b), “Determinants of Commercial Banks' Liquidity in Poland”, proceedings of the 30 th International Conference Mathematical Methods in Economics .

APPENDIX

Appendix 1: List of research banks

STT

Bank Name	Abbreviation	Symbol
1	An Binh Commercial Joint Stock Bank	ABB	ABB
2	Asia Commercial Joint Stock Bank	ACB	ACB
3	Vietnam Bank for Agriculture and Rural Development	Agribank	AGR
4	Joint Stock Commercial Bank for Investment and Development of Vietnam	BIDV	BID
5	Vietnam Joint Stock Commercial Bank for Industry and Trade	Vietinbank	CTG
6	Vietnam Export Import Commercial Joint Stock Bank	Eximbank	EIB
7	Ho Chi Minh City Housing Development Joint Stock Commercial Bank	HDbank	HDB
8	Kien Long Commercial Joint Stock Bank	KLB	KLB
9	Lien Viet Post Joint Stock Commercial Bank	Lienvietpostbank	LPB
10	Military Commercial Joint Stock Bank	MBBank	MBB
11	Vietnam Maritime Commercial Joint Stock Bank	Maritime Bank	MSB
12	Nam A Commercial Joint Stock Bank	NAB	NAB
13	National Commercial Joint Stock Bank	NCB	NCB
14	Saigon Commercial Joint Stock Bank	SCB	SCB
15	Southeast Asia Commercial Joint Stock Bank	Seabank	SEA
16	Saigon Joint Stock Commercial Bank for Industry and Trade	SaigonBank	SGB
17	Saigon Hanoi Commercial Joint Stock Bank	SHB	SHB
18	Saigon Thuong Tin Commercial Joint Stock Bank	Sacombank	STB
19	Vietnam Technological and Commercial Joint Stock Bank	Techcombank	TCB
20	Tien Phong Commercial Joint Stock Bank	Tienphongbank	TPB
21	Viet A Commercial Joint Stock Bank	VAB	VAB
22	Joint Stock Commercial Bank for Foreign Trade of Vietnam	Vietcombank	VCB
23	International Commercial Joint Stock Bank	VIB	VIB
24	Viet Capital Commercial Joint Stock Bank	Vietcapitalbank	VCP
25	Vietnam Prosperity Joint Stock Commercial Bank	VPBank	VPB