Tóm tắt:
Bài viết nghiên cứu ảnh hưởng của tỷ lệ sở hữu nước ngoài (SHNN) đến rủi ro thanh khoản (RRTK) của các ngân hàng thương mại (NHTM) Việt Nam trong giai đoạn 2009–2020. Sử dụng các phương pháp hồi quy dữ liệu bảng bao gồm Pooled OLS, FEM, REM và GLS với mẫu dữ liệu của 30 NHTM Việt Nam, kết quả nghiên cứu cho thấy tỷ lệ SHNN càng cao thì RRTK của các NHTM càng giảm. Bên cạnh đó, các biến rủi ro tín dụng, tỷ lệ vốn chủ sở hữu, tỷ lệ cho vay trên huy động vốn và tăng trưởng kinh tế có tác động đáng kể đến RRTK.
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Abstract:
The article examines the influence of foreign ownership on liquidity risk of Vietnamese commercial banks over the period of 2009-2020. We use panel data regression methods including Pooled OLS, FEM, REM and GLS with data samples of 30 Vietnamese commercial banks. The research findings show that higher the foreign ownership shares lead to lower levels of the liquidity risk of commercial banks. Besides, credit risk, equity to total asset, loan to deposit ratio, and economic growth have significant impacts on liquidity risk.