SỐ 213 | Tháng 12/2023
Thanh khoản dư thừa và sự ổn định ngân hàng tại Việt Nam
Nguyễn Từ Nhu
Tóm tắt:
Bài viết xem xét ảnh hưởng của thanh khoản dư thừa (TKDT) đến sự ổn định ngân hàng. Kết quả nghiên cứu cung cấp bằng chứng thực nghiệm quan trọng về tác động bất lợi tiềm tàng của dự trữ TKDT đối với ổn định ngân hàng nhằm đưa ra giải pháp cung ứng thanh khoản khi khủng hoảng xảy ra tại Việt Nam. Việc gia tăng thanh khoản đi kèm với nhu cầu vốn giảm có thể dẫn đến mức độ dư thừa cao hơn, làm cho hoạt động ngân hàng bất ổn hơn. Từ kết quả nghiên cứu, tác giả đề xuất các hàm ý về mặt chính sách và quản lý giúp ngân hàng có thể hoạch định hiệu quả công tác quản trị rủi ro thanh khoản nhằm gia tăng sự ổn định, từ đó điều hòa tài sản thanh khoản theo đúng yêu cầu của Basel III được áp dụng sau cuộc khủng hoảng tài chính toàn cầu 2007–2009.
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Excess Liquidity and Banking Stability in Vietnam
Abstract:
The research concerns about the impact of excess liquidity on banking stability. The result provides empirical evidence on the potential adverse of excess liquidity in order to evaluate liquidity supply solutions when a crisis occurs in Vietnam. Increased liquidity coupled with reduced demand could lead to higher levels of excess liquidity that makes banks more unstable. At the end of the research, the author proposes policy and management implications to help banks to plan liquidity risk managemnet effectively and increase their stability, especially in accordance with Basel III requirements applied after the global financial crisis 2007 – 2009.