ENHANCING COMPETITIVENESS COMMERCIAL BANKS IN VIETNAM: LIQUIDATION CASE STUDY

Abstract

The main objective of this study was to analyze the existing relationship between liquidity risk, as measured by liquid assets to total mobilization, and a specific number of dependent variables (capital owner / total capital ratio, the return on equity, the ratio of net loans / total short-term deposits, bank size). The sample included nine banks listed on the stock exchange and the methods applied in the analysis is linear regression with fixed effects and random-based data tables. The results emphasize that the large-scale capital banks risk higher liquidity risk. The banks have equity ratio / total capital, the return on equity, the ratio of net loans / total deposits short-term good will minimize the risk of liquidity risk in the banking system.
Key words: liquidity risk, equity, capital raising, capital size.