Abstract
The article studies the influence of foreign ownership ratio on liquidity risk of Vietnamese commercial banks in the period 2009–2020. The article uses regression methods based on Bayesian approach with sample data of 30 Vietnamese commercial banks. The research results show that the higher the foreign ownership ratio, the lower the liquidity risk of commercial banks, as expected for the study. Besides, the variables of credit risk, equity ratio, loan-to-deposit ratio and economic growth have significant impact on liquidity risk.
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Thach, N.N., Thanh, B.D., Lan, L.T. (2024). Correlation Between Foreign Ownership and Liquidity Risk. In: Ngoc Thach, N., Kreinovich, V., Ha, D.T., Trung, N.D. (eds) Optimal Transport Statistics for Economics and Related Topics. Studies in Systems, Decision and Control, vol 483. Springer, Cham. https://doi.org/10.1007/978-3-031-35763-3_41
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DOI: https://doi.org/10.1007/978-3-031-35763-3_41
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