Uncertainty and bank funding liquidity risk in Vietnam

This paper examines the impact of uncertainty on bank funding liquidity risk. Based on a sample of Vietnamese commercial banks from 2007 to 2019, we show evidence that micro uncertainty in the banking sector leads to higher funding liquidity risk, as proxied by lower deposit ratios. Additio...

Full description

Bibliographic Details
Main Authors: Dang Van Dan, Nguyen Hoang Chung
Format: Article
Language:English
Published: Faculty of Economics, Belgrade 2022-01-01
Series:Ekonomski Anali
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/0013-3264/2022/0013-32642234029D.pdf