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Journal: Proceedings on Engineering Sciences (Vol.4, No. 2)

Publication Date:

Authors : ;

Page : 115-124

Keywords : Liquidity; Commercial banks; Internal factors; External factors;

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The article assesses the impact of internal and external factors affecting the liquidity of Vietnamese commercial banks. Observational data was collected from 28 commercial banks for the period from 2009 to 2020. The use of Multiple linear regression algorithm under the Supervised learning group of Machine learning on python platform for observed data with results R² ≈ 70% and very small MSE demonstrate the fit of the model, and Seaborn data visualization will give a visual view of the research results. Model results and regression coefficients show that ROA, CAP, LLD, INF have a negative impact and SIZE, LDR, GDP have a positive impact on liquidity of commercial banks in Vietnam in the sample. Thereby, we propose recommendations for commercial banks in Vietnam to manage liquidity well, improve the efficiency of the bank's business operations such as increasing capital size to ensure CAR according to Basel II standards, strengthen handling of bad debts and improve credit quality, comply with regulations and ensure capital adequacy in liquidity.

Last modified: 2022-05-06 01:52:51