文章基本信息

标题：The Impact of Technology Investment to Liquidity Risk of Commercial Banks in Vietnam
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作者：Nga Phan Thi Hang ; Hung Hoang Thai ; Nguyen Thi Thuy Giang 等
期刊名称：Academy of Strategic Management Journal
印刷版ISSN：1544-1458
出版年度：2021
卷号：20
期号：6
页码：1-10
语种：English
出版社：The DreamCatchers Group, LLC
摘要：The research investigated factors that affect the liquidity risk of commercial banks (CBs) in Vietnam, especially in the context of Industry 4.0, a development stage in which businesses in general and commercial banks, in particular, must change the traditional business model to a digital business model. Hand-crafted transactions must be replaced by automation. Instead of customers having to go to a bank to transact, they can conduct transactions and research anywhere in the world. The author wants to analyze the relationship between technology investment and liquidity risk by estimating the RE regression model with the dependent variable, the ratio of liquidity assets to total assets. The independent variables are factors affecting the liquidity risk of Vietnamese commercial banks based on secondary data (financial statements) collected from 27 banks for the period 2010-2018. The estimation results show that technology investment will reduce the liquidity risk of commercial banks. In addition, the bank size, the ratio of Provision for Credit Losses (PCL) to the total credit outstanding, the ratio of equity to total assets, the bank's net interest margin, the ratio of loans to total assets, the ratio of cost to income and economic growth have affected to the liquidity risk of commercial banks in Vietnam. Therefore, the study proposes the investment and exploitation implications to technology in Vietnamese commercial banks to manage liquidity effectively.
关键词：Technology Investment;Liquidity Risk;Joint-Stock;Commercial Bank