The Impact of Funding Liquidity on Risk-taking Behaviour of Vietnamese Banks: Approaching by Z-Score Measure

<p>The study analyses the impact of funding liquidity risk on risk-taking behaviour of Vietnamese commercial banks from 2002 to 2016, using the systematic GMM estimation method. The main finding is that liquidity risk (represented by deposit ratio) has a negative correlation to risk-taking beh...

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Bibliographic Details
Main Authors: Nguyen Tran Thai Ha, Phan Gia Quyen
Format: Article
Language:English
Published: EconJournals 2018-05-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/6265