Tạo thanh khoản và ổn định tài chính
Từ khóa:
Tạo thanh khoản, ổn định tài chính, SGMMTóm tắt
Nghiên cứu kiểm tra tác động của tạo thanh khoản đến ổn định tài chính của các ngân hàng, trường hợp các quốc gia Đông Nam Á giai đoạn 2007-2021. Bài viết sử dụng kỹ thuật ước lượng SGMM dựa trên bộ dữ liệu không cân bằng từ 53 ngân hàng của khu vực Đông Nam Á trong giai đoạn 2009 đến 2021 với có 743 quan sát, cho thấy tạo thanh khoản có tác động tích cực đến ổn định tài chính của ngân hàng. Ngoài ra, tỷ lệ an toàn vốn, tỷ lệ chi phí/ thu nhập tác động tiêu cực và tỷ lệ quy mô vốn, tỷ lệ nợ xấu, tỷ lệ thu nhập lãi cận biên tác động tích cực đến sự ổn định tài chính ngân hàng. Nghiên cứu đề xuất một số hàm ý đối với các nhà quản lý nhằm đảm bảo ổn định tài chính của hệ thống ngân hàng thương mại Việt Nam. Bên cạnh đó, nghiên cứu này có ý nghĩa quan trọng về giám sát và quản lý trong ngành ngân hàng ở khu vực ASEAN, đặc biệt là ở các quốc gia mới nổi.
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