Early Warning of Liquidity Risk in Commercial Banks In Vietnam: Application of Artificial Intelligence Models

Early Warning of Liquidity Risk in Commercial Banks In Vietnam: Application of Artificial Intelligence Models

H? Nguy?n Phúc ??c

Early Warning of Liquidity Risk in Commercial Banks In Vietnam: Application of Artificial Intelligence Models

In the context of globalization and the rapid evolution of financial markets, liquidity risk remains one of the major challenges for commercial banks. To address this issue, Artificial Intelligence (AI) and Machine Learning (ML) have been increasingly applied in the banking sector thanks to the capability of analyzing large-scale data, processing non-linear variables, and effectively identifying hidden patterns. Our research contributes to the domain of banking and finance by developing AI models in an early warning system for liquidity risk prediction in commercial banks in Vietnam. By identifying key factors of liquidity crises, these models enable banks and financial regulatory authorities to implement timely preventive measures and risk management strategies. Ultimately, this initiative aims to enhance the safety and stability of the banking and finance system.

2025/06/20

https://insyma.org/proceedings/files/articles/11. Vietnam_H Nguy Phuc.pdf

https://insyma.org/proceedings/items/show/489

banking crisis, early forecasting models, liquidity risk, machine learing.

1100

1103

3047-857X

Proceedings of the International Symposium on Management (Volume 21, 2024)

22

Fakultas Bisnis dan Ekonomika, Universitas Surabaya

H? Nguy?n Phúc ??c

Tr??ng Th? Vân Khánh

?? Huy?n Linh

177

H? Nguy?n Phúc ??c, Tr??ng Th? Vân Khánh, ?? Huy?n Linh