Uncovering the Latent Structure of Liquidity Risk Using Machine Learning Clustering Algorithms: Evidence from Vietnamese Commercial Banks
Authors: Tran Thi Thuy Huyen, Hoang Thao Nhi, Pham Ngoc Khue, Nguyen Thi Lan Huong, Nguyen Thu Ha, Vu Thi Thu Huong
Journal: Journal of Economic Finance Research and Review (JEFRR)
Published: 2026-03-05 · Volume 2, Issue 03, pp. 148-158
DOI: 10.65150/EP-jefrr/V2E3/2026-02
Abstract
This study employs machine learning clustering algorithms to uncover the latent structure of liquidity risk in Vietnamese commercial banks, providing insights into risk categorization and management strategies.
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