Credit risk on the financial stability

The research was conducted to understand the impact of credit risk management on the financial stability of 27 Vietnamese commercial banks. From the research results, the authors proposed some implications for credit risk management and solutions to promote financial stability for banks. The study used secondary data obtained from audited financial statements of banks in the period 2006 - 2020.

14p vifriedrich 06-09-2023 6 4   Download

This study investigates the impact of credit risk on the financial stability of Vietnamese commercial banks. The paper uses the Z-score to proxy the financial stability of banks. We use the data of 27 Vietnamese commercial banks on BankScope, during 2010 - 2019.

14p princessmononoke 29-11-2021 23 1   Download

Currently, the development of the small and medium enterprises has attracted attention from various fields. And many researchers are working on solve two main problems SMEs met, namely the limited credit availability and the high funding cost. This dissertation studies these problems from the perspective of the banking industry. By taking an empirical test on industrial enterprise data of China, an inverted U shape relationship has been found between the generation of the SME and banking structure.

28p chauchaungayxua2 19-01-2020 24 3   Download

The study has a general purpose of assessing the impact of equity, credit risk on the financial stability of Vietnamese commercial banks, based on the results of research to propose solutions, A proposal to increase the financial stability of Vietnamese commercial banks.

38p slimzslimz 23-12-2019 41 6   Download

The Institutional System of Protection (ISP), established by Decree-law 6/2010 offers an effective instrument to bring together a group of credit entities in order to pool their risk management strategies and develop risk sharing strategies. In the special case of saving banks, this system is organised around a central entity in the form of a commercial bank which will pool their risk management strategies, risk sharing and will have full access to financial markets, including raising capital. Thus, the ISP increases the ability to access markets in order to obtain equity.

13p machuavo 19-01-2013 44 3   Download

In its report to the G7 titled Report of the Financial Stability Forum on Enhancing Market and Institutional Resilience, 1 the Financial Stability Forum (FSF) requested the Joint Forum to conduct a stocktaking of the uses of external credit ratings by its member authorities in the banking, securities and insurance sectors. The request also suggested that authorities review whether their regulations and/or supervisory policies unintentionally give credit ratings an official seal of approval that discourages investors from performing their own due diligence.

127p enterroi 01-02-2013 60 9   Download

At the same time there were progressively more skeptical views on the impact of securitization on the financial system stability. Some argue that by making illiquid loans liquid securitization could increase, other things being equal, the risk appetite of banks (Calem and LaCour, 2003; Wagner, 2007; and Brunnermeier and Sannikov, 2009). Risk sharing within the financial sector through securitization can also amplify bank risks also at the systemic risk level (Brunnermeier and Sannikov, 2010).

46p enterroi 01-02-2013 43 6   Download

Monetary policy in advanced economies, implemented through very low interest rates and large-scale asset purchases, has led to concerns in emerging markets about a surge in global liquidity. The main worry is that monetary ease in the major currencies could amplify capital flows into emerging market economies when risk is “on” and capital outflows when risk is “off”. Concerns arise about the risk that capital inflows might ease monetary conditions or that outflows might destabilise the financial system. International credit thus raises both monetary and financial stability issues....

12p enter1cai 12-01-2013 44 2   Download