Browsing by Subject "Risk management"
Now showing items 1-19 of 19
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Applying three var (value at risk) models in measuring market risk of stock portfolio - The case study of CN-30 stocks basket
(International University - HCMC, 2016)Value at risk has become a widely used standard measure of market risk of portfolios if the adverse events in the market occur. Recently, proposed standard market risk-capital base framework based on VAR has been implemented ... -
Corporate Governance And Firm Risk - A Case Of Vietnam
(2022)This study investigated the influence of board of directors’ characteristics such as board size, gender diversity, and managerial ownership on firm risk. The sample was non-financial companies listed on the Ho Chi Minh ... -
"The credit risk management : A case of Saigon Thuong Tin commercial joint stock bank"
(International University - HCMC, 2016)This thesis aims to improve the credit risk management‟s current model of one of commercial banks in Vietnam whose name is Sai Gon Commercial Joint Stock Bank (STB) STB is one of commercial banks that is able to control ... -
Credit risk management at Vietcombank QuyNhon branch
(HCMC - International University, 2015)There are no rooms for doubt that the business operation of economy is affected significantly by credit operation in financial institutions, especially in Banking, due to the fact that it is considered as the main source ... -
Credit risk management tools in Vietnam joint stock commercial banks - The case study of techcombank
(International University - HCMC, 2015)It can be seen that the Vietnamese economy in the first decade of the 21st century has a significant development in the banking sector. Commercial banks represent a big role in this development. The banks‟ capital rose ... -
Determinant of credit risk of commercial banks in VietNam
(International University - HCMC, 2017)This paper aimed at assessing the macroeconomic and bank-specific determinants for non-performing loans in commercial banks in Vietnam. The research uses a quantitative approach. The data is used in the form of panel data ... -
The effect of credit risk management on profitability of VietNamese commercial banks
(International University - HCMC, 2017)Banks are the most important financial institution of global economy and also in Vietnam, theirs branches and subsidiaries are allocated nation -wide. By the side, commercial banks are facing with many kinds of risk when ... -
Evaluating the economic and risk management efficiencies of Vietnamese commercial banks
(International University - HCMC, 2019)In recent years, Vietnamese banking sector has recovered and developed, which raised questions on the efficiencies of firms in this sector. This study aims to determine the banks’ efficiency in 2 components, that is economic ... -
How relevant is the selection of risk control variables to bank efficiency analysis? - The case of Vietnamese commercial banks
(International University - HCMC, 2016)This research is conducted to measure the efficiency of 23 Vietnamese commercial banks during the period from 2010 to 2014 by utilizing the nonparametric data envelopment approach (DEA), and to use bootstrap method which ... -
The Impact Of Credit Risk Management On The Profitability Of Vietnamese Commercial Banks
(2022)Many prior studies have shown that commercial banks play an essential influence in the country's economy. Banks are currently confronted with a variety of concerns, one of which is credit risk. To address this issue, ... -
The impacts of business risk and financial risk on firms' financial performance - A study of HOSE
(HCMC - International University, 2015)High economic growth rate always a good sign not only about economics but also every aspect of a country. However, high economic growth rate but limited information about economics without updating could be a source of ... -
The influence of bank risk management and profitability on bank market power - Case study of Vietnamese commercial banks
(International University - HCMC, 2018)With the general objective of studying the influence of bank risk management and profitability on bank market power in Vietnam over the 10-year period of time from 2008 to 2017, this thesis used Vietnamese commercial banks ... -
The linkage between firm market power and the proportion of idiosyncratic volatility to total risk - A study of listed companies on Ho Chi Minh stock exchange (HOSE)
(International University - HCMC, 2018)This paper investigates the linkage between the firm market power and the ratio of idiosyncratic volatility to total risk for a number of listed companies on Ho Chi Minh Stock Exchange (HOSE) during the 5-year period ... -
Managing the internal to supply chain risk and improving business performance via Guaxin in Chinese community in Ho Chi Minh City : The buyer's perspective
(HCMC - International University, 2015)Guanxi has been classified as an important factor to facilitate business transactions in the Chinese business community. While previous studies mainly focused on some general kinds of risk, this study explored other aspects ... -
On operational risk in Vietnam commercial banks - A comparison of quantitative approaches
(International University - HCMC, 2016)Since the establishment of Basel II in 2007, operational risk has been one of the main types of risk within the banking sector. Basel II & III demands a minimum capital reserves for losses associated with operational risk, ... -
The role of business risk as a moderator in the relationship between financial leverage and company risk - A case study of non-financial firms listed on HNX and HOSE
(International University - HCMC, 2018)Based on an objective analysis of the Vietnamese market, this study aims to examine the role of business risk as a moderate variable in the relationship between financial leverage and company risk. A balanced panel data ... -
Stress Testing Credit Risk For Commercial Banks In Vietnam
(2023)This thesis assesses the resilence of banking system of Vietnam using stresstesting. For this purpose, a VAR model is structured to estimate the relationship between credit risk and chosen macroeconomic factors. The data ... -
Stress testing on credit risk of commercial bank in Vietnam
(International University - HCMC, 2017)In this paper, a framework for stress-testing the credit risk of banks to macroeconomic shocks is developed, with the specific case of Vietnam commercial banks. To describe the links between banking credit risk and ... -
A study of family factors on economics students' risk tolerance
(International University - HCMC, 2018)Nowadays, researchers around the world are often concerned with the factors that influence the risk appetite of investors. As a result, many scientific studies have found that there is a relationship between individual ...