Risk based bank rating consists of risk profile (credit risk-NPL and liquidity risk-LDR), GCG disclosure, earnings (return on assets-ROA and operating expense to income ratio-OEIR), and capital (CAR). The population in this research was 4 state-owned banks and because only 4 banks, then...
Panel A: Price of exchange rate risk Indonesia 0.111 0.015⁎⁎ − 0.06⁎⁎⁎ 0.017 (0.134) (0.003) (0.004) (0.025) Panel B: Price of regional market risk Asia 0.060⁎⁎⁎ 0.061⁎⁎ 0.007⁎⁎⁎ 0.004⁎⁎⁎ (0.011) (0.072) (0.0005) (0.001) Panel C...
Jake has more than 20 years of experience in the financial services industry helping global banking and capital market clients effect meaningful business outcomes...
With over 16 years of experience, Amy is EY Americas FSO Risk Technology Leader where she develops innovative approaches to solve traditional risk and compliance issues as business transforms. Amy brings together digital products, business transformation, advanced capabilities and IT to the risk, ...
This chapter: (i) explains why private-sector Credit Rating Agencies (CRAs) and their ratings opinions are unconstitutional (with emphasis on CRAs that rate corporate, municipal and government financial-instruments); (ii) explains why government bailouts/bail-ins are motivated by Constitutional Politica...
(proportion of risk-adjusted weighted assets to total assets); foreign bank entry (a dummy equal to 1 if there is at least 1 entry of foreign bank into a given country, 0 otherwise); Inflation rate is a country's annual inflation rate; real GDP per capita (real gross domestic product ...
The data from L-bank credit loan kinds of Small & Medium Enterprise (SMEs) which guaranteed by Taiwan SMEG. Using such approach, all estimates will be endogenously forecast. For instance, from loan rate and risk-free rate it can assess risk, probability of default, loss given default, and ...
In September 2024, Bank Indonesia (BI) unexpectedly cut its key interest rate for the first time in more than three years in anticipation of a Federal Reserve pivot to easing monetary policy: the Federal Reserve indeed cut rates by an unusually large 50 basis points shortly after the BI acted...
In a July 2023 report, the central bank said that the banking industry continues to remain resilient with an aggregate Capital Adequacy Ratio of 21.3% as of Q1 2023. It added that in line with the increasing interest/profit rate environment an upward trend was recorded in the banking sector’...
Zong Da Company moved its production base to China mainly for two reasons: (1) rising wages and a drastic exchange rate increase resulted in a sharp decline in profits, and (2) a high growth rate was estimated in the global sneakers market in the future. However, owing to the 2018 Sino...