Market risk versus credit risk of the selected countries in the trans pacific partnership agreement
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Market risk versus credit risk of the selected countries in the trans pacific partnership agreement
Market risk versus credit risk of the selected countries in the trans pacific partnership agreement
UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreementEVELOPMENT ECONOMICSMARKET RISK VERSUS CREDIT RISK OF SELECTED COUNTRIES IN THE TRANS PACIFIC PARTNERSHIP AGREEMENTBYQUANG VAN TUANMASTER OF ARTS IN DEVELOPMENT ECONOMICSHO CHI MINH CITY43070UNIVERSITY OF ECONOMICS INSTITUTE OF SOCIAL STUDIES HO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - Market risk versus credit risk of the selected countries in the trans pacific partnership agreementTHE NETHERLANDSPROGRAMME FOR M.A. IN DEVELOPMENT ECONOMICSMARKET RISK VERSUS CREDIT RISK OF SELECTED COUNTRIES IN THE TRANS PACIFIC PARTNERSHIP AGREEMMarket risk versus credit risk of the selected countries in the trans pacific partnership agreement
ENTA thesis submitted in partial fulfilment of the requirements for the degree of MASTER OF ARTS IN DEVELOPMENT ECONOMICSBYQUANG VAN TUANAcademic SupeUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreementreement (1PP) is still uncertain after the US Present Donald Trump walked away from his predecessor Barack Obama’s commitment. A different version of 1 PR or to be called the Comprehensive and Progressive Agreement for Trans-Pacific Partnership (CPI PR), may be formed without the US presence. Among Market risk versus credit risk of the selected countries in the trans pacific partnership agreementthese member countries. Vietnam and Malaysia (in the ASF.AN), together with Australia and New Zealand, in the Pat ilk Ocean, are generally consideredMarket risk versus credit risk of the selected countries in the trans pacific partnership agreement
closely competitive nations for various industries, in particular for Agric ulture; Food and Reverage and Tourism.This study is conducted to measure aUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreement. Two periods are considered in market risk, including: (i) the GFC period (2007-2009); and (ii) the post-GFC period (2010-2016). The market risk level is measured using the parametric approach and the historical approach for both Value at Risk (VaR), the potential losses in the future over the give Market risk versus credit risk of the selected countries in the trans pacific partnership agreementn time period (day or month) at a given confidential level, and Conditional Value ar Risk (CVaR), which is designed to estimate the risk of extreme loMarket risk versus credit risk of the selected countries in the trans pacific partnership agreement
ss.Findings from this study confirm that Vietnamese sectors are relatively riskier than their counterparts in Malaysia, Australia and New Zealand. In UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreementFinancials, and Insurance have been largely ignored from the Vietnamese Government's focus. Interestingly, IT industry is considered very low-risk in Vietnam whereas this sector belongs to a group of high market risk in Malaysia. Australia, and New Zealand.This study is then extended to measure and Market risk versus credit risk of the selected countries in the trans pacific partnership agreementrank the credit risk level lor dll industries lor Vietnam as the case study. Credit risk is generally defined as the risk that is determined on a credMarket risk versus credit risk of the selected countries in the trans pacific partnership agreement
it requirement from the default. Findings from this empirical study indicate that Industrials, Fnergy and Consumer Discretionary sectors have had the UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreementperiods, in addition, this study alsodemonstrated an important link between market risk and credit risk, which can provide an important insight to develop for further issues integrating these aspects.With the ambition to be a financial hub in the Asia Pacific region in the regional integration and a Market risk versus credit risk of the selected countries in the trans pacific partnership agreement modem industrial economy, a shift of the attention to this particular and important sector in Vietnam is the near future is strongly recommended.KeyMarket risk versus credit risk of the selected countries in the trans pacific partnership agreement
words: Market risk; Credit risk; Sectors; VaR: CVaR; DD; Vietnam: Malaysia, Australia, New ZealandiiDECLARATIONI hereby declare (hat the thesis entitlUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DE Market risk versus credit risk of the selected countries in the trans pacific partnership agreement requirements for the degree of Master of Art in Development Economics to the Vietnam - Netherlands Programme. This is also my original work and conclusions drawn are based on the material collected by me.I further declare that this work has not been submitted (0 any other university for the award o Market risk versus credit risk of the selected countries in the trans pacific partnership agreementf any other degree, diploma or equivalent course.UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DEUNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STUDIES THE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A. IN DEGọi ngay
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