unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

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Nội dung chi tiết: unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreementVELOPMENT ECONOMICSMARKET RISK VERSUS CREDIT RISK OF SELECTED COUNTRIES IN THE TRANS PACIFIC PARTNERSHIP AGREEMENTBYQUANG VAN TUANMASTER OF ARTS IN DE

VELOPMENT ECONOMICSUNIVERSITY OF ECONOMICS INSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMM unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

E FOR M.A. IN DEVELOPMENT ECONOMICSMARKET RISK VERSUS CREDIT RISK OF SELECTED COUNTRIES IN THE TRANS PACIFIC PARTNERSHIP AGREEMENTA thesis submitted i

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

n partial fulfilment of the requirements for the degree of .MASTER OF ARTS IN DEVELOPMENT ECONOMICSBYQUANG VAN TI ANAcademic SupervisorDr. VO HONG DUC

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreementsent Donald Trump walked away from his predecessor Barack Obama’s commitment. A different version of TPP. or to be called the Comprehensive and Progre

ssive Agreement for Trans-Pacific Partnership (CPTPP). may be formed without the US presence. Among these member countries. Vietnam and Malaysia (in t unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

he ASF.AN), together with Australia and New Zealand, in the Pacific Ocean, are generally considered closely competitive nations for various industries

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

, in particular for Agriculture; Food and Beverage and Tourism.This study is conducted to measure and rank the market risk level of 10 industries/sect

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreementing: (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 given time period (day or month) at a given confidentia unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

l level, and Conditional Value at Risk (CVaR), which is designed to estimate the risk of extreme loss.Findings from this study confirm that Vietnamese

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

sectors are relatively riskier than their counterparts in Malaysia. Australia and New Zealand. In addition, market risk level across sectors in all c

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreementd 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 rank the credit risk level for all industries fo unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

r Vietnam as the case study. Credit risk is generally defined as the risk that is determined on a credit requirement from the default. Findings from t

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

his empirical study indicate that Industrials. Energy' and Consumer Discretionary sectors have had the worst ranking performance in relation to their

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreemented an important link between market risk and credit risk, which can provide an important insight to develop for further issues integrating these aspec

ts.With the ambition to be a financial hub in the Asia Pacific region in the regional integration and a modem industrial economy, a shift of the atten unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

tion to this particular and important sector in Vietnam is the near future is strongly recommended.Key words: Market risk; Credit risk; Sectors; VaR;

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

CVaR: DD: Vietnam; Malaysia, Australia, -Vnr ZealandDECLARATIONI hereby declare that the thesis entitled “Market risk versus credit risk of selected c

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV

unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement 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 to any other university for the award of any other degree, diploma or equivalent course unlicensed market risk versus credit risk of the selected countries in the trans pacific partnership agreement

.HCMC. December 2017Quang Van Tuan

UNIVERSITY OF ECONOMICSHO CHI MINH CITY VIETNAMINSTITUTE OF SOCIAL STI DIESTHE HAGUE THE NETHERLANDSVIETNAM - THE NETHERLANDSPROGRAMME FOR M.A. IN DEV