DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS FOR CREDIT RATING MODELSBACHELOR THESISMAJOR: BANKING AND FINANCECODE: 7340201Ho Chi Minh City, 2021MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VY DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELSBACHELOR THESIS MAJOR: BA DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS NKING AND FINANCE CODE: 7340201INSTRUCTOR: Ph.D. NGUYEN MINH NHATHo Chi Minh City. 2021iABSTRACTIn the process of integration to the world economy, evDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
ery bank in every country has to face with new opportunities, as well as new challenges. The fierce survival competition between commercial banks becoMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS to compete with others, and gain profit for the bank in this current context.Credit activities are traditional activities and bring the highest profit for banks. But of course, with high returns comes great risks. This risk not only affects credit lending banks but also can adversely affect the enti DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS re economy, especially the developing economy in Vietnam.The credit rating system always plays an important role at commercial banks in assessing custDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
omers' credit risk and assisting the bank in making credit decisions as well as in management activities and risk treatment at the bank. In fact, it iMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS eover, a legal framework for credit rating has been establishing by the Government to improve information transparency and support for banks to control credit risk from the very beginning as well as support the bond market and the stock market to not only promote capital mobilization through the sto DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS ck market, but also protect the rights and interests of investors.Because of that, the research and selection of appropriate rating models will signifDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
icantly contribute to the development of credit rating activities in Vietnam. Besides, at present, the world economy in general and Vietnam’s economy MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS ment.iiHowever, through the research process, the current models revealed some limitations and inconsistency about its reliability that leads to difficulty in choosing the suitable models. Determining which factors affect the ranking result is an inevitable and strategic issue to more complete the c DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS redit rating system. Up to now. there are still not many studies published in Vietnam on finding out technical default factors that affect credit ratiDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
ng models.Because of those reasons above, the researcher choose the topic "Determining technical default factors for credit rating models" to researchMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS mercial banks with theoretical basis and empirical evidence related to the selection of an appropriate corporate bankruptcy prediction model to contribute to efficiency improvement of the bank’s credit risk management in the future.By consulting with people who are knowledgeable about this field, ha DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS ve long-term work experience and have a good grasp of reality to be able to give more accurate technical default factors that can affect credit ratingDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
models.Beside that, there are 04 stages that need to be implemented as below:First stage: Collecting and processing data:Second stage: Selecting the MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSF DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS he Complementary Log-Log model;Last stage: Using the Confusion matrix and F1 - Score for evaluating each model's regression results. From that, selecting the appropriate credit rating model that has the ability to accurately predict the default probability of customers.This research was conducted ba DETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS sed on the data taken from the annual financial statements of about 400 enterprises from 09 business fields from 2017 to 2019. In order to ensure theDETERMINING TECHNICAL DEFAULT FACTORS FOR CREDIT RATING MODELS
quality of the information source, these financial statements have been audited.iiiCOMMITMENT AND THANKSMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSFMINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYNGUYEN TRAN MAI VYDETERMINING TECHNICAL DEFAULT FACTORSFGọi ngay
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