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Model for risk quantification in guaranteed asset at asia commercial joint stock bank

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Model for risk quantification in guaranteed asset at asia commercial joint stock bank

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Model for risk quantification in guaranteed asset at asia commercial joint stock bank in Guaranteed Asset Valuation at Asia Commercial Joint Stock BankSTUDENT’S FULL NAME: THANH QUANG TRUNGSTI DENT ID: CGSOOO18500INTAKE: SEPTEMBER, 2014

ADVISOR’S NAME & TITLE: ASSOC.PROF.DR. PHAN DINH NGUYENDecember, 20151OPEN UNIVERSITY sfiir VI A L A Y $ I AF’HUTECH vế'' l.rKrity ưAdvisor’s assessme Model for risk quantification in guaranteed asset at asia commercial joint stock bank

ntAdvisor’s signature2@WaWRS,TYF^HUTECHĨOODIO* irtuj»*;u*r>.T»ĩxjix MtoMy ư ĩ:Or«jj>ABSTRACTThe thesis "Model for Risk Qualification hl Guaranteed Ass

Model for risk quantification in guaranteed asset at asia commercial joint stock bank

et Valuation at Asia Commercial Joint Stock Bank" aims to identify the factors that cause valuation risks of guaranteed assets, quantify probability o

^QPEN UNIVERSITYMALAYSIA ĨO+3QIO* iruõ*Gu>w&^HUTECHtrt*«Myt/Txnv

Model for risk quantification in guaranteed asset at asia commercial joint stock bank and remedy losses from such risks.Thesis provided points of view, the existence of risk, identification, assessment and study of valuation risks of gu

aranteed assets. To identify and assess the valuation risks of guaranteed assets. Thesis built a factor analysis model and used linear regression anal Model for risk quantification in guaranteed asset at asia commercial joint stock bank

ysis to find out which factors cause valuation risks of guaranteed assets.Additionally an assessment scale of the valuation risks of guaranteed assets

Model for risk quantification in guaranteed asset at asia commercial joint stock bank

was created. The scale of valuation risks includes 22 variables and scores similarly to Likert scale and its reliability is tested by Cronbach's Alph

^QPEN UNIVERSITYMALAYSIA ĨO+3QIO* iruõ*Gu>w&^HUTECHtrt*«Myt/Txnv

Model for risk quantification in guaranteed asset at asia commercial joint stock bank se of linear regression analysis to identify all the factors resulting in valuation risks of guaranteed assets.Based on results of the regression anal

ysis, the thesis proposed some solutions and recommendations to minimize risks and overcome losses resulting from such risks.3HHUTECH^bQPEN UNIVERSITY Model for risk quantification in guaranteed asset at asia commercial joint stock bank

^QPEN UNIVERSITYMALAYSIA ĨO+3QIO* iruõ*Gu>w&^HUTECHtrt*«Myt/Txnv

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