A Framework for Macro Stress-Testing the Credit Risk of Commercial Banks: The Case of Vietnam

No abstract is available for this paper.

• Publication year

  2018

• Venue

  Asian Social Science

• Publication date

  2018-01-29

• Fields of study

  Business, Economics

• Identifiers
  DOI 10.5539/ass.v14n2p1
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• The Impact of Macroeconomic Factors on the Risk of Default: The Case of Residential Mortgages

  2013cited by this paper
• Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI

  2013cited by this paper
• Determinants of Credit Risk in the Banking Industry of Ghana.

  2013influential reference
• Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions

  2012cited by this paper
• Stress Testing Credit Risk: A Survey of Authorities' Approaches

  2012cited by this paper
• Credit risk determinants in the Bulgarian banking system and the Greek twin crises

  2011cited by this paper
• The macroeconomic sources of systemic risk in the banking sectors of five new EU member states

  2011cited by this paper
• A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector

  2010cited by this paper
• Predicting banking distress in the EMEAP economies

  2010cited by this paper
• Explaining bank distress in Eastern European transition economies.

  2009cited by this paper
• GLOBAL MACRO-FINANCIAL SHOCKS AND EXPECTED DEFAULT FREQUENCIES IN THE EURO AREA 1

  2008cited by this paper
• Stress Testing Credit Risk: Comparison of the Czech Republic and Germany

  2008cited by this paper
• Introduction to Applied Stress Testing

  2007cited by this paper
• Macroeconomic Environment and Credit Risk

  2007cited by this paper
• Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments

  2006cited by this paper
• Modelling Scenario Analysis and Macro Stress-testing

  2006cited by this paper
• Stress Tests of UK Banks Using a VAR Approach

  2005cited by this paper
• Business and default cycles for credit risk

  2003cited by this paper
• Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences

  2001cited by this paper
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

  1991cited by this paper
• Large Sample Properties of Generalized Method of Moments Estimators

  year unknowncited by this paper

• Impact of Macroeconomic Shocks on the Individual Banks: Case of Madagascar

  2021cites this paper