Credit risk management is an important aspect for a banking institution. This study attempted to investigate the impact of bank-specific factors and macroeconomic factors that will affecting credit risk of Bank of Ayudhya in Thailand. This study employed multi regression analysis from the year...

Enterprise risk management (ERM) has emerged as a framework for more holistic and integrated risk management with an emphasis on enhanced governance of the risk management system. ERM should theoretically reduce the volatility of cash flows, agency risk and information risk – ultimately...

When estimating Loss Given Default (LGD) parameters using a workout approach, i.e. discounting cash flows over the workout period, the problem arises of how to take into account partial recoveries from incomplete work-outs. The simplest approach would see LGD based on complete recovery profiles...

This study explores the impact of credit risk on the performance of UOB Bank of Singapore. The data for this study comes from the annual reports of the bank for five years. This study purpose is to analyse the impact of credit risk of UOB Bank of Singapore towards its financial performance. The...

Shawbrook Bank Ltd is a commercial bank serving wide range of savings and lending products to their customers especially small and medium enterprises. Therefore, credit risk associated with the loans is high. The purpose of this study is to study the effect of internal factors, external factors...

This study is a single bank analysis that aims to examine the determinants of credit risk within the scope of Shinsei Bank of Japan. This study uses regression to conduct empirical data analysis to investigate the impact levels affecting fifteen (15) internal bank specific variables such as ROA,...

If the creditworthiness of a counterparty is a derivative of a commodity price, there is the potential to have right- or wrong-way exposures in respective commodity transaction. Identifying them is important, because otherwise credit costs might be inadequately calculated and wrong incentives...

This research looks into the impact of risk management on CIMB Bank's performance. This study's data originates from DataStream and CIMB Bank Malaysia's annual report. The study sample encompassed a 5-year study period. Bank performance, which is oxidised by ROA and ROE, and risk management,...

This study aim to analyze the effect of corporate governance, bank capital reserve, and non performing loan on bank risk taking which listed in Indonesia Stock Exchange from 2009 to 2016. The corporate governance represent management decision making and bank management policy related to risk and...

Studies indicate that a consistent rise in insolvency risk should be addressed at the strategic level. Vigilant boards can use leverage maturity structure as a tool to control insolvency risk. However, according to the information asymmetry theory, leverage acquisition is subject to the presence...