TALENT RETENTION AT COMMERCIAL BANKS IN VIETNAM

Regulatory Distress Costs and Risk-Taking at U.S. Commercial Banks

Over the past decade, U.S. bank regulators have introduced a number of measures to link the regulation of commercial banks to the level of risk that banks take. Risk-based capital requirements and risk-based deposit insurance premia are two prominent examples. Most recently, regulators have augmented bank exam (CAMELS) ratings to include explicit examiner assessments of banks' ability to manage...

Interest rate derivatives at commercial banks: An empirical investigation ¬リニ

I analyze the effects of bank characteristics and macroeconomic shocks on interest rate riskmanagement behavior of commercial banks. My findings are consistent with hedging theories based on cost of financial distress and costly external financing. Banks with higher probability of financial distress manage their interest rate risk more aggressively, both by means of on-balance sheet and offbala...

Credit Risk Management in Commercial Banks

The article proposes a model of credit risk assessment on the basis of factor analysis of retail clients / borrowers in order to ensure predictive control of the level of risk posed by potential clients in commercial banks engaged in consumer lending. The aim of the study is to determine the level of risk represented by different groups (classes) of retail clients (borrowers) in order to reduce...

On Performance Audit Methods in Commercial Banks

Lying at the elementary stage of relevant research, China is still lacking in modern performance audit methods fit for commercial banks. This paper aims at applying data enveloping analysis in the linear programming theory as well as benchmarking management to commercial banks to effectively improve the efficiency and quality of their performance audit. In addition, the application of this meth...

Multi-Component Efficiency with Shared Resources in Commercial Banks