In this thesis we examine the cofinancing of World Bank projects with commercial banks in the context of the current international debt crisis. After describing the institutions involved, with particular emphasis on the World Bank, we review the history of cofinancing with commercial banks. We then describe the controversy that has existed between the World Bank and commercial banks and present...

We seek to assess the effect of commercial property price movements on the behaviour and performance of individual banks in a range of industrialised economies, extending the existing micro literature on bank performance. Our results suggest that commercial property prices tend to be positively associated with bank lending and profitability, and negatively associated with banks’ net interest ma...

This paper uses saddlepoint technique to backtest the trading risk of commercial banks using expected shortfall. It is found that four out of six US commercial banks have excessive trading risks. Monte Carlo simulation studies show that the proposed backtest is very accurate and powerful even for small test samples. More importantly, risk managers can carry out the proposed backtest based on an...

Consumer credit is a lucrative but risky business. In order to control risk and maximize profits, commercial banks around the world have made great efforts to develop various analytic models to identify potential default loan applicants. This is also critically important to China, as the non-performing individual loans of Chinese commercial banks have been fast growing because of the myopic bus...

According to SEKI data in 2020, DKI Jakarta is the province that has highest average monthly value of rupiah loans provided by commercial banks and rural banks. Many factors can affect size value. The amount previous months current geographical conditions an area have impact on surrounding area. Likewise, number Province suspected having mutual influence with provinces. provinces are directly a...

This paper develops a framework for stress-testing the credit risk of Chinese commercial banks to macroeconomic shocks. Using data over the period 1985-2008, this study establishes a vector auto-regression (VAR) model to describe the links between default rate and macroeconomic factors, and then designs three stress scenarios to implement the stress testing by Monte Carlo simulation. As a resul...

In this paper, the author analyzed the synthetic four dimensional evaluation index systems on risk of carbon finance in commercial banks in China. The analysis was conducted by means of an AHP-based Fuzzy Approach which builds a system analysis technique for multiple criteria decision making, and by market risk, credit risk, operational risk and project risk. The result show that evaluation ind...