十月 18, 2017

爱尔兰毕业论文怎么写:信贷风险

爱尔兰毕业论文怎么写:信贷风险

了解银行业信贷风险与流动性风险之间的关系已成为关键。经典的宏观经济理论支持的感知,有信用风险和流动性风险在银行之间的密切联系(艾辛& Lemke,2011)。过去的研究者曾提出过,如斯坦(2002)和瓦格纳(2007),银行的负债和资产结构之间有着密切的联系,特别是考虑到资金的提取和借款人的违约。对于银行的表外业务也由非平衡项目进行资金借贷业务,这不仅仅是公寓,由Pauzner(2005)和(2010)yorulmazer(霍尔丹2011年5月)。还有进一步影响银行的稳定性。一些研究如猜拳(2013),Gatev(2009)和屈(2011)考虑了几种不同的理论和实践的角度推导结果的描述信用风险和流动性风险对他人的影响。他们进一步评估了这种相互作用如何对银行的稳定性产生重大影响。

爱尔兰毕业论文怎么写:信贷风险
此外,有传闻证据的银行失败的金融危机期间支持这些理论和实证研究结果(Hassan Al Tamimi等,2007)。事实上表示的性质,官方报告和联邦存款保险公司对于OOCC失败银行的原因提供了一个明确的说法,由于故障发生联合作用的信用风险与流动性风险。瑞银的融资框架和与资产负债表管理相关的方法对瑞银次级风险敞口的产生做出了重大贡献(黄等人,2009)。然而,该银行倒闭,甚至没有考虑区分流动性和流动性资产和各自条款的资金。因此,忽视了与资产有关的信贷风险。

爱尔兰毕业论文怎么写:信贷风险

It becomes crucial to understand the relationship between credit risk and liquidity risk in the banking sector. The classic macroeconomic theories have supported the perception that there is a close link between credit risk and liquidity risk in banking (Ejsing& Lemke, 2011). It has been suggested by several past researchers such as Stein (2002) and Wagner (2007) that there is a close connection between liability and asset structures of the bank, specifically considering the withdrawals of fund and defaults of borrower. This is not just apt for the balance sheet business of banks but also to conduct funding and lending business by items of off- balance, as provided by Pauzner (2005) and Yorulmazer (2010) (Haldane & May, 2011). There are further implications for the stability of bank. A number of research such as Mora (2013), Gatev (2009) and Metrick(2011) have considered several different theoretical and some practical perspectives for deriving results to depict the impact of credit risk and liquidity risk on the others. They further evaluated how such an interaction has a significant impact on the stability of bank.

爱尔兰毕业论文怎么写:信贷风险
In addition, there are anecdotal evidences about the failures of bank during the financial crisis supporting these empirical and theoretical results (Hassan Al-Tamimi et al., 2007). As a matter of fact being indicative by nature, official reporting on OOCC and FDIC regarding the reasons for failures of bank provides an explicit statement that the failure took place due to the combined effect of credit risks and liquidity risks. Funding framework of UBS and approach related to management of balance sheet made significant contributions in creating the subprime exposure of UBS (Huang et al., 2009). However, the bank failed in, and even did not consider differentiating between illiquid and liquid assets and the funding of respective term. Thereby, credit risks related to the assets had been disregarded.

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