Redirigiendo al acceso original de articulo en 21 segundos...
ARTÍCULO
TITULO

The Vulnerability Trends of the Banking Sector of Bangladesh: A Stress Testing Approach

Niluthpaul Sarker    
Shamsun Nahar    

Resumen

The study investigates the stress test report of the banks to assess the vulnerability of the banking sector as a whole on extreme but plausible shock scenarios. The regulatory pressure and extreme market competition bound the banking sector to assess their risk and show the sensitivity based on hypothetical extreme scenarios. It refers to the stability of the bank in disaster situations so that the economy can withstand negative externality by protecting the preventive measures. It is found that the bank credit is vulnerable and volatile due to higher defaults and more concentration. The mandatory practice of stress test will give better information to the market about the sensitivity of banks that will automatically adjust to the market value of the share. This is one of the techniques by which market gambling can be reduced. The study is emphasized its importance and mandatory practice in the market.Keywords: Bank Risk, Stress Test, Bangladesh.JEL Classifications: G2, G21

 Artículos similares

       
 
Ozkan Haykir     Pág. 148 - 153
In this paper, I investigate a recent asset pricing anomaly proposed by Bali et al. (2011) in the Turkish stock markets during the period between January 2011 and December 2017 using univariate and bivariate sorting methodologies. Bali et al. (2011) sugg... ver más

 
Nikola Radivojevic, Milena Cvjetkovic, Sa?a Stepanov     Pág. pp. 29 - 52
In this paper the authors introduce a new hybrid approach based on the Extreme Value Theory (EVT) to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high quantiles of return distributions. The approach is suitable for measuring ma... ver más

 
Jelena Z. Stankovic,Evica Petrovic     Pág. 31 - 44
Expected utility theory provides a framework for modeling choice of a rational individual, whose goal is to maximize expected utility to the preferences towards risk. However, extreme risks, such as, for example, a stock market crash or a natural disaste... ver más

 
Anthony May, Rodney Boehme     Pág. 39 - 63
A nascent literature in finance and accounting on tail risk in individual stock returns concludes that bad news hoarding by corporate managers engenders sudden, extreme crashes in a firm?s stock price when the bad news is eventually made public. This lit... ver más

 
Melody Nyangara,Davis Nyangara,Godfrey Ndlovu,Takawira Tyavambiza     Pág. 365 - 379
We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Exchange (ZSE) using cross-sectional stock returns on 31 stocks listed on the ZSE between March 2009 and February 2014. We conclude that, although the explanat... ver más