Các yếu tố ảnh hưởng đến mức xếp hạng tín nhiệm của ngân hàng thương mại – nghiên cứu tại các nền kinh tế phát triển và các nền kinh tế mới nổi - 14

1. Ths. Nguyễn Thanh Phong, Ths.Lâm Thanh Phi Quỳnh, 2017. Động cơ thâm nhập của ngân hàng nước ngoài vào thị trường ngân hàng thương mại Việt Nam. Tạp chí Khoa học và Đào tạo Ngân hàng, số 185, 10/2017.

2. TS. Lại Tiến Dĩnh, Lâm Thanh Phi Quỳnh, 2016. Các yếu tố ảnh hưởng mức tín nhiệm ngân hàng: sự khác biệt giữa các nước phát triển và đang phát triển. Tạp chí Ngân hàng, Số 11, 6/2016.

3. TS. Lại Tiến Dĩnh, Lâm Thanh Phi Quỳnh, 2015. Những yếu tố chính tác động đến mức xếp hạng tín nhiệm của ngân hàng thương mại. Tạp chí Khoa học & Đào tạo Ngân hàng, Số 159, 8/2015.

4. Lâm Thanh Phi Quỳnh, 2015. Xác định các yếu tố tác động đến mức xếp hạng tín nhiệm Ngân hàng thương mại tại các quốc gia có nền kinh tế mới nổi. Tạp chí Kinh tế & Phát triển, Số 212(II), 02/2015.


DANH MỤC TÀI LIỆU THAM KHẢO

----&&&----

1.Altman, E. I., 1968. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The journal of finance, 23: 289-609.

2.Alsakka, R. et al., 2014. The sovereign – bank rating channel and rating agencies’ downgrades during the European debt crisis. Journal of International Money and Finance, 1: 1-23.

3.Bellotti, T. et al., 2011a. A note comparing support vector machines and ordered choice models’ predictions of international banks’ ratings. Decision Support Systems, 51: 682-687.

Có thể bạn quan tâm!

Xem toàn bộ 120 trang: Các yếu tố ảnh hưởng đến mức xếp hạng tín nhiệm của ngân hàng thương mại – nghiên cứu tại các nền kinh tế phát triển và các nền kinh tế mới nổi

4.Bellotti, T. et al., 2011b. Are rating agencies’ assignments opaque? Evidence from international banks. Expert Systems with Applications, 38: 4206-4214.

5.Berger, N.A. et al., 2010. The effects of focus versus diversification on bank performance: Evidence from Chinese banks. Journal of Banking & Finance, 34: 1417-1435.

Các yếu tố ảnh hưởng đến mức xếp hạng tín nhiệm của ngân hàng thương mại – nghiên cứu tại các nền kinh tế phát triển và các nền kinh tế mới nổi - 14

6.Berger, N.A. et al., 2007. Bank ownership and efficiency in China: what lies ahead in the world's largest nation? Bank of Finland Research 15- 26. Bank of Finland, Finland, 2007.

7.Berger, N.A and Bouwman, C.H.S., 2013. How does capital affect bank performance during financial crises? Journal of Financial Economics, 109: 146- 176.

8.Boritz, J.E. and Kennedy, D.B., 1995. Effectiveness of Neural Network Types for Prediction of Business Failure. Expert Systems with Applications, 9: 503-512. 9.Boyacioglu, M.A. et al., 2009. Predicting bank financial failures using neural

networks, support vector machines and multivariate statistical methods: A

comparative analysis in the sample of savings deposit insurance fund (SDIF) transferred banks in Turkey. Expert Systems with Applications, 36: 3355-3366.

10. Bouvard, M. et al., 2011. Transparency in the financial system: rollover risk and crises, Working papers.

11. Borensztein, E. et al., 2013. Sovereign ceiling ‘lite’? The impact of sovereign rating on corporate ratings. Journal of Banking and finance, 37: 4014 - 4024.

12. Boyd, J.D. and Runkle, D.E., 1993. Size and performance of banking firms: Testing the predictions of theory. Journal of Monetary Economics, 31: 47-67.

13. Caprio, G. and Klingebiel, D., 2003. “Episodes of systematic and borderline financial crises”. Truy cập tại: < http:// siteresources.worldbank.org/ INTRES/Resources/ 469232 -1107449512766/648083-1108140788422/ 23456_Table_on_systemic_and_non-systemic_banking crises January 212003.pdf > [Truy cập ngày 15/04/2014].

14. Caporale, G.M. et al., 2012. Ratings assignments: Lessons from international banks. Journal of International Money and Finance, 31: 1593-1606.

15. Canbas, S. et al., 2005. Prediction of commercial bank failure via multivariate statistical analysis of financial structures: The Turkish case. European Journal of Operational Research, 166: 528-546.

16. Cetorelli, N., 2001. Competition among banks: Good or bad? Federal Reserve Bank of Chicago.

17. Chen, Y.S., 2012. Classifying credit ratings for Asian banks using integrating feature selection and the CPDA-based rough sets approach. Knowledge-Based Systems, 26: 259-270.

18. Chen, X et al., 2015. Logistic Regression with Stata. Institute for Digital Research and Education, UCLA, Los Angeles.

19. Christopoulos, A.G. et al., 2011. Could Lehman Brothers’ Collapse Be Anticipated? An Examination Using CAMELS Rating System. International Business Research, 4: 11-19.

20. Claessens. S. and Laeven, L., 2003. What Drives Bank Competition? Some International Evidence. Journal of Money, Credit and Banking, 36: 563-583.

21. Demyanyk, Y. and Hasan, I., 2010. Financial crises and bank failures: A review of prediction methods. Omega, 38: 315-324.

22. Demirguc, K.A. and Huizinga, H., (2013). Are banks too to fail or too big to save? International evidence from equity prices and CDS spreads. Journal of Banking and Finance, 37: 875-894.

23. Ederington, L.H., 1985. Classification Models and Bond Ratings. The Financial Review, 20: 237-262.

24. Ederington, L.H. et al., 1987. The Information Content of Bond Ratings. The Journal of Financial Research, 10: 211-226.

25. Economy Watch (2016). Emerging Markets [Online]. Tại địa chỉ

[Truy cập ngày 15/09/2016].

26. Elliott, R.J. et al., 2014. A Double HMM approach to Altman Z-scores and credit ratings. Expert Systems with Applications, 41: 1553-1560.

27. Fang, Y., Hasan, I. and Marton, K. 2014. Institutional development and bank stability: Evidence from transition countries. Journal of Banking & Finance, 39: 160 – 176.

28. Falavigna, G., 2012. Financial ratings with scarce information: A neural network approach. Expert Systems with Applications, 39: 1784 - 1792.

29. Fitch, 2003. Bank ratings methodology, New York.

30. Fitch, 2014. Global Financial Institutions Rating Criteria, New York.

31. Fethi, M.D. and Pasiouras, F., 2010. Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey. European Journal of Operational Research, 204: 189-198.

32. Fons, J.,S., 1998. Improving Transparency in Asian Banking Systems. Moody's Investors Service.

33. Fu, X. , Lin, Y. and Molyneux, P., 2014. Bank competition and financial stability in Asia Pacific. 2014. Journal of Banking & Finance, 38: 64 -77.

34. Fu, M., X. and Heffernan, S., 2009. The effects of reform on China’s bank structure and performance. Journal of Banking & Finance, 33 (1): 39 – 52.

35. Gasparino, C., 1996. Bond-rating Firms may be Required to Disclose When Work is Unsolicited. The Wall Street Journal (July 11).

36. Golin, J., 2001. The Bank Credit Analysis Handbook: A Guide for Analysts, Bankers and Investors. Singapore :John Wiley & Sons.

37. Goddard, J. et al., 2004. The profitability of European banks: a cross-sectional and dynamic panel analysis. Manchester School, 72 (3): 363– 381.

38. Greene, W. H., 2002. Econometric analysis (Vol. 5). New Jersey: Prentice Hall.

39. Griffiths, B. and Beynon, M.J, 2005. Expositing stages of VPRS analysis in an expert system: Application with bank credit ratings. Expert Systems with Applications, 29: 879-888.

40. Haan, D.J. and Poghosyan, T., 2012. Size and earnings volatility of US bank holding companies. Journal of Banking and Finance, 36: 3008-3016.

41. Hammer, P.L., Kogan, A. and Lejeune, M.A., 2012. A logical analysis of banks’ financial strength ratings. Expert Systems with Applications, 39: 7808- 7821.

42. Harington, H., 1997. Not Moody – Just Angry. The Banker (February, 22–23).

43. Horrigan, J.O., 1966. The dertermination of long-term credit standing with financial ratios. Journal of accouting research, 4: 25-36.

44. Hoàng Trọng và Chu Nguyễn Mộng Ngọc, 2008. Phân tích dữ liệu nghiên cứu với SPSS 1. Tp.HCM: Nhà xuất bản Hồng Đức.

45. Hulisi Öğüt, M. M. D. et al., 2012. Prediction of bank financial strength ratings: The case of Turkey. Economic Modelling, 29: 632 – 640.

46. Ioannidis, C. et al., 2010. Assessing bank soundness with classification techniques. Omega, 38: 345-357.

47. Iannotta, G., Nocera, G. and Sironi, A., 2010. The impact of government ownership on bank’s rating: Evidence from the European Banking Industry. Working papers.

48. Imbierowicz, B. and Rauch, C., 2014. The relationship between liquidity risk and credit risk in banks. Journal of Banking & Finance, 40: 242–256.

49. IMF, 2014. Recovery Strengthens, Remains Uneven. World Economy Outlook April 2014 [Online]. Tại địa chỉ [Truy cập ngày 20/05/2015].

50. IMF, 2016. Frequently asked question. World Economy Outlook [Online]. Tại địa chỉ [Truy cập ngày 10/10/2016].

51. Investopedia, 2017. Developed economy criteria [Online]. Tại địa chỉ:

[Truy cập ngày 22/07/2016].

52. Jardin, P.D., 2010. Predicting bankruptcy using neural networks and other classification methods: The influence of variable selection techniques on model accuracy. Neurocomputing, 73: 2047-2060.

53. Jo, H. and Han, I., 1996. Integration of Case-Based Forecasting, Neural Network, and Discriminant Analysis for Bankruptcy Prediction. Expert Systems with Applications, 11: 415-422.

54. Keffala, M., R., 2015. How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis. Research in International Business and Finance, 35: 75–87.

55. Kiema,I. and Jokivoulle, E., 2014. Does a leverage ratio requirement increase bank stability? Journal of Banking & Finance, 39: 240-254.

56. Kumar, P.R. and Ravi, V., 2007. Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review. European Journal of Operational Research, 180: 1-28.

57. Lacher, R.C. et al., 1991. A neural network for classifying the financial health of a firm. European Journal of Operational Research, 85: 53-65.

58. Lang, L. and So, R., 2002. Bank ownership structure and economic performance. Working papers.

59. Lassoued, N. et al., 2016. The impact of state and foreign ownership on banking risk: Evidence from the MENA countries. Research in International Business and Finance, 36: 167-178.

60. Liu, L.G. and Ferri, G., 2001. How Do Global Credit Rating Agencies Rate Firms from Developing Countries? ADB Institute Research Paper, 26.

61. Long, J.S and Freese, J., 2001. Regression Models for Categorical Dependent variable Using Stata. New York: Stata Press.

62. Martin, D., 1977. Early warning of bank failure A logit regression approach.

Journal of Banking and Finance, 1: 249-276.

63. Manzoni, K., 2004. Modeling Eurobond credit ratings and forecasting downgrade probability. International Review of Financial Analysis, 13: 277-300.

64. Mariathasan, M. and Merrouche, O. , 2012. The manipulation of basel risk- weights. Evidence from 2007-10. Department of economics. Oxford: University of Oxford.

65. Manso, G., 2013. Feedback effects of creditratings. Journal of Financial Economics, 109: 535-548.

66. Malhotra, R. and Malhotra, D.K., 2003. Evaluating consumer loans using neural networks. Omega, 31: 83-96.

67. Matousek, R. and Stewart, C., 2009. A note on ratings of international bank.

Journal of Financial Regulation and Compliance, 17: 146-155.

68. Köhler, M., 2015. Which banks are more risky? The impact of business models onbank stability. Journal of Financial Stability, 16: 195–212.

69. Martin, T.W. and Cherney, M., 2014. S&P Increases Unsolicited Ratings. The Wall street journal, Dec, 2014.

70. Mizena, P. and Tsoukas, S., 2012. Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model. International Journal of Forecasting, 28: 273-287.

71. Mishkin, F.S., 1999. Lessons from the Asian crisis. Journal of International Money and Finance, 18: 709–723.

72. Mirzaei, A. et al., 2014. Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies. Journal of Banking & Finance, 37: 2920-2937.

73. Montgomery, H., 2003. The Role of Foreign Banks in Post-crisis Asia: The Importance of Method of Entry. ADB Institute Research Paper, 51.

74. Moody’s., 2009. Moody ’s Rating Symbols & Definitions, New York.

75. Moody’s Investors Service (Moody’s), 1999. Designation of Unsolicited Ratings in which the Issuer has Not Participated. Moody’s Special Comment (November, 1–4).

76. Moody’s Investors Service (Moody’s), 1999. Rating methodology: Bank credit risk in Emerging Markets (July).

77. Nath, R. at el., 1997. Determining the saliency of input variable in neural network classifiers. Computer Operational Research, 24: 767-773.

78. Nafziger, E., W., 2006. Economic Development. 4th Ed. New York: Cambridge University Press.

79. Niemann, H. et al., 2008. Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity. Journal of Banking & Finance, 32: 434-446.

80. Nilsen, J. and Rovelli, R., 2001. Investor risk aversion and financial fragility in emerging economies. Journal of International Financial Markets Instutions & Money, 11: 443–474.

81. Nguyen, M. et al., 2012. Bank market power and revenue diversification: Evidence from selected ASEAN countries. Journal of Asian Economics, 23: 688–700.

82. Ohlson, J.A., 1980. Financial ratios and the probabilistics prediction of bankruptcy. Journal of Accouting Research, 18: 109-131.

83. Orsenigo, C. and Vercellis, C., 2013. Linear versus nonlinear dimensionality reduction for banks’ credit rating prediction. Knowledge-Based Systems, 47: 14- 22.

84. Pasiouras, F. and Kosmidou, K., 2007. Factors influencing the profitability of domestic and foreign commercial banks in the European Union. Research in International Business and Finance, 21: 222–237.

85. Poon, W.P.H. et al., 1999. A multivariate analysis of the determinants of Moody’s bank financial strength ratings. Journal of International Financial Markets, Institutions and Money, 9: 267-283.

86. Poon, W.P.H. and Firth, M., 2005. Are Unsolicited Credit Ratings Lower? International Evidence From Bank Ratings. Journal of Business Finance & Accounting, 32: 306-686.

87. Poon, W.P.H. et al., 2009. Do Solicitations Matter in Bank Credit Ratings? Results from a Study of 72 Countries. Journal of money credit and banking, 35: 340-365.

88. Powell, A., 2004. Basel II and developing countries: Sailing thourgh the sea of standards. World Bank Policy Research Working Paper 3387, 9/2004.

89. Purda, L.D., 2003. Consistency of Global Credit Ratings: An Analysis of Firm versus Country-Specific Factors. Working papers.

90. Romana, A. and Sargu, A.C., 2013. Analysing the Financial Soundness of the Commercial Banks in Romania: An Approach Based on the Camels Framework. Procedia Economics and Finance, 6: 703-712.

91. Roy, P.V., 2005. Is There a Difference in Treatment Between Solicited and Unsolicited Bank Ratings and, if so, Why? Working Paper (ECARES, Universite Libre de Bruxelles).

92. Salvador, C. et al., 2014. Impact of the subprime crisis on bank rating: The effect of the hardening of rating policies and worsening of solvency. Journal of Financial Stability, 11: 13-31.

93. Shen, C.H. et al., 2012. Asymmetric benchmarking in bank credit rating.

Journal of International Financial Markets, Institutions & Money, 22: 171-193.

94. Smirlock, M., 1985. Evidence of the non-relationship between concentration and profitability in banking. Journal of Money, Credit and Banking, 17: 69–83.

95. Standard & Poor's, 2009. Standard & Poor's Credit Rating Definitions, New York.

96. Standard & Poor's, 2011a. Banks: Rating Methodology And Assumptions, New York.

97. Standard & Poor's, 2011b. Banking Industry Country Risk Assessment Methodology And Assumptions, New York.

98. Standard and Poor’s Ratings Services, 2000. S&P Refines its ‘pi’ Ratings on Japanese Companies. S&P’s News Release (15/11), 1–5.

99. Suarez, L. R., 2001. Rating banks in emerging markets: what rating agencies should learn from financial indicators. Wooking Paper.

100. The Federal Financial Institutions Examination Council (FFIEC)., 1979.

Uniform financial institutions rating system, Washington, D.C.

101. Vives, X., 2006. Banking and regulation in emerging markets: the role of external discipline. Occasional paper no 06/15. University of Navarra.

102. Watson, J., 2001. How to Determine a Sample Size: Tipsheet #60. University Park, PA: Penn State Cooperative Extension, New York.

103.Williams, G., Alaskka, R. and Gwilym, O.A., 2013. The impact of sovereign rating actions on bank ratings in emerging markets. Journal of Banking & Finance, 37: 563–577.

104.Wikipedia, 2017. Developed country [Online]. Truy cập tại địa chỉ

[Truy cập ngày 22/07/2017].

105.Wong, B.K. and Selvi, Y., 1998. Neural network applications in Finance: A review and analysis of literature (1990±1996). Information & Management, 34: 129-139.

Download pdf, tải về file docx

Bài viết tương tự

Gửi tin nhắn

Bimage 1

Danh mục

Bài viết tương tự

Bimage 2
Bimage 3

Home | Contact | About | Terms | Privacy policy
© 2022 Tailieuthamkhao.com | all rights reserved

Trang chủ Tài liệu miễn phí Thư viện số