danh mục cho vay trong mô phỏng không mang ý nghĩa phản ánh thực trạng, tuy nhiên đây là những gợi ý về cách thức vận dụng các mô hình đo lường rủi ro danh mục cho vay trên thực tiễn tại các NHTM.
Hoàn thành luận án này, tác giả mong muốn được đóng góp một phần nhỏ kiến thức của mình vào hoạt động thực tiễn nhằm hoàn thiện quản lý rủi ro danh mục cho vay tại các NHTM Việt Nam. Tuy nhiên do nội dung về quản lý rủi ro danh mục cho vay là một đề tài rộng, nhiều vấn đề bao hàm nên vẫn cần nhiều các nghiên cứu đóng góp hơn nữa cả về lý luận và thực tiễn. Mặc dù bản thân tác giả trong suốt quá trình làm nghiên cứu này cũng như trong công việc hàng ngày đã cố gắng tìm tòi, học hỏi song do hạn chế về thời gian, số liệu, kiến thức và kinh nghiệm nên những vấn đề được trình bày trong luận án không tránh khỏi những thiếu sót. Vì vậy, tác giả rất mong nhận được các đóng góp ý kiến nhận xét, bổ sung và phản biện của các nhà nghiên cứu, thầy cô giáo, đồng nghiệp, các cán bộ làm việc tại NHTM để luận án được hoàn thiện hơn nữa và bản thân tác giả được nâng cao kiến thức về vấn đề được nghiên cứu./.
DANH MỤC TÀI LIỆU THAM KHẢO
1. Tài liệu Tiếng Anh
Aarflot, S. Arnegard, L. A. (2017). The effect of industrial diversification on banks’ performance: A case study of the Norwegian banking market, SNF, Discussion Paper, September.
Acharya, V., I. Hasan and A. Saunders (2006). Should Banks be diversified? Evidence from Individual Bank Loan Portfolios, Journal of Business, 79(3), p1355 - 1413.
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Có thể bạn quan tâm!
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Xác Suất Chuyển Hạng Chung Của Hai Khoản Vay A Và B29 -
Lộ Trình Gợi Ý Áp Dụng Các Mô Hình Đo Lường Rủi Ro Danh Mục Cho Vay Tại Các Nhtm Nhóm 2 -
Nhóm Kiến Nghị Cho Nhnn Với Tư Cách Là Cơ Quan Quản Lý, Giám Sát Hoạt Động Mua Bán Nợ -
Các Nguyên Tắc Quản Lý Rủi Ro Tín Dụng Theo Basel Ii -
Nhóm Nguyên Tắc Về Duy Trì Hệ Thống Quản Lý Tín Dụng, Đo Lường Và Quy Trình Giám Sát Thích Hợp -
Mô Hình “Ba Tuyến Phòng Vệ” Trong Quản Lý Rủi Ro Tín Dụng Tại Nhtm
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