Systemic Risk of The Vietnamese Commercial Banks: A New Approach Using CoVaR and SRISK Measurements
نویسندگان
چکیده
One of the main lessons global financial crisis in 2007–2009 is keeping individual institutions sound would be not enough for stability system, given increasing complexity banking activities and systemic risk. In this paper, authors measure risk 12 listed Vietnamese commercial banks from April 2008 to June 2021 based on two market measures, namely CoVaR SRISK. The use price estimation bank results timely forward-looking which particularly important during volatile periods. also provide several policy discussions measurement supervision sector.
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ژورنال
عنوان ژورنال: Journal of Asian Business and Economic Studies
سال: 2022
ISSN: ['2615-9112']
DOI: https://doi.org/10.24311/jabes/2022.33.08.07