Thanh binh dao (45 resultados)

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Taschenbuch. Condición: Neu. Credit Scoring Models for Vietnamese Market | Z-Score Models for Vietnamese Manufacturers, Non-Manufacturers & Consumers | Dao Thi Thanh Binh (u. a.) | Taschenbuch | Englisch | LAP Lambert Academic Publishing | EAN 9783846584323 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condición: Neu. Bad Debts Resolutions in Vietnam Banking System | Quantitative Analysis and AMCs Model | Thanh Binh Dao (u. a.) | Taschenbuch | 92 S. | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659662102 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Taschenbuch. Condición: Neu. Structural Approach of Credit Risk with Jump Diffusion Process | Credit Risk Models & Application | Thanh Binh Dao | Taschenbuch | 180 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783845409061 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. …

paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative approach focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results. 92 pp. Englisch.…

Paperback. Condición: new. Paperback. On observe depuis quelque temps une inquietude croissante concernant les creances irrecouvrables des banques vietnamiennes. Cet ouvrage s'attache a trouver des solutions a ce probleme crucial en s'appuyant sur une analyse a la fois quantitative et qualitative. L'approche quantitative vise a identifier les causes des creances douteuses en elaborant des modeles qui decrivent la relation entre les facteurs a l'origine de ces creances, tels que les indicateurs macroeconomiques et les facteurs propres aux banques. Outre la maitrise du volume des creances douteuses a l'aide d'un modele quantitatif, l'approche qualitative s'interesse au modele des societes de gestion d'actifs (AMC), en etudiant son application en Coree et en Chine. Le fonctionnement des societes de gestion d'actifs (AMC) des banques commerciales et de la Societe de negoce de creances et d'actifs (DATC) - une societe de gestion d'actifs centralisee au Vietnam - est egalement evalue. L'ensemble de ces facteurs sert de base a la formulation de recommandations visant a ameliorer l'efficacite de ce modele au Vietnam en matiere de traitement des creances douteuses. Les deux series de mesures - l'une visant a limiter de maniere proactive l'augmentation des creances douteuses et l'autre axee sur le montant actuel de ces creances - doivent etre mises en oeuvre simultanement et rapidement afin d'obtenir les meilleurs resultats possibles. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 76 pp. Spanisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Credit Scoring Models for Vietnamese Market proposes four essays, which provides an insightful approach to develop credit scoring models specifically for the Vietnamese market. The first two essays analyze the development of credit scoring models for non-manufacturing firms in 2009 and 2010. The last two essays comprise studies conducted in 2010, in which the former study discusses the formulation process of Z-score model for manufacturing businesses whereas the latter presents the procedures necessary to propose a model for assessing consumer credits. The book firstly provides readers with basic understandings about credit scoring, the close relationship among credit scoring, credit ratings and probability of default. This book also aims to introduce the formulation process and development of Altman s Z-score model for Vietnam with a proxy data. More importantly, it is designed to describe in details the formulation of credit scoring models and their application in the Vietnamese market.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Thi Thanh Binh DaoDr. DAO Thanh Binh obtained her Doctorate in Finance at University of Paris Dauphine, France. Head of Financial Department, FMT, Hanoi University, Vietnam. Lecturer in Corporate Finance, Bank Management & Econometri. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Structural Approach of Credit Risk with Jump Diffusion Process proposes three essays in the modelling of the firm s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada. 180 pp. Englisch. …

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: DAO Thanh BinhDr. Dao Thanh Binh obtained her Doctorate in Finance at University of Paris Dauphine. Lecturer in Corporate Finance, Investment and Portfolio Management, Bank Management, Credit Risk Management & Econometrics. Consultan.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative approach focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results.…

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Structural Approach of Credit Risk with Jump Diffusion Process proposes three essays in the modelling of the firm s asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm s asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: DAO Thanh BinhDr. DAO Thanh Binh obtained her Doctorate in Finance at University Paris Dauphine - France. Head of Financial Department, FMT, Hanoi University - Vietnam. Lecturer in Corporate Finance, Bank Management & Econometrics. L. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 76 pp. Französisch.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -There has been a raising concern about the bad debts in the Vietnamese banks recently. This book concentrates on finding solutions for this critical issue basing on quantitative as well as qualitative analysis. The quantitative approach focuses on finding the causes of the bad debt by establishing the models that describe the relationship between bad debts factors as macroeconomic indicators and bank-specific factors. Apart from control the amount of bad debts based on quantitative model, the qualitative model focus on AMC (Asset Management Company) model, by studying the application of this model in Korea and China. The operations of AMCs of commercial banks and Debt and Asset Trading Corporation (DATC) - a centralized AMC in Vietnam are also evaluated. All of these factors serve as foundation to set recommendations to improve the effectiveness of this model in Vietnam in disposing bad debts. The two set of actions with one proactively restricts the increase of bad debts and one focus on current bad debts amount need to carry out simultaneously and rapidly in order to bring the highest results.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 92 pp. Englisch.…

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -'Structural Approach of Credit Risk with Jump Diffusion Process' proposes three essays in the modelling of the firm's asset value as a jump diffusion process within the structural approach of credit risk. The first essay deals with the modelling of a perpetual coupon debt structure using two different jump diffusion processes: double exponential and uniform. The second models a debt structure of roll-over perpetual, where the firm's asset value follows a double exponential jump diffusion process. The third develops a model with zero coupon debt structure, and takes into account a stopping time marked by an important negative jump. In our essays, we obtain almost closed form formulae for the debt, equity and firm values, as well as the endogenous default barrier and credit spreads. Levels of credit spreads obtained are closer to the market data and confirm the existence of an optimal capital structure, which takes into account the risk free rate, pay-out ratio, firm risk, tax rate, default costs, and jump intensity & sizes.These essays are designed to provide academic and practitioners with useful and insightful knowledge of credit risk, default event as well as credit spreada.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 180 pp. Englisch. …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware 76 pp. Spanisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - On observe depuis quelque temps une inquiétude croissante concernant les créances irrécouvrables des banques vietnamiennes. Cet ouvrage s'attache à trouver des solutions à ce problème crucial en s'appuyant sur une analyse à la fois quantitative et qualitative. L'approche quantitative vise à identifier les causes des créances douteuses en élaborant des modèles qui décrivent la relation entre les facteurs à l'origine de ces créances, tels que les indicateurs macroéconomiques et les facteurs propres aux banques. Outre la maîtrise du volume des créances douteuses à l'aide d'un modèle quantitatif, l'approche qualitative s'intéresse au modèle des sociétés de gestion d'actifs (AMC), en étudiant son application en Corée et en Chine. Le fonctionnement des sociétés de gestion d'actifs (AMC) des banques commerciales et de la Société de négoce de créances et d'actifs (DATC) - une société de gestion d'actifs centralisée au Vietnam - est également évalué. L'ensemble de ces facteurs sert de base à la formulation de recommandations visant à améliorer l'efficacité de ce modèle au Vietnam en matière de traitement des créances douteuses. Les deux séries de mesures - l'une visant à limiter de manière proactive l'augmentation des créances douteuses et l'autre axée sur le montant actuel de ces créances - doivent être mises en ¿uvre simultanément et rapidement afin d'obtenir les meilleurs résultats possibles.…

Paperback. Condición: new. Paperback. On observe depuis quelque temps une inquietude croissante concernant les creances irrecouvrables des banques vietnamiennes. Cet ouvrage s'attache a trouver des solutions a ce probleme crucial en s'appuyant sur une analyse a la fois quantitative et qualitative. L'approche quantitative vise a identifier les causes des creances douteuses en elaborant des modeles qui decrivent la relation entre les facteurs a l'origine de ces creances, tels que les indicateurs macroeconomiques et les facteurs propres aux banques. Outre la maitrise du volume des creances douteuses a l'aide d'un modele quantitatif, l'approche qualitative s'interesse au modele des societes de gestion d'actifs (AMC), en etudiant son application en Coree et en Chine. Le fonctionnement des societes de gestion d'actifs (AMC) des banques commerciales et de la Societe de negoce de creances et d'actifs (DATC) - une societe de gestion d'actifs centralisee au Vietnam - est egalement evalue. L'ensemble de ces facteurs sert de base a la formulation de recommandations visant a ameliorer l'efficacite de ce modele au Vietnam en matiere de traitement des creances douteuses. Les deux series de mesures - l'une visant a limiter de maniere proactive l'augmentation des creances douteuses et l'autre axee sur le montant actuel de ces creances - doivent etre mises en oeuvre simultanement et rapidement afin d'obtenir les meilleurs resultats possibles. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. …

Paperback. Condición: new. Paperback. On observe depuis quelque temps une inquietude croissante concernant les creances irrecouvrables des banques vietnamiennes. Cet ouvrage s'attache a trouver des solutions a ce probleme crucial en s'appuyant sur une analyse a la fois quantitative et qualitative. L'approche quantitative vise a identifier les causes des creances douteuses en elaborant des modeles qui decrivent la relation entre les facteurs a l'origine de ces creances, tels que les indicateurs macroeconomiques et les facteurs propres aux banques. Outre la maitrise du volume des creances douteuses a l'aide d'un modele quantitatif, l'approche qualitative s'interesse au modele des societes de gestion d'actifs (AMC), en etudiant son application en Coree et en Chine. Le fonctionnement des societes de gestion d'actifs (AMC) des banques commerciales et de la Societe de negoce de creances et d'actifs (DATC) - une societe de gestion d'actifs centralisee au Vietnam - est egalement evalue. L'ensemble de ces facteurs sert de base a la formulation de recommandations visant a ameliorer l'efficacite de ce modele au Vietnam en matiere de traitement des creances douteuses. Les deux series de mesures - l'une visant a limiter de maniere proactive l'augmentation des creances douteuses et l'autre axee sur le montant actuel de ces creances - doivent etre mises en oeuvre simultanement et rapidement afin d'obtenir les meilleurs resultats possibles. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware 76 pp. Französisch.

Taschenbuch. Condición: Neu. Résolution des créances irrécouvrables dans le système bancaire vietnamien | Analyse quantitative et modèle des sociétés de gestion d'actifs (AMC) | Thanh Binh Dao (u. a.) | Taschenbuch | Französisch | 2026 | Editions Notre Savoir | EAN 9786630453515 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.…

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 76 pp. Deutsch.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 76 pp. Portugiesisch.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 76 pp. Italienisch.