CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES

The purpose of this paper is to assess the interaction of the banking system and the extent to which it affects banks' disclosure in emerging and developing countries in terms of operating loss events to market values. It primarily focuses on the banking system in emerging and developing countr...

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Main Author: LE, THI ANH THU
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/46011/
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author LE, THI ANH THU
author_facet LE, THI ANH THU
author_sort LE, THI ANH THU
building Nottingham Research Data Repository
collection Online Access
description The purpose of this paper is to assess the interaction of the banking system and the extent to which it affects banks' disclosure in emerging and developing countries in terms of operating loss events to market values. It primarily focuses on the banking system in emerging and developing countries as the market evolves with the regulation of operational risk in the financial sector, especially the financial crisis of 2008-2010. This study is limited by the disclosure of financial losses and the level of public information on the stock market. In this article that uses a synthetic database from FitchRisk refers to all bank risk events in some emerging and developing countries in the period from 2010 to 2016 causing losses about activity with the actual damage amount of at least $10 million. Examining market dynamics with the behaviour of the banking system will give us some hints about the importance of key macroeconomic factors in policymaking. In that sense, now with the growth of the banking system, and the degree of their influence on the economy, there is a great deal to learn about the impact of banks in emerging and developing countries announcing event loss on market value is a necessary issue.
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spelling nottingham-460112018-04-17T15:13:45Z https://eprints.nottingham.ac.uk/46011/ CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES LE, THI ANH THU The purpose of this paper is to assess the interaction of the banking system and the extent to which it affects banks' disclosure in emerging and developing countries in terms of operating loss events to market values. It primarily focuses on the banking system in emerging and developing countries as the market evolves with the regulation of operational risk in the financial sector, especially the financial crisis of 2008-2010. This study is limited by the disclosure of financial losses and the level of public information on the stock market. In this article that uses a synthetic database from FitchRisk refers to all bank risk events in some emerging and developing countries in the period from 2010 to 2016 causing losses about activity with the actual damage amount of at least $10 million. Examining market dynamics with the behaviour of the banking system will give us some hints about the importance of key macroeconomic factors in policymaking. In that sense, now with the growth of the banking system, and the degree of their influence on the economy, there is a great deal to learn about the impact of banks in emerging and developing countries announcing event loss on market value is a necessary issue. 2017-09-13 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/46011/1/4284914.pdf LE, THI ANH THU (2017) CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES. [Dissertation (University of Nottingham only)] Operational loss events; Operational risk; Banking; Event study; banks; Basel; Risk management; Risk indicators; emerging and developing countries.
spellingShingle Operational loss events; Operational risk; Banking; Event study; banks; Basel; Risk management; Risk indicators; emerging and developing countries.
LE, THI ANH THU
CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title_full CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title_fullStr CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title_full_unstemmed CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title_short CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
title_sort cross-bank impact of operational loss announcements in banks in emerging and developing countries
topic Operational loss events; Operational risk; Banking; Event study; banks; Basel; Risk management; Risk indicators; emerging and developing countries.
url https://eprints.nottingham.ac.uk/46011/