Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Market and credit risk as components of bank enterprise risk management
Risk is a very important aspect to consider in the banking sector. The risk model used in the developed economies can be very attractive, but very misleading when used in the emerging economies. This paper analyzes the need for enterprise risk management (ERM) in the banking sector in the emerging e...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
AUC Knowledge Fountain
2015
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1867613407948046336 |
|---|---|
| access_status_str | Open Access |
| author | Mohamed, Heba Mohamed |
| author_browse | Mohamed, Heba Mohamed |
| author_facet | Mohamed, Heba Mohamed |
| author_sort | Mohamed, Heba Mohamed |
| collection | Thesis |
| dc_rights_str_mv | The author retains all rights with regard to copyright. The author certifies that written permission from the owner(s) of third-party copyrighted matter included in the thesis, dissertation, paper, or record of study has been obtained. The author further certifies that IRB approval has been obtained for this thesis, or that IRB approval is not necessary for this thesis. Insofar as this thesis, dissertation, paper, or record of study is an educational record as defined in the Family Educational Rights and Privacy Act (FERPA) (20 USC 1232g), the author has granted consent to disclosure of it to anyone who requests a copy. |
| description | Risk is a very important aspect to consider in the banking sector. The risk model used in the developed economies can be very attractive, but very misleading when used in the emerging economies. This paper analyzes the need for enterprise risk management (ERM) in the banking sector in the emerging economies. Further, it tackles the relationship between market and credit risk in emerging economies banking sector. Despite the technical problems, such as, the lack of historical data to work with in the emerging economies and the markets inefficiency that I faced while doing this paper, this study shows, on a relatively small scale, that market and credit risk affects one another, and proves ERM as a very important tool to enhance risk measurement and supervision in the banking sector. This paper show that despite the fact that not a lot of banks out of my sample crystallize the interaction between market and credit risk, still, they point a number of factors contributing to such outcome. The results end to an important implication that ERM has to be implemented in the emerging economies banking sector, while the current regulatory framework should be changed to accommodate the ERM program. |
| format | Thesis |
| id | oai:fount.aucegypt.edu:etds-1141 |
| institution | American University in Cairo (Egypt) |
| last_indexed | 2026-06-10T12:35:39.635Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from AUC Knowledge Fountain — bepress |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | AUC Knowledge Fountain |
| publisherStr | AUC Knowledge Fountain |
| record_format | dspace |
| source_str | AUC Knowledge Fountain — bepress |
| spelling | oai:fount.aucegypt.edu:etds-1141 Market and credit risk as components of bank enterprise risk management Mohamed, Heba Mohamed Risk is a very important aspect to consider in the banking sector. The risk model used in the developed economies can be very attractive, but very misleading when used in the emerging economies. This paper analyzes the need for enterprise risk management (ERM) in the banking sector in the emerging economies. Further, it tackles the relationship between market and credit risk in emerging economies banking sector. Despite the technical problems, such as, the lack of historical data to work with in the emerging economies and the markets inefficiency that I faced while doing this paper, this study shows, on a relatively small scale, that market and credit risk affects one another, and proves ERM as a very important tool to enhance risk measurement and supervision in the banking sector. This paper show that despite the fact that not a lot of banks out of my sample crystallize the interaction between market and credit risk, still, they point a number of factors contributing to such outcome. The results end to an important implication that ERM has to be implemented in the emerging economies banking sector, while the current regulatory framework should be changed to accommodate the ERM program. 2015-06-01T07:00:00Z thesis application/pdf https://fount.aucegypt.edu/etds/142 https://fount.aucegypt.edu/context/etds/article/1141/viewcontent/auto_convert.pdf The author retains all rights with regard to copyright. The author certifies that written permission from the owner(s) of third-party copyrighted matter included in the thesis, dissertation, paper, or record of study has been obtained. The author further certifies that IRB approval has been obtained for this thesis, or that IRB approval is not necessary for this thesis. Insofar as this thesis, dissertation, paper, or record of study is an educational record as defined in the Family Educational Rights and Privacy Act (FERPA) (20 USC 1232g), the author has granted consent to disclosure of it to anyone who requests a copy. Theses and Dissertations AUC Knowledge Fountain Market risk Credit Risk |
| spellingShingle | Market risk Credit Risk Mohamed, Heba Mohamed Market and credit risk as components of bank enterprise risk management |
| title | Market and credit risk as components of bank enterprise risk management |
| title_full | Market and credit risk as components of bank enterprise risk management |
| title_fullStr | Market and credit risk as components of bank enterprise risk management |
| title_full_unstemmed | Market and credit risk as components of bank enterprise risk management |
| title_short | Market and credit risk as components of bank enterprise risk management |
| title_sort | market and credit risk as components of bank enterprise risk management |
| topic | Market risk Credit Risk |
| url | https://fount.aucegypt.edu/etds/142 https://fount.aucegypt.edu/context/etds/article/1141/viewcontent/auto_convert.pdf |
| work_keys_str_mv | AT mohamedhebamohamed marketandcreditriskascomponentsofbankenterpriseriskmanagement |