Asset Management and Systemic Risk

2015 ◽  
Author(s):  
Thierry Roncalli ◽  
Guillaume Weisang
Keyword(s):  
Asset Management ◽  
Systemic Risk

scholarly journals Review Paper on Composite Leading Index Creation for Forecasting the Bangladeshi Financial Sector

2020 ◽  
Vol 9 (4) ◽  
pp. 23-32
Author(s):  
Maria Afreen
Keyword(s):  
Financial Market ◽  
Asset Management ◽  
Systemic Risk ◽  
Stress Test ◽  
Financial System ◽  
Financial Sector ◽  
Hazard Model ◽  
Capital Adequacy ◽  
Policy Makers ◽  
The Impact

In perspective of the economic vulnerability faced by banks in financial sector, this study mirrors the methodology used by Shumway (2001) – the dynamic hazard model that is able to forecast systemic risk in financial market arena. Here, the terminology followed is based on the CAMELS framework variables: capital adequacy, asset, management, earnings, liquidity and sensitivity to market risk. The objective of this study is to construct a macroprudential indicator (MPI) for the case of Bangladeshi financial market. The result will then be tested for robustness with macro-stress test. Lagged independent variables will be used in the simple hazard model to allow early prediction of MPI in the year in which the crisis happens. The empirical findings can be used as a guideline for the Bangladesh Government and policy makers in accessing, examining and forecasting the health of the Bangladeshi financial system and formulate suitable financial system policies for control. MPI generates information about systemic risk allowing the detection of potential economic crises functioning as an early warning indicator. Government and policy makers will be able to make early preparation in cushioning any potential crises by means of the MPI. Thus the impact of the crises could be minimized and eventually reduce its impact on the Bangladesh economy. The specific objectives are to assemble a novel MPI that is able to recommend early signals of financial market vulnerability, to identify the MPI turning points and establish a comprehensive reference chronology for Bangladeshi financial market and to evaluate the predictive performance of newly constructed MPI on characterizing Bangladeshi financial sector.

scholarly journals Crisis in the Indian Non-Banking Finance Companies (NBFC) Sector

2019 ◽  
Vol 8 (4) ◽  
pp. 4502-4507
Keyword(s):  
Asset Management ◽  
Systemic Risk ◽  
Housing Finance ◽  
Central Issue ◽  
Banking And Finance ◽  
Finance Industry ◽  
Finance Company ◽  
Infrastructure Finance ◽  
Considerable Impact ◽  
The Government

Managing one-fifth of credit in the country, the Non-Banking Finance Company (NBFC) is a vital sector for the Indian economy. A series of problems are hurting the Indian NBFC sector since the default of infrastructure finance major IL&FS in September 2018. What seemed to be a liquidity crisis is looming into a solvency issue. Some major players backed by reputed promoters are going out of business. Though the downgrades & defaults do have a considerable impact on the banking and finance industry as a whole, there is sufficient panic-triggering turbulence in certain pockets of the industry. The Housing Finance Companies (HFCs) and the Asset Management Industry are found to be vulnerable and got highly hurt by the crisis. A central issue that led to the liquidity issues in the industry is the asset-liability mismatch. Regulators prefer tweaking macro-economic variables to curtail the problem rather than providing a special liquidity window. The crisis highlighted the need for much closer interaction and the interplay between regulators such as RBI, IRDA, NHB, and SEBI to avert such possibilities in future failing which bubbles like these could culminate to become a systemic risk. Findings from this paper can help various stakeholders from the NBFC, the regulators, and the Government in better preparedness.

Asset Inspection Management System as a Reliable Inspection/ Monitoring Tool

2020 ◽  
Vol 78 (12) ◽  
pp. 1276-1285
Author(s):  
Shibu John A
Keyword(s):  
Asset Management ◽  
Management System ◽  
Balance Sheet ◽  
Integrity Assessment ◽  
Material Evaluation ◽  
The People ◽  
Physical Assets ◽  
Asset Management System ◽  
On Time Delivery ◽  
Capital Intensive

Enterprise asset management (EAM) systems are used by asset owners and/or operators to manage the maintenance of their physical assets. These assets, including equipment, facilities, vehicles, and infrastructure, need maintenance to sustain their operations. An EAM system provides the means to have less unplanned downtime and extended asset longevity, which offers clear business benefits that improve the profit and loss statement and balance sheet. Particularly for capital-intensive industries, like drilling and exploration, the failure of on-time delivery of critical equipment or processes is disruptive and costs nonproductive time and customer satisfaction. Organizations understand these issues and employ an appropriate asset management system to engineer their asset maintenance and management. An EAM system is needed to manage the people, assets/equipment, and processes. EAMs are used to plan, optimize, execute, and track the needed maintenance activities with associated priorities, skills, materials, tools, and information. Similarly, nondestructive testing (NDT) is used as a tool for integrity assessment of assets in drilling and exploration. The main advantage of using NDT is that the item’s intended use or serviceability is not affected. The selection of a specific technique should be based on knowledge and skills that include design, material processing, and material evaluation. Validating the purpose of this paper, we emphasize the importance of optimizing the asset utilization and serviceability to enhance overall efficiency by integrating EAM software that manages assets, the operation management system (OMS) controlling the processes, and asset inspection management systems (AIMSs).

Macroprudential Policy Instruments of Central Banks

2012 ◽  
pp. 32-47
Author(s):  
S. Andryushin ◽  
V. Kuznetsova
Keyword(s):  
Systemic Risk ◽  
Financial Stability ◽  
Financial System ◽  
Policy Instruments ◽  
Central Banks ◽  
Macroprudential Policy ◽  
Policy Studies ◽  
The Future ◽  
Financial Cycles

The paper analyzes central banks macroprudencial policy and its instruments. The issues of their classification, option, design and adjustment are connected with financial stability of overall financial system and its specific institutions. The macroprudencial instruments effectiveness is evaluated from the two points: how they mitigate temporal and intersectoral systemic risk development (market, credit, and operational). The future macroprudentional policy studies directions are noted to identify the instruments, which can be used to limit the financial systemdevelopment procyclicality, mitigate the credit and financial cycles volatility.

PENGARUH MANAJEMEN ASET DAN PERTUMBUHAN PERUSAHAAN TERHADAP NILAI PERUSAHAAN (Studi Kasus pada PT. Tambang Batubara Bukit Asam Tbk. dan PT. United Tractors Tbk.)

2019 ◽  
Vol 7 (02) ◽  
pp. 79
Author(s):  
Syarief Gerald Prasetya
Keyword(s):  
Asset Management ◽  
Research Process ◽  
Positive Development ◽  
Company Value ◽  
A Company ◽  
Assets Management

 Company's goal is to maximize the value of the company. Value of the company is very important for the company because the company maximize the value it will maximize the welfare of shareholders. Efforts that can be done to maximize the value of the company in one of the company through asset management. Asset management companies is an activity which is very important because the management is based on the size of the success of the company during a certain period can be known. Asset management is a potential that is owned by organizations or individuals to achieve the vision, mission and goals, or particular. However, in maximizing the value of a company diisyaratkan a growth company that is a positive development of the company that occurred in a period of timeThe aim of this research is to analyse relevantly of assets management and growth of company, is have influence and relation, or not with value of company. If in research process found by inexistence of relation and influence from assets management and growth of company, so will searching that problem and searching the othe factors perhaps existence relation and influence to value of companiesThe research shows that in PT. Tambang Batubara Bukit Asam Tbk, influential assets management according to significant towards value of companies, that is with level significant as big as 0,012. While in PT. United Tractors Tbk, assets management not influential according to significant towards value of companies, that is with level significant as big as 0,576. In PT. Tambang Batubara Bukit Asam Tbk, influential growth of company according to significant towards value of companies, that is with level significant as big as 0,015. While in PT. United Tractors Tbk, growt of company not influential according to significant towards value of companies, that is with level significant as big as 0,870Result of evaluation in this research is that value of companies do not only be influenced by factor of assets management and growth of company, but there is other factor which can influence such as profitability factor and and efficiency costKey word: management assets, growth of company, value of company

KAJIAN KESEHATAN BANK YUDHA BHAKTI SEBAGAI KELAYAKAN BANK PENEMPATAN DEPOSITO REKSA DANA PASAR UANG SYAILENDRA DANA KAS PT. SYAILENDRA CAPITAL

2018 ◽  
Vol 15 (1) ◽  
pp. 01
Author(s):  
Yoyo Indah Gunawan ◽  
Lerry Big Senjaya
Keyword(s):  
Asset Management ◽  
Capital Asset

Tujuan dari penelitian ini adalah untuk mengetahui kesehatan Bank Yudha Bhakti sebagai kelayakan  bank penempatan dana deposito Reksa Dana Pasar Uang Syailendra Dana Kas PT. Syailendra Capital.Sesuai dengan Peraturan Bank Indonesia Nomor 6/10/PBI/2004 tanggal 12 April 2004 tentang Sistem Penilaian Tingkat Kesehatan Bank Umum (Lembaran Negara Republik Indonesia Tahun 2004 Nomor 38, Tambahan Lembaran Negara Nomor 4382), maka metode yang di gunakan oleh PT. Syailendra Capital  kesehatan sebuah bank untuk menilai kelayaknya adalah menggunakan metode CAMEL (Capital, Asset, Management, Earning, Liquidity).Hasil penelitian menunjukkan bahwa rasio CAR = 18,18% (nilai poin = 5), rasio EAQ = 97,82% (nilai poin =5), rasio LDR = 94,57% (nilai poin = 5), rasio NPL = 2,07% (nilai poin = 5), rasio NIM = 8,31% (nilai poin = 4), rasio ROA = 0,40% (nilai poin= 1), dan rasio STM = 91,05% (nilai poin = 3). Sedangkan nilai total score CAMEL sebesar 84, artinya bahwa status kesehatan PT. Bank Yudha Bhakti .Tbk katagorinya sehat sehingga layak dijadikan bank penempatan dana deposito Reksa Dana Pasar Uang Syailendra Dana Kas  PT. Syailendra Capital.Hasil perhitungan masing-masing komponen rasio CAMEL diperoleh total hasil sebesar 84 Poin, ini berarti PT. Bank Yudha Bhakti .Tbk merupakan bank yang masuk kategori Sehat menurut rasio CAMEL yang sudah dihitung, maka dari itu reksa dana pasar uang Syailenda Dana Kas PT. Syailendra Capital dapat melakukan penempatan dana deposito pada bank tersebutBerdasarkan hasil penelitian tersebut maka disarankan : (1). Sebaiknya Syailendra Dana Kas PT. Syailendra Capital melakukan penempatan dana deposito pada  PT. Bank Yudha Bhakti Tbk yang katagorinya sehat sehingga akan memberikan keuntungan profit, (2) Perhitungan rasio CAMEL agar dapat menggunakan data laporan keuangan minimal selama 3 tahun, sehingga dapat juga dilihat perkembangan rasio CAMEL dari tahun ke tahun, (3). agar dalam proses pemilihan bank juga dapat mempertimbangkan berita-berita terkini dari industri perbankan mengenai bank yang akan dilihat rasio CAMEL-nya Kata Kunci : Kesehatan Bank

Real Estate Asset Management

2015 ◽  
Author(s):  
Hanspeter Gondring ◽  
Thomas Wagner
Keyword(s):  
Real Estate ◽  
Asset Management
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