The Measurement of the Volatility of Market Risk of Viet Nam Insurance Industry after the Low Inflation Period 2015-2017
作者: Dinh Tran Ngoc Huy
作者单位: 1International University of Japan
刊名: Journal of Entrepreneurship, Business and Economics, 2019, Vol.7 (1), pp.153-173
来源数据库: Journal of Entrepreneurship, Business and Economics
原始语种摘要: Insurance industry in Viet Nam has been growing much, achieving more market share and contributing quite a lot for the economic growth in recent years. This paper measures the volatility of market risk in Viet Nam insurance industry after this period (2015-2017). The main reason is the necessary role of the insurance company system in Vietnam in the economic development and growth in recent years always go with risk potential and risk control policies. This research paper aims to figure out how much increase or decrease in the market risk of Vietnam insurance firms during the post-low inflation environment 2015-2017. First, by using quantitative combined with comparative data analysis method, we find out the risk level measured by equity beta mean in the insurance industry is acceptable,...
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  • insurance 保险
  • inflation 膨胀
  • market 市场
  • industry 工业
  • equity 衡平法
  • banking 筑堤
  • volatility 挥发性
  • economic 经济的
  • level 水准
  • governance 统治方式