For sustainable growth, macro policy makers will need to look at risk management in banking industry and impacts of macro factors on market risk in order to adjust policies and build risk management culture in banking system. What we need to adjust in trade balance, risk free rate and other policies? This is one of reasons for us to conduct this study.This paper measures the Beta CAPM in famous model under impacts of both macro internal and external variables during low inflation time 2015-2020 in the country. The evidence is the fundamental role of risk management in commercial bank has been increasing with new perspectives in management, corporate governance and risk management models. We will estimate effects in risk measurement of one of big listed Vietnam commercial bank, Asia commercial bank (ACB) during the low inflation period 2015-2020 with semiannual data. Through using analysis, synthesis statistics methods, and dialectical materialism method, combined with econometric model with 9 macro variables, we figure out that CPI has a positive correlation with Beta CAPM of ACB, while Risk free rate (Rf) and lending rate have negative correlation with Beta CAPM of the bank. It implies that increase in inflation, together with decrease in Rf and lending rate will increase market risk.Then, one of its major findings is the suggestion of macro and risk management policies for bank and relevant government agencies. Our recommendation can be used for reference and expand researches in many other emerging markets.
4Due to the limitations in self-protection and information processing capabilities at IoT (Internet of Things) nodes, these nodes are susceptible to attacks, turning them into malicious nodes that cause damage or danger to the system. Early detection of these threats is essential to make timely recommendations and limit severe consequences for individuals and organizations. The study proposes applying a machine learning model to detect malicious traffic and IoT devices, which can be deployed and applied on the Fog IoT platform. This solution helps detect and early warn threats from IoT data before they are sent to the cloud. The model is evaluated on the IoT-23 dataset and gives good results.
Further researches on banking industry to suggest bank policies and macro policies for sustainable development is becoming necessary. One of our purposes is to evaluating how much impacts in the market risk of a big listed Vietnam commercial bank, Sacombank-STB with semiannual data. It will serve for better management of bank and will contribute for sustainable economic development. Our traditional methods still be with qualitative analysis including synthesis and inductive, combined with OLS for 9 macro variables, findings show CPI and GDP growth, rate of loans and risk free rate (Rf) will put more impacts on market risk while external indicators (exchange rate and SP500) just put tiny effect on beta CAPM. This study can be functioned as references for further researches in other markets.
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