Investing In Jkse: Navigating Indonesia’s Stock Exchange – The sustainable finance portfolios of the three Singapore banks have grown rapidly over the past three years and now account for about one-eighth of total gross customer loans. BT GRAPHICS: KENNETH LIM
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Investing In Jkse: Navigating Indonesia’s Stock Exchange
💡This week: Small and medium enterprises (SMEs) are an increasingly important segment of the sustainable finance market for Singapore banks. The challenge is figuring out how to get the long tail out on board.
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Sustainable financing has been a fast-growing market segment for Singapore’s three lenders. The combined sustainable finance portfolio of DBS, OCBC and UOB as of 2019. grew by an average of 77% per year to about $130 billion. Australian dollars in 2022 at the end This easily outpaced overall loans to customers, which grew by only around 5% per year over the same period. Sustainable funding accounted for about an eighth of the banks’ total customer loans of about A$1 trillion at the end of last year.
However, most of the growth in sustainable funding comes from large companies and institutions. Due to the protection against greenwashing, sustainable financing takes away resources that many SMEs are unable or unwilling to pay.
Banks know an opportunity when they smell one, and closing this gap can mean a lot of money for an SME bank.
Much of a bank’s carbon footprint is indirect and is found in its loan book, often described as “funded” or “volume 3” issuance. However, many of their SMEs still do not report their emissions, and many banks committed to net zero emissions or various carbon commitments face a significant and substantial obstacle to achieving these goals.
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Carrot whispers of lower interest rates are expected to attract more SMEs to climate and possibly sustainability reporting. Every SME that undertakes SLL not only contributes to the greening of the bank’s loan portfolio, but also reduces the gap in the bank’s data on financed issues.
So, while corporate sustainable finance deals are getting all the attention, there’s also a fierce battle for SME business.
Banks are not the only ones who have discovered the sustainability gap between small and medium-sized enterprises. The Institute of Chartered Accountants of Singapore (Isca) has developed a plan for green and sustainable financing for SMEs. It was one of two sustainability-related guides for SMEs by the professional body. The second is a tutorial on climate scenario analysis, part of an ongoing series of posts to help SMEs navigate climate reporting.
On another note, here’s a tribute to The Business Times and UOB’s Sustainability Impact Awards. The application period is currently open until April 30. If you or your organization has done great work in the area of sustainability, this can be a good way to get recognition for your achievements.
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A Conceptual Model for Stock Market Investment Risk Prediction Using Extreme Value Theory with Machine Learning: A Semi-Systematic Literature Review
Melina Melina Scilit Preprints.org Google Scholar View Publications 1, * , Sukono Sukono Scilit Preprints.org Google Scholar View Publications 2, Herlina Napitupulu Herlina Napitupulu Scilit Preprints.org Google Scholar View Publications 2 and Norizan Mohamed Norizan Preprint Mohamed Scilit. Academic approach publications 3
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Received: 2022 December 14 / Revised: 2023 February 18 / Adopted: 2023 February 20 / Published: 2023 March 14
The COVID-19 pandemic was an extraordinary event, the kind of event that happens rarely but has a huge impact on the stock market. The pandemic has caused a lot of volatility and caused huge swings in the stock market. The stock market can be described as linear or non-linear. One method that can detect extreme fluctuations is Extreme Value Theory (EVT). This study used a semi-systematic literature review on the use of the EVT method to assess stock market investment risk. The literature used was selected using the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines obtained from ScienceDirect.com, ProQuest and Scopus databases. A bibliometric analysis was performed to identify study characteristics and identify research gaps. The results of the analysis show that research on this topic is rarely carried out. Research in this area is usually limited to univariate cases and is very complex in multivariate cases. Given these limitations, further research may focus on developing a dynamic conceptual model sensitive to extreme fluctuations with multivariate inputs to predict investment risk. The model developed here considered the variables that affect stock price fluctuations as inputs. The combination of VaR-EVT and machine learning techniques effectively increases model accuracy by combining linear and non-linear models.
The Covid-19 pandemic has had a significant impact on the global economy due to the closure of financial market indices; this has caused great uncertainty in the global economic sector (Altig et al., 2020). Stock market losses due to the pandemic are inevitable. The stock market reaction to the development of the pandemic has had a significant impact on financial markets (O’Donnell et al., 2021). Uncontrollable fluctuations in stock markets around the world have made investors increasingly nervous about making decisions. The shocks caused by the pandemic hit the markets hard and showed increased volatility in all financial indices, which had a negative spillover effect on global markets. As a result, the stock market exhibits the characteristics of extreme volatility and shows a huge increase in response to the pandemic and the economic disaster that followed, as shown in Figure 1, the movement chart of the NASDAQ Composite (US), DAX 30. (Germany) and stock indices IDX Composite (Indonesia) in the period from 2019. January 2 until 2022 December 29 data from finance.yahoo.com (accessed January 29, 2023).
Figure 1 shows that the composite stock index fluctuated sharply and fell to the lowest point since the World Health Organization in 2020. March 11 published in 2019 pandemic. The high volatility of the stock market creates a high level of risk. This high risk can result in large profits or large losses for investors. These conditions often cause investors to have doubts about investment activities, as it is difficult to determine the best decisions. Therefore, investors need a suitable approach that takes into account the dynamics of extreme values to reduce uncertainty before making investment decisions.
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The amount of risk or maximum loss for each investment must be assessed. J.P. Morgan proposed a concept called value at risk (VaR), which summarizes the near-impossible losses of an investment at a given confidence level (Morgan 1996). This approach is very popular for forecasting investment risk and was recommended by Basel II as a key risk management tool (Rossignolo et al. 2012). However, in 2008 the global financial crisis revealed that VaR ignores liquidity risk and underestimates correlation risk. Therefore, it is very important to control these risks. Tail risk is often associated with negative events that have a higher impact, but the probability of their occurrence is low. The emergence of extreme value theory (EVT) helped to solve the problem. Parkinson (1980) pioneered the use of the EVT method in finance. EVT is a method used to assess the risk of extreme events caused by undesirable events, such as natural disasters and pandemics, which have significant social and economic consequences. This method can be used to study rare frequencies
