This paper is an attempt to empirically examine the impact of Basel Accord regulatory guidelines on the risk …-based capital adequacy regulation and bank risk management of Vietnamese commercial banks. Our research aims to assess how … Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio …

firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn … higher return than big firms only if they have higher default risk and value stocks earn higher returns than growth stocks if … their default risk is high. In this paper we use a more advanced compound option pricing model for the computation of …

behaviour, aiming at investigating the impact of bank equity on the risk and return of Vietnamese commercial banks during the … larger capital buffers tend to take less risk but are less profitable. In addition, the study also finds a non …-linear relationship revealing that bank risk mitigates the effect of bank equity on profitability. Most estimations show strong robustness …

show an increase of credit risk during the crisis periods, and the differentiation of risk depending on the size of the … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …

A challenge in enterprise risk measurement for diversified financial institutions is developing a coherent approach to … aggregating different risk types. This has been motivated by rapid financial innovation, developments in supervisory standards … risk, having Basel Pillar II of Basel implications. Second, we utilize data from major banking institutions’ loss …

) Does CSR mitigate financial distress risk? and (3) Is CSR good for firm trade credit? …

This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … processes and provide high reliability of credit risk determination. The purpose of the article is to improve and develop … methodical support and practical recommendations for reducing the level of risk based on the value-at-risk (VaR) methodology and …