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 …

the key challenges Vietnam banks have been facing on the journey of improving risk management and approaching … features of Basel III are highlighted. Based on a summary of Basel implementation in Asia and Vietnam, the author points out …

We show that banks' risk exposure in one asset category affects how they report regulatory risk weights for another … asset category. Specifically, banks report lower credit risk weights for their loan portfolio when they face higher risk … constraints. Our results suggest the existence of incentive spillovers across different risk categories. We relate this behavior …

This paper studies the relationship between the riskiness of banks' assets and their average risk weight. Banks …' initial risk weights explain about half of the variation in projected credit losses in the 2018 European Banking Authority … between risk weights and estimates of banks' asset volatilities based on market data. However, I also find issues with risk …