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 …

Assuming a risk-neutral bank and assuming household utility to be exponential, we show how under information symmetry …

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 …