experienced serious liquidity and solvency problems. Based on the new policy of the State Bank of Vietnam, in order to ensure safe … paper investigates the effects of the Basel II capital requirement implementation in Viet Nam on the bank lending rate and …). The main finding of the paper is that at the bank level, a tightening of regulatory capital requirements does not induce a …

Internal Ratings-Based approach affects the bank loan pricing mechanism, by developing a multiperiod risk-adjusted pricing … provides an immediate support for bank managers in making a loan price-related decision …

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank’s credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …

experienced serious liquidity and solvency problems. Based on the new policy of the State Bank of Vietnam, in order to ensure safe … paper investigates the effects of the Basel II capital requirement implementation in Viet Nam on the bank lending rate and …). The main finding of the paper is that at the bank level, a tightening of regulatory capital requirements does not induce a …

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

There are two distinct regimes for bank provisioning in Australia: a forward-looking model for regulatory purposes and … allocate part of higher earnings for the same purpose. These results suggest that bank managers use their discretion in setting …