This study examines the impacts of powerful CEOs and state ownership on commercial banks' corporate social responsibility (CSR) in Vietnam, a transitional market in Asia. Given the differences between emerging and developed markets in terms of their institutions and governance, it is essential...

This paper aims to study the impacts of bank funding diversity, non-performing loans (NPLs), and business cycles on bank performance. We employ Fixed Effect Models and the two-step system Generalized Method of Moments to examine a sample of 37 Vietnamese banks from 2005 to 2020. Our findings...

In this article, a RAROC (risk-adjusted return on capital) valuation scheme for loans is derived. The critical assumption throughout the article is that no market information on a borrower’s credit quality like bond or credit default swap spreads is available. Therefore, market-based...

In the last two decades, both internal and external risk management of banks has undergone significant developments. Substantial investments into data collection have been made and this data is used for estimating internal credit risk models. The resulting risk parameters are required for...