The determinants of bank default risk: Evidences from Vietnamese commercial banks

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The determinants of bank default risk: Evidences from Vietnamese commercial banks

This study aims to measure default risk of Vietnamese commercial banks and determine its drivers. The proxy for default risk is market-based distance to default following option pricing method of Black and Scholes (1973) and the structural method of Merton (1974). The average distance to default of...

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Bibliographic Details
Main Author:	Vu, Bich Ngoc
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/45759/

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