V
Van Son Lai
Researcher at Laval University
Publications - 73
Citations - 809
Van Son Lai is an academic researcher from Laval University. The author has contributed to research in topics: Capital adequacy ratio & Loan. The author has an hindex of 13, co-authored 71 publications receiving 699 citations.
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Journal ArticleDOI
Banks’ Capital Buffers, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes
TL;DR: Using quarterly financial statements and stock market data from 1982 to 2010 for the six largest Canadian chartered banks, this article found that Canadian banks are well-capitalized and that they hold a larger capital buffer in expansion than in recession.
Journal ArticleDOI
Banks capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes.
TL;DR: This article found that Canadian banks are well-capitalized and hold a larger capital buffer in expansion than in recession, which may explain how they weathered the recent subprime financial crisis so well.
Journal ArticleDOI
Bank moral hazard and the introduction of official deposit insurance in Canada
Jean-Pierre Gueyie,Van Son Lai +1 more
TL;DR: In this article, the authors analyze the risk-taking behavior of Canadian commercial banks following the introduction of flat-rate deposit insurance (DI) and find that the total risk of equity, the market risk, and the implicit volatility of banks' assets increased.
BookDOI
Stochastic Simulation and Applications in Finance with MATLAB® Programs: Huynh/Stochastic
TL;DR: Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance.