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~person:"Li, Jianping"
~subject:"Bank risk"
~subject:"Financial services"
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Search: subject:"value at risk"
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Li, Jianping
Broll, Udo
9
McAleer, Michael
9
Wahl, Jack E.
8
Daníelsson, Jón
6
Diebold, Francis X.
6
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The journal of operational risk
2
Finance research letters
1
Financial innovation : FIN
1
Review of Pacific Basin financial markets and policies
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Operational risk assessment of third-party payment platforms : a case study of China
Yao, Yinhong
;
Li, Jianping
- In:
Financial innovation : FIN
8
(
2022
),
pp. 1-20
operational risk. Second, the yearly
Value
at
Risk
and Expected Shortfall are 724.46 million yuan and 1081.98 million yuan under …
Persistent link: https://www.econbiz.de/10013169756
Saved in:
2
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
3
Extreme risk spillovers among traditional financial and FinTech institutions : a complex network perspective
Wen, Shigang
;
Li, Jianping
;
Huang, Chuangxia
;
Zhu, Xiaoqian
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 190-202
Persistent link: https://www.econbiz.de/10014428035
Saved in:
4
Measuring the risk of Chinese Fintech industry : evidence from the stock index
Yao, Yinhong
;
Li, Jianping
;
Sun, Xiaolei
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805037
Saved in:
5
Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian
;
Li, Jianping
;
Wu, Dengsheng
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
Saved in:
6
The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking
Li, Jianping
;
Zhu, Xiaoqian
;
Xie, Yongjia
;
Chen, Jianming
; …
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013262974
Saved in:
7
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
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