Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3 …. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement …-stage bank risk aggregation approach based on financial statements data and external loss data -- Chapter 7. Bank risk …

Introduction -- Liquidity and risk -- Liquidity risk regulation -- Liquidity risk management -- Model for the … quantification of structural liquidity risk -- Calculation -- Conclusion -- References. …Structural liquidity risk is a material risk resulting from the core banking business of taking in short-term deposits …

Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a …How might one determine if a financial institution is taking risk in a balanced and productive manner? A powerful tool … hold to satisfactorily offset its risk-generating activities. This book, with a particular focus on the credit-risk …

Chapter 1. Introduction -- Chapter 2. How AI Models are Built -- Chapter 3. AI Tools in Credit Risk -- Chapter 4. The …This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array … and larger data sets for credit risk modelling. The evaluation of credit risk has largely been based on client data …

The authors present a comprehensive and timely discussion of economic capital and financial risk management for … financial services firms and conglomerates. Topics covered include: the different types of risks that firms collect; risk … governance issues; how stress testing can be used to measure risk; the provision of a clear and precise definition of economic …