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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

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 events have severely impacted the development of third-party payment (TPP) platforms, and have even led to a discussion on the operational risk capital charge settlement by relevant international regulators. However, prior studies have mostly focused on qualitative mechanism...

Persistent link: https://www.econbiz.de/10013169756

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

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

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

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

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