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Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

Bank risk aggregation with forward-looking textual risk disclosures

Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012203124

Risk spillovers between FinTech and traditional financial institutions : evidence from the U.S.

Li, Jianping; Li, Jingyu; Zhu, Xiaoqian; Yao, Yinhong; … - In: International review of financial analysis 71 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437020

Risk dependence between energy corporations : a text-based measurement approach

Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46

Persistent link: https://www.econbiz.de/10012486292

A two-stage general approach to aggregate multiple bank risks

Zhu, Xiaoqian; Wei, Lu; Li, Jianping - In: Finance research letters 40 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012819276

How does the pandemic change operational risk? : evidence from textual risk disclosures in financial reports

Wang, Yinghui; Chang, Yanpeng; Li, Jianping - In: The journal of operational risk 17 (2022) 3, pp. 1-24

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Risk Matrix : Rating Scheme Design and Risk Aggregation

Bao, Chunbing; Li, Jianping; Wu, Dengsheng - 2022

Chapter 1. Risk matrix: Foundations and Overview -- Chapter 2. Different types of risk matrices and typical applications -- Chapter 3. Rating scheme design methods -- Chapter 4. Risk perceptions in risk matrix: sources and impact to risk matrix design -- Chapter 5. Risk matrix design assessment:...

Persistent link: https://www.econbiz.de/10013256197

Financial Statements-Based Bank Risk Aggregation

Li, Jianping; Wei, Lu; Zhu, Xiaoqian - 2022 - 1st ed. 2022.

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 -- Chapter 5. A “factor-integral” approach to solve...

Persistent link: https://www.econbiz.de/10013163599