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Testing to extreme : An application of reverse stress testing engineering on mortgages of commercial banks in China

Liu, Chang; Tang, Lin; Lin, Dongtao; Guo, Jiayi - In: International Journal of Finance & Economics (2020)

Persistent link: https://www.econbiz.de/10012407218

A new market risk management approach for commercial banks' fixed‐income securities trading accounts

Liu, Chang; Lin, Dongtao; Wang, Yifeng; Qi, Shuai - In: International Journal of Finance & Economics (2021)

Persistent link: https://www.econbiz.de/10012535347

Iot based laundry services : an application of big data analytics, intelligent logistics management, and machine learning techniques

Liu, Chang; Feng, Yongfu; Lin, Dongtao; Wu, Liang; Guo, Min - In: International journal of production research 58 (2020) 17, pp. 5113-5131

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Quantifying the effects of non-tariff measures on African agri-food exporters

Liu, Chang; Lin, Dongtao; Liu, Jiawei; Li, Yanran - In: Agrekon 58 (2019) 4, pp. 451-471

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Evaluation of housing price control policies based on a sensitivity analysis and nonstationary Markov chain simulation : empirical evidence from China

Liu, Chang; Lin, Dongtao; Fan, Jijia; Li, Xiaosu; Chen, Pan - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 2, pp. 311-321

Persistent link: https://www.econbiz.de/10012423727

Testing to extreme : an application of reverse stress testing engineering on mortgages of commercial banks in China

Liu, Chang; Tang, Lin; Lin, Dongtao; Guo, Jiayi - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 187-192

Persistent link: https://www.econbiz.de/10014253171

A new market risk management approach for commercial banks' fixed-income securities trading accounts

Liu, Chang; Lin, Dongtao; Wang, Yifeng; Qi, Shuai - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 225-235

Persistent link: https://www.econbiz.de/10014253179

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632

The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...

Persistent link: https://www.econbiz.de/10012175768