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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...

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A two-stage general approach to aggregate multiple bank risks

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Forecasting the price of Bitcoin using deep learning

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

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Change point detection for subprime crisis in American banking : from the perspective of risk dependence

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Operational risk measurement : a loss distribution approach with segmented dependence

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A general framework for constructing bank risk data sets

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Bank risk aggregation with forward-looking textual risk disclosures

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Consumer's risk perception on the Belt and Road countries : evidence from the cross-border e-commerce

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