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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...

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

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

A general framework for constructing bank risk data sets

Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10011980291

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

Expected default based score for identifying systemically important banks

Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600

Persistent link: https://www.econbiz.de/10011761314

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 based on the triple perspectives of bank managers, credit raters, and financial analysts

Wei, Lu; Miao, Xiyuan; Jing, Haozhe; Liu, Zhidong; Xie, … - In: Finance research letters 57 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014517153

Bank Risk Aggregation Based on Triple Perspectives of Bank Managers, Credit Rating Agencies and Analysts

Wei, Lu; Miao, Xiyuan; Jing, Haozhe; liu, zhidong; Xie, … - 2023

The bank risk aggregation method based on financial statements has been widely used in recent years. However, previous studies neglect the textual risk disclosures of credit rating agencies and analysts meanwhile ignoring textual sentiment. Therefore, this paper first incorporates textual...

Persistent link: https://www.econbiz.de/10014257494