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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
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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
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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
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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
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Enterprise risk management: coping with model risk in a large bank
Wu, D.; Olson, David L. - In: Journal of the Operational Research Society : OR 61 (2010) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10003938092