An empirical study was conducted to determine the impact of different types of risk on the performance management of … independent variables were tested statistically using structural equation modelling (SEM). The results indicated that market risk …, financial risk, and credit risk have a significant impact on the performance of CRAs, whereas operational risk and business risk …

financing channels for SMEs. Thus, a reasonable and efficient credit risk assessment system is important for credit markets … Machine (LightGBM), is constructed to improve the predictive accuracy of SMEs' credit risk. To verify the feasibility and … control credit risk in the future and offers important references for banks to make credit decisions. …

How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for … an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler … principle to attribute risk to its driving factors when these factors affect losses in a nonlinear way. The method splits loss …