Overview
- Proposes a framework of bank risk aggregation based on financial statements
- Makes full use of information from income statement, on- and off-balance sheet assets, and textual risk disclosures
- Presents feasible methods to solve the drawbacks of low frequency and time lags of financial statements data
Part of the book series: Innovation in Risk Analysis (IRA)
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About this book
This book not only improves the theoretical studies of bank risk aggregation, but also provides an important support for the capital allocation of the banking industry in practice. Thus, this book has theoretical and practical importance for bank managers and researchers of bank risk management.
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Table of contents (11 chapters)
Authors and Affiliations
About the authors
Lu Wei is Assistant Professor in School of Management Science and Engineering, Central University of Finance and Economics. She received B.S. from Shandong University in 2014 and Ph.D. in management science from University of Chinese Academy of Sciences in 2019. Her research interests focus on bank risk management and text mining. She has published many papers in important journals, including Energy Economics, Accounting & Finance, The North American Journal of Economics and Finance, Review of Quantitative Finance & Accounting, Journal of Risk, Finance Research Letters, and so on. And one of them is the highly cited paper of ESI. She has won the president's special award of the Chinese Academy of Sciences (CAS) during her Ph.D. period, which is the most valuable award for postgraduates of CAS. It specially rewards postgraduates who have made important academic value, made important innovations in theory, or made great breakthroughs in technology.
Xiaoqian Zhu is an associate professor in the School of Economics and Management, University of Chinese Academy of Sciences. She is also the editor of the Journal ofInternational Financial Management & Accounting and the associate editor of the Journal of Operational Risk. She received her Ph.D. in Management Science from the University of Chinese Academy of Sciences in 2015, and a B.S. from the University of Science and Technology of China in 2010. Her research interests focus on financial risk management and big data analysis. She has published over 50 papers in international journals and conferences, including the Innovation, Review of Quantitative Finance and Accounting, Quantitative Finance, International Review of Financial Analysis, Accounting & Finance, Journal of Risk, and a short article published in Nature.
Bibliographic Information
Book Title: Financial Statements-Based Bank Risk Aggregation
Authors: Jianping Li, Lu Wei, Xiaoqian Zhu
Series Title: Innovation in Risk Analysis
DOI: https://doi.org/10.1007/978-981-19-0408-0
Publisher: Springer Singapore
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2022
Hardcover ISBN: 978-981-19-0407-3Published: 16 March 2022
Softcover ISBN: 978-981-19-0410-3Published: 17 March 2023
eBook ISBN: 978-981-19-0408-0Published: 15 March 2022
Series ISSN: 2731-6254
Series E-ISSN: 2731-6262
Edition Number: 1
Number of Pages: VIII, 210
Number of Illustrations: 46 b/w illustrations, 3 illustrations in colour
Topics: Risk Management, Economic Theory/Quantitative Economics/Mathematical Methods, Applied Statistics