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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

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

Operational risk measurement : a loss distribution approach with segmented dependence

Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10012052383

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

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

Climate Stress Testing

Acharya, Viral V.; Berner, Richard; Engle, Robert F.; … - 2023

We explore the design of climate stress tests to assess and manage macroprudential risks from climate change in the financial sector. We review the climate stress scenarios currently employed by regulators, highlighting the need to (i) consider many transition risks as dynamic policy choices;...

Persistent link: https://www.econbiz.de/10014355670

Climate stress testing

Acharya, Viral V.; Berner, Richard B.; Engle, Robert F.; … - In: Annual review of financial economics 15 (2023), pp. 291-326

Persistent link: https://www.econbiz.de/10014426292

Extreme risk spillovers among traditional financial and FinTech institutions : a complex network perspective

Wen, Shigang; Li, Jianping; Huang, Chuangxia; Zhu, Xiaoqian - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 190-202

Persistent link: https://www.econbiz.de/10014428035

Measuring the risk of Chinese Fintech industry : evidence from the stock index

Yao, Yinhong; Li, Jianping; Sun, Xiaolei - In: Finance research letters 39 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012805037

Risk spillovers between FinTech and traditional financial institutions : evidence from the U.S.

Li, Jianping; Li, Jingyu; Zhu, Xiaoqian; Yao, Yinhong; … - In: International review of financial analysis 71 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437020