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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

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

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

Do textual risk disclosures reveal corporate risk? : evidence from U.S. fintech corporations

Wei, Lu; Jing, Haozhe; Huang, Jie; Deng, Yuqi; Jing, Zhongbo - In: Economic modelling 127 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014464211

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

The impact of readability of risk disclosures in bond prospectuses on credit risk premium

Yao, Yanzhen; Wei, Lu; Jing, Haozhe; Chen, Meiqi; Li, Zhan - In: Research in international business and finance 70 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10015053313

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

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, … - 2023

Previous studies only incorporate textual risk information disclosed by bank managers into bank risk aggregation. Besides bank managers, credit raters and financial analysts are two other important risk information sources. Thus, this paper first expands the sources of textual risk disclosures...

Persistent link: https://www.econbiz.de/10014354134