Similar Search Results

The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking

Li, Jianping; Zhu, Xiaoqian; Xie, Yongjia; Chen, Jianming; … - In: The journal of operational risk 9 (2014/2015) 3, pp. 3-19

Persistent link: https://www.econbiz.de/10013262974

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

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

Investor sentiment and the Chinese new energy stock market : a risk-return perspective

Shen, Yiran; Liu, Chang; Sun, Xiaolei; Guo, Kun - In: International review of economics & finance : IREF 84 (2023), pp. 395-408

Persistent link: https://www.econbiz.de/10014364072

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

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

How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity

Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10014490122

Risk dependence between energy corporations : a text-based measurement approach

Li, Jingyu; Li, Jianping; Zhu, Xiaoqian - In: International review of economics & finance : IREF 68 (2020), pp. 33-46

Persistent link: https://www.econbiz.de/10012486292

Operational risk assessment of third-party payment platforms : a case study of China

Yao, Yinhong; Li, Jianping - In: Financial innovation : FIN 8 (2022), pp. 1-20

Operational risk events have severely impacted the development of third-party payment (TPP) platforms, and have even led to a discussion on the operational risk capital charge settlement by relevant international regulators. However, prior studies have mostly focused on qualitative mechanism...

Persistent link: https://www.econbiz.de/10013169756