Financial Statements-Based Bank Risk Aggregation by Jianping Li (English) Hardco

Description: Financial Statements-Based Bank Risk Aggregation by Jianping Li, Lu Wei, Xiaoqian Zhu Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description It makes full use of information recorded in financial statements, including income statement, on- and off-balance sheet assets, and textual risk disclosures, which solves the problem of data shortage in bank risk aggregation to some extent and improves the reliability and rationality of bank risk aggregation results. Publisher Description This book proposes a bank risk aggregation framework based on financial statements. Specifically, bank risk aggregation is of great importance to maintain stable operation of banking industry and prevent financial crisis. A major obstacle to bank risk management is the problem of data shortage, which makes many quantitative risk aggregation approaches typically fail. Recently, to overcome the problem of inaccurate total risk results caused by the shortage of risk data, some researchers have proposed a series of financial statements-based bank risk aggregation approaches. However, the existing studies have drawbacks of low frequency and time lag of financial statements data and usually ignore off-balance sheet business risk in bank risk aggregation. Thus, by reviewing the research progress in bank risk aggregation based on financial statements and improving the drawbacks of existing methods, this book proposes a bank risk aggregation framework based on financial statements. It makes full use of information recorded in financial statements, including income statement, on- and off-balance sheet assets, and textual risk disclosures, which solves the problem of data shortage in bank risk aggregation to some extent and improves the reliability and rationality of bank risk aggregation results. 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. Author Biography Jianping Li is a distinguished professor at the University of Chinese Academy of Sciences (UCAS). He is also the executive vice dean of the School of Economics and Management at the UCAS and the executive member and secretary-general of the International Academy on Information Technology and Quantitative Management (IAITQM). His research interests include risk management and big data analysis. He has published more than 160 papers and 6 monographs. He has been awarded "2020 Elsevier Highly Cited Chinese Researchers", "China Youth Science and Technology Award", "National Outstanding Science and Technology Worker of China", "Excellent Tutor Award of Chinese Academy of Sciences", and won 2 first prizes and 4 second prizes of provincial and ministerial Natural Science/Technology Progress Awards in China. 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 presidents 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. Details ISBN 9811904073 ISBN-13 9789811904073 Title Financial Statements-Based Bank Risk Aggregation Author Jianping Li, Lu Wei, Xiaoqian Zhu Format Hardcover Year 2022 Pages 210 Edition 1st Publisher Springer Verlag, Singapore GE_Item_ID:137667960; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

Price: 178.52 USD

Location: Fairfield, Ohio

End Time: 2024-12-29T03:31:17.000Z

Shipping Cost: 0 USD