| 書(shū)目名稱(chēng) | Financial Statements-Based Bank Risk Aggregation | | 編輯 | Jianping Li,Lu Wei,Xiaoqian Zhu | | 視頻video | http://file.papertrans.cn/344/343176/343176.mp4 | | 概述 | 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 | | 叢書(shū)名稱(chēng) | Innovation in Risk Analysis | | 圖書(shū)封面 |  | | 描述 | 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 ris | | 出版日期 | Book 2022 | | 關(guān)鍵詞 | Bank Risk; Risk Management; Risk Aggregation; Financial Statements; Balance Sheet; Income Statement; Risk | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-19-0408-0 | | isbn_softcover | 978-981-19-0410-3 | | isbn_ebook | 978-981-19-0408-0Series ISSN 2731-6254 Series E-ISSN 2731-6262 | | issn_series | 2731-6254 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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