國立高雄大學圖資館 |

Language: English

Back

Financial statements-based bank risk aggregation

Record Type:	Electronic resources : Monograph/item
Title/Author:	Financial statements-based bank risk aggregationby Jianping Li, Lu Wei, Xiaoqian Zhu.
Author:	Li, Jianping.
other author:	Wei, Lu.
Published:	Singapore :Springer Singapore :2022.
Description:	viii, 210 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Financial risk management.
Online resource:	https://doi.org/10.1007/978-981-19-0408-0
ISBN:	9789811904080$q(electronic bk.)

Financial statements-based bank risk aggregation
Li, Jianping.

Financial statements-based bank risk aggregation[electronic resource] /by Jianping Li, Lu Wei, Xiaoqian Zhu. - Singapore :Springer Singapore :2022. - viii, 210 p. :ill., digital ;24 cm. - Innovation in risk analysis,2731-6262. - Innovation in risk analysis..

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 the low-frequency problem of income statement data -- Chapter 6. A two-stage bank risk aggregation approach based on financial statements data and external loss data -- Chapter 7. Bank risk aggregation based on income statement and balance sheet -- Chapter 8. Bank risk aggregation with off-balance sheet (OBS) items -- Chapter 9. Analysis of textual risk factors disclosed in financial statements -- Chapter 10. Bank risk aggregation with forward-looking textual risk disclosures -- Chapter 11. Main conclusions and future research.

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.

ISBN: 9789811904080$q(electronic bk.)

Standard No.: 10.1007/978-981-19-0408-0doiSubjects--Topical Terms:

258406
Financial risk management.

LC Class. No.: HD61 / .L5 2022

Dewey Class. No.: 658.155

Financial statements-based bank risk aggregation
LDR:03536nmm a2200361 a 4500 001 622218
003 DE-He213
005 20220315111141.0
006 m d
007 cr nn 008maaau
008 221209s2022 si s 0 eng d
020 $a 9789811904080$q(electronic bk.)
020 $a 9789811904073$q(paper)
024 7 $a 10.1007/978-981-19-0408-0 $2 doi
035 $a 978-981-19-0408-0
040 $a GP $c GP
041 0 $a eng
050 4 $a HD61 $b .L5 2022
072 7 $a KJM $2 bicssc
072 7 $a GPQD $2 bicssc
072 7 $a BUS033070 $2 bisacsh
072 7 $a KJM $2 thema
072 7 $a GPQD $2 thema
082 0 4 $a 658.155 $2 23
090 $a HD61 $b .L693 2022
100 1 $a Li, Jianping. $3 827576
245 1 0 $a Financial statements-based bank risk aggregation $h [electronic resource] / $c by Jianping Li, Lu Wei, Xiaoqian Zhu.
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2022.
300 $a viii, 210 p. : $b ill., digital ; $c 24 cm.
490 1 $a Innovation in risk analysis, $x 2731-6262
505 0 $a 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 the low-frequency problem of income statement data -- Chapter 6. A two-stage bank risk aggregation approach based on financial statements data and external loss data -- Chapter 7. Bank risk aggregation based on income statement and balance sheet -- Chapter 8. Bank risk aggregation with off-balance sheet (OBS) items -- Chapter 9. Analysis of textual risk factors disclosed in financial statements -- Chapter 10. Bank risk aggregation with forward-looking textual risk disclosures -- Chapter 11. Main conclusions and future research.
520 $a 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.
650 0 $a Financial risk management. $3 258406
650 0 $a Financial statements. $3 186384
650 1 4 $a Risk Management. $3 297189
650 2 4 $a Quantitative Economics. $3 913171
650 2 4 $a Applied Statistics. $3 805583
700 1 $a Wei, Lu. $3 923988
700 1 $a Zhu, Xiaoqian. $3 923989
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Innovation in risk analysis. $3 923990
856 4 0 $u https://doi.org/10.1007/978-981-19-0408-0
950 $a Business and Management (SpringerNature-41169)