Financial Statements-Based Bank Risk Aggregation

Lingua: inglese

Editore: Springer Nature Singapore, Springer Nature Singapore Mär 2023, 2023

9811904103 / 9789811904103

Serie: Libro 1 di 2 - Innovation in Risk Analysis

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

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Descrizione dell’articolo da parte del venditore

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 220 pp. Englisch.…

Codice articolo 9789811904103

Titolo
Financial Statements-Based Bank Risk Aggregation
Autore
Jianping Li
Editore
Springer Nature Singapore, Springer Nature Singapore Mär 2023
Anno di pubblicazione
2023
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
9811904103
ISBN 13
9789811904103
Peso dell'articolo
341 grammi
Dimensioni
235x155x13 mm
Serie
Libro 1 di 2: Innovation in Risk Analysis

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 5 a 15 giorni lavorativiDa 5 a 15 giorni lavorativi
Primo articoloEUR 23,00EUR 23,00
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BuchWeltWeit Ludwig Meier e.K.

Germania