Financial Statements-Based Bank Risk Aggregation
indgår i Innovation in Risk Analysis serien
- Indbinding:
- Paperback
- Sideantal:
- 220
- Udgivet:
- 17. marts 2023
- Udgave:
- 23001
- Størrelse:
- 155x13x235 mm.
- Vægt:
- 341 g.
- 8-11 hverdage.
- 26. november 2024
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- Adgang til 70.000+ titler
- Ingen binding
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Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Financial Statements-Based Bank Risk Aggregation
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.
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Bogen Financial Statements-Based Bank Risk Aggregation findes i følgende kategorier:
- Business og læring > Økonomi og finans
- Business og læring > Ledelse & strategi
- Reference, information og tværfaglige emner > Forskning og information: generelt > Beslutningsteori: generelt > Risikovurdering
- Økonomi, finans, erhvervsliv og ledelse > Økonomi > Økonomisk teori og filosofi
- Økonomi, finans, erhvervsliv og ledelse > Erhvervsliv, virksomheder og ledelse > Ledelse og ledelsesteknikker
- Matematik og naturvidenskab > Matematik > Sandsynlighedsregning og statistik
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