Financial statements-based bank risk aggregation
Auteur :
Li, Jianping / Wei, Lu / Zhu, Xiaoqian
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811904103
Date de publication :
17 mars 2023
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.