Financial Statements-Based Bank Risk Aggregation
-
- Hardcover ausgewählt
- Taschenbuch
- eBook
-
Sprache:Englisch
138,99 €
UVP
160,49 €
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Gebundene Ausgabe
Erscheinungsdatum
16.03.2022
Abbildungen
VIII, 210 p. 49 illus., 3 illus. in color.
Verlag
Springer SingaporeSeitenzahl
210
Maße (L/B/H)
24,1/16/1,8 cm
Gewicht
448 g
Auflage
22001 Auflage 1st edition 2022
Sprache
Englisch
ISBN
978-981-19-0407-3
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.
Kurze Frage zu unserer Seite
Vielen Dank für dein Feedback
Wir nutzen dein Feedback, um unsere Produktseiten zu verbessern. Bitte habe Verständnis, dass wir dir keine Rückmeldung geben können. Falls du Kontakt mit uns aufnehmen möchtest, kannst du dich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice