Financial Statements-based Bank Risk Aggregation (Hardcover)

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.