Jianping Li

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.

Datun Road, Anwai

Beijing, Xicheng District 100864

China

SCHOLARLY PAPERS

3

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3

Scholarly Papers (3)

1.

Operational Risk Measurement: A Loss Distribution Approach with Segmented Dependence

Journal of Operational Risk, Forthcoming
Number of pages: 20 Posted: 12 Feb 2019
Xiaoqian Zhu, Yinghui Wang and Jianping Li
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences (CAS)
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Abstract:

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operational risk, loss distribution approach (LDA), segmented dependence, bank risk, risk measurement

2.

A General Framework for Constructing Bank Risk Data Sets

Journal of Risk, Forthcoming
Number of pages: 23 Posted: 11 Oct 2018
Xiaoqian Zhu, Lu Wei, Dengsheng Wu and Jianping Li
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences (CAS)
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bank risk, risk management, data deficiency, data collection.

3.

The Mutual-Information-Based Variance–Covariance Approach: An Application to Operational Risk Aggregation in Chinese Banking

Journal of Operational Risk, Vol. 9, No. 3, 2014
Number of pages: 18 Posted: 09 Jun 2016
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS), Shandong University of Finance and Economics, Industrial Bank Co. and GF Fund Management Co.
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Abstract:

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Chinese Banking, Value-At-Risk