Xiaoqian Zhu

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.

Datun Road, Anwai

Beijing, Xicheng District 100864

China

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Scholarly Papers (1)

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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:

Chinese Banking, Value-At-Risk