Theoretical Models and Empirical Research on Banking Risk Assessment

Author: Chen Jianliang, Editor-in-Chief
Publisher:
Publishing Time: 2002-01-01
Features: The book consists of eight chapters: Assessing the Quality of Bank Credit Assets, Credit Risk Assessment, Liquidity Measurement and Risk Assessment, Measurement Analysis of Bank Profitability, Bank Credit Crisis Early Warning Analysis, Bank Crisis Management, Bank Interest Rate Risk Management, and Bank Capital. It introduces and reviews the measurement methods of the Basel Committee on Bank Supervision regarding bank capital standards, the U.S. Bank Uniform Rating System, the development of capital regulatory models, the measurement model of the pre-commitment system, the credit risk capital requirement measurement model, and the rational allocation measurement model of economic capital. Each chapter incorporates the latest theories and models in risk measurement and assessment from the international banking industry in recent years, combined with empirical analysis of the domestic banking sector. Each chapter provides in-depth theoretical discussions and measurement models, supported by rich data and information. Many of the content is newly introduced and analyzed in similar books within the country. The book is not written in a textbook style but focuses on several important aspects of bank risk management, discussing new risk measurement techniques. The authors of each chapter have spent a significant amount of time conducting research and empirical analysis on various specialized topics, which is rarely seen in similar books.