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Xiaoqian Zhu
Chinese Academy of Sciences
33Publications
7H-index
148Citations
Publications 33
Newest
#1Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
#2Guowen Li (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
view all 4 authors...
Abstract Approaches based on financial statements are important to the field of bank risk aggregation. However, previous studies only used numerical data recorded in financial statements to aggregate bank risk. Time lags in numerical data can bias risk aggregation results. Thus, this paper first incorporates forward-looking textual risk disclosures reported in financial statements into bank risk aggregation. In doing so, we overcome the drawback of risk aggregation resulting from using only hist...
#1Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
#2Guowen Li (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
view all 4 authors...
#1Jingyu Li (CAS: Chinese Academy of Sciences)
#2Yanzhen Yao (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
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Abstract To distinguish systematic and idiosyncratic contagion during financial crises has attracted increasing attention because it can shed light on the potential drivers of contagion. However, the existing methods for distinguishing the two types of contagion cannot work with a large number of institutions. Therefore, this paper innovatively proposes a network-based framework which is able to distinguish the two types of contagion among numerous institutions. By applying the framework to the ...
#1Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
#2Guowen Li (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
view all 5 authors...
Abstract Selecting risk factors is essential for measuring energy corporate risk. However, the comprehensive identification of energy corporate risk factors is still a difficult issue. This paper innovatively uses the text mining approach to comprehensively identify energy corporate risk factors from textual risk disclosures reported in financial statements. Based on 131,755 risk factor headings from 3707 Form 10-K filings from 840 U.S. energy corporations over the period 2010–2016, 66 types of ...
#1Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
#2Yinhong Yao (CAS: Chinese Academy of Sciences)
Last.Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
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Understanding consumer’s risk perception on the Belt and Road (B&R) countries is important for the development of cross-border e-commerce (CBEC) along these countries. However, most of the extant studies cannot properly analyze consumer’s risk perception due to the limited data collected by questionnaires. Therefore, this study proposes a text-mining-based framework to study consumer’s risk perception on the B&R countries based on massive textual online reviews collected from CBEC. In the propos...
#1Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
#2Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
Last.Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 10
view all 3 authors...
The Basel Committee on Banking Supervision (BCBS) states that in addition to the fact that it lacks simplicity, the Advanced Measurement Approach (AMA) must be discarded because the flexibility of ...
#1Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 10
#2Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
Last.Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
view all 5 authors...
Studies on software risk response theories and methods play an important role in improving the success rate of software project. With the requirement of software risk management, the existing single-objective risk response strategies section model is difficult to manage software risks effectively. This paper regards software risk response cost and software risk exposure as optimization objectives and proposes a multiobjective risk response strategies optimization model for software project. Furt...
#1Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
#2Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
Last.Xiaoqian Zhu (CAS: Chinese Academy of Sciences)H-Index: 7
view all 3 authors...
This paper is the first to provide a comprehensive overview of the worldwide operational loss data collection exercises (LDCEs) of internal loss, external loss, scenario analysis and business environment and internal control factors (BEICFs). Based on analyzing operational risk-related articles from 2002 to March 2017 and surveying a large amount of other information, various sources of operational risk data are classified into five types, i.e. individual banks, regulatory authorities, consortia...
#1Jianping LiXiaolei (CAS: Chinese Academy of Sciences)H-Index: 19
#2Lu Wei (CAS: Chinese Academy of Sciences)H-Index: 2
Last.Dengsheng Wu (CAS: Chinese Academy of Sciences)H-Index: 10
view all 5 authors...
Abstract One of the major challenges involved in risk aggregation is the lack of risk data. Recently, researchers have found that mapping financial statements into risk types is a satisfactory way to resolve the problem of data shortage and inconsistency. Nevertheless, ignoring off-balance sheet (OBS) items has so far been regarded as the usual practice in risk aggregation, which may lead to deviations in conclusions. Hence, we improve the financial statements based risk aggregation framework by...
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