Risk integration measurement and application in Chinese securities companies

Abstract
We propose a new risk integration method from the perspective of the financial data,i.e., the risk integration method based on financial statement.This paper applies this method in Chinese listed securities companies to measure the market risk,credit risk,operational risk,liquidity risk and the overall risk,and analyses the relationships among them.The research finds that,there are significant diversification benefits among these risks,which...
Paper Details
Title
Risk integration measurement and application in Chinese securities companies
Published Date
Jan 1, 2012
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