Jianping Li is a distinguished professor at the University of Chinese Academy of Sciences. His research interests include risk management and big data analysis. He is also the executive vice dean of the school of economics and management at the University of Chinese Academy of Sciences; executive member and secretary-general of the International Academy on Information Technology and Quantitative Management (IAITQM). He has published more than 130 papers and 6 monographs and was awarded 2020 Elsevier Highly Cited Chinese Researcher.
How does the pandemic change operational risk? Evidence from textual risk disclosures in financial reports
The authors investigate changes in operational risk profiles of the financial industry following the Covid-19 pandemic.
This paper proposes an approach, called the loss distribution approach with segmented dependence (LDA-SD), which can model the different dependencies of HFLI and LFHI losses in the framework of LDA.
This paper proposes a general framework for constructing bank risk data sets, which provides an integrated process from data sources to comprehensive risk data sets.