Beijing University of Technology
Jingyu Li is currently an assistant professor at the School of Economics and Management, Beijing University of Technology. She received the Ph.D. degree from the University of Chinese Academy of Sciences, Beijing, China, in 2020. Her research interests include risk management, complex network, and text mining.
The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk
Using a vine copula, he authors demonstrate that global systemically important banks face lower credit risk using data from commercial banks based on three risk factors.