Beijing University of Technology
Qiwei Xie received the B.Sc. and M.Sc. degrees from Hubei University, Wuhan, China, and a Ph.D. degree in Data Mining from the University of Science and Technology of China in 2007. He is currently a professor at the Data Mining Lab, Beijing University of Technology, and a distinguished research fellow at the Institute of Automation, Chinese Academy of Sciences. His current research interests include risk management, data mining, and pattern recognition.
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.