University of Chinese Academy of Sciences
Yinghui Wang is a postdoctoral fellow at the University of Chinese Academy of Sciences. She received a B.S. from University of Science and Technology of China in 2017 and a Ph.D. in management science from University of Chinese Academy of Sciences in 2022. Her research interests focus on the bank risk management, especially operational risk modelling.
How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity
The authors put forward a method for banks to choose the most appropriate dependence type based on an empirical analysis of the Chinese Operational Loss Database.
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.