Risk Integration Mechanisms and Approaches in Banking Industry
Risk Integration Mechanisms and Approaches in Banking Industry
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DOI：
10.1142/s0219622012500320
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发表时间：
2012-12
期刊：
影响因子：
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通讯作者：
Jianping Li;Jichuang Feng;Xiaolei Sun;Minglu Li
中科院分区：
文献类型：
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作者：
Jianping Li;Jichuang Feng;Xiaolei Sun;Minglu Li
最近，讨论风险整合的咨询文件和研究论文的数量大幅增加。本文对银行业在风险整合方面所做的工作进行了全面回顾。这一调查包括：(1)监管框架和银行业内的风险整合方法；(2)风险整合的挑战；(3)风险互动机制；(4)风险整合方法的发展；(5)风险互动结果：多样化与复合效应；以及(6)风险整合的一些未来研究课题。我们试图理解在建模风险整合方面的发展，特别是考虑到2008年的全球金融危机和从文献和银行业中涌现的重要未来研究主题。
Recently, the number of consultative documents and research papers that discuss risk integration has grown considerably. This paper presents a comprehensive review of the work done on risk integration in the banking industry. This survey includes: (1) risk integration methods within regulatory frameworks and the banking industry; (2) challenges of risk integration; (3) risk interaction mechanisms; (4) development of risk integration approaches; (5) risk interaction results: diversification versus compounding effects; and (6) some future research topics in risk integration. We seek to understand developments in modeling risk integration, particularly in light of the global financial crisis of 2008 and important future research topics that emerge from both the literature and the banking industry.