Recently, "Innovation in Risk Analysis" series edited by SEM Professor Li Jianping was released in Springer Nature.
The series of "Innovation in Risk Analysis" focuses on new theories, new models and new methods in the field of risk analysis, aiming to publish the latest theoretical and empirical research results in risk communication, risk supervision, risk management, etc. At present, the series has published two monographs: Risk Matrix: Rating Scheme Design and Risk Aggregation，Financial Statements-Based Bank Risk Aggregation.
Risk Matrix: Rating Scheme Design and Risk Aggregation (Authors: Chunbing Bao, Jianping Li, Dengsheng Wu) is the first monograph to systematically explore the risk matrix of qualitative risk assessment tools. Aiming at the design and integration of risk matrix, it systematically proposes scientific solutions from the perspectives of the design of risk matrix, the impact of risk perception, the reliability evaluation of the design, the framework and method of risk matrix integration, and the construction of three-dimensional risk matrix, which to a certain extent overcomes many problems in this field.
Financial Statements-Based Bank Risk Aggregation (Authors: Jianping Li, Lu Wei, Xiaoqian Zhu) proposes a framework for bank risk integration based on financial statements, which provides a new perspective to solve the problem of insufficient data in bank risk integration. This framework makes use of historical numerical data in the balance sheet, off balance sheet business, income statement, and forward-looking text data in the risk factor part of the financial statements to improve the reliability and timeliness of multiple important risk integration results, and realizes the integration of multiple important risks in China's banking industry and the U.S. banking industry.