Enterprise credit evaluation model is an important tool for bank and enterprise risk
management, but how to construct an effective decision tree (DT) ensemble model for …

This paper aims to comprehensively uncover bank risk factors from qualitative textual risk
disclosures reported in financial statements, which contain a huge amount of information on …

Manufacturing firms manage complex supply chain networks which are exposed to a
plethora of hazard events. An essential part of the risk management process is the …

Approaches based on financial statements are important to the field of bank risk
aggregation. However, previous studies only used numerical data recorded in financial …

This paper is the first to provide a comprehensive overview of the worldwide operational loss
data collection exercises (LDCEs) of internal loss, external loss, scenario analysis and …

Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This
evidence could trigger global financial instability leading to systemic risk. It is therefore …

Risk in finance may come from (negative) asset returns whilst payment loss is a typical risk
in insurance. It is often that we encounter several risks, in practice, instead of single risk. In …

One of the major challenges involved in risk aggregation is the lack of risk data. Recently,
researchers have found that map** financial statements into risk types is a satisfactory …

Besides being a devastating and long-lasting disaster, a drought is an event that affects a
large area. It is essential to determine the duration, severity, and magnitude of the drought in …

Does diversification of credit portfolio indeed lead to increased performance and reduced
risk of banks as traditional portfolio theory suggests? This paper investigates empirically the …