RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY

Jianping Li, Jichuang Feng (), Xiaolei Sun () and Minglu Li ()
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Jichuang Feng: Institute of Policy & Management, Chinese Academy of Sciences, Beijing 100190, China;
Xiaolei Sun: Institute of Policy & Management, Chinese Academy of Sciences, Beijing 100190, China
Minglu Li: Bureau of Planning, National Natural Science Foundation of China, Beijing 100085, China

International Journal of Information Technology & Decision Making (IJITDM), 2012, vol. 11, issue 06, 1183-1213

Abstract: 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.

Keywords: Risk integration; risk dependence; integration approaches; banking industry (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (6)

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DOI: 10.1142/S0219622012500320

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