Bank risk aggregation based on the triple perspectives of bank managers, credit raters, and financial analysts
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DOI: 10.1016/j.frl.2023.104213
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More about this item
Keywords
Bank risk aggregation; Text mining; Financial statements; Credit rating reports; Financial analyst reports;All these keywords.
JEL classification:
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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