Li Zeng is an Assistant Professor and Postgraduate Supervisor at the Henan Polytechnic University, China. She holds a Master's degree in Accounting and Financial Management from Henley Business School ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...

The authors put forward a class of generalized weighted risk functionals that incorporates the possibility of arbitrary aggregations, introducing the notion of ...

The authors analyze how China's anti-corruption campaign impacted operational efficiency, and offer suggestions for ...

A sharp drop in the liquidity coverage ratios (LCRs) of Chinese banks pulled the average for global systemically important banks (G-Sibs) down by 1.36 percentage points to 136% in the first half of ...

European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly ...

With just 10 months until China’s variation margin rules for non-cleared derivatives take effect, banks have not yet started work on negotiating new collateral agreements as they await publication of ...