2023 年 2023 巻 FIN-031 号 p. 42-49
Risk management in banking is a process designed to minimize and control the probability or impact of uncertain events. It includes identifying, assessing, and prioritizing risks and uncertainties faced by banking institutions. The process also involves formulating strategies to manage these risks through mitigation, transfer, acceptance, or avoidance techniques. Risks in banking may include credit risk, market risk, operational risk, liquidity risk, interest rate risk, and other business-related uncertainties.Using the DBA k-means method to cluster financial time series data from EDINET offers a novel way to understand bank relationships. It allows us to identify which banks share similar characteristics and provide a quantitative measure of how closely these banks resemble each other regarding their financial metrics.