人工知能学会第二種研究会資料
Online ISSN : 2436-5556
Risk Clustering of Japanese Banks Based on Profitability Indicators from EDINET Annual Securities Reports
Yuan ChengMatsui Tohgoroh
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研究報告書・技術報告書 フリー

2023 年 2023 巻 FIN-031 号 p. 42-49

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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.

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