Xian Chen

Xian Chen is a PhD student in Finance Department in University of Oregon. He got his Master of Science in Quantitative Finance from UZH and ETH. He worked in KPMG as an auditor for financial institutions for two years. His research interests include risk management, corporate governance and empirical corporate finance.

Articles by Xian Chen

Original research

Modeling operational risk depending on covariates: an empirical investigation

In this paper, the authors apply a dynamic extreme value theory (EVT) model based on a nonhomogeneous Poisson process incorporating covariates to estimate frequency, severity and risk measures for operational risk.

11 Sep 2018

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here