The research on the measurement and Early-warning of operational risk for commercial banks based on credal network analysis

摘要：

The measurement, capital charge and early-warning of operational risk are extremely important components of the risk management for commercial banks However, because of the diversity complexity & uncertainty of the causes and factors, effective and scientific measurement and early-warning methods of operational risk becomes a major issue the commercial banks have to face now. Credal network is the extension of Bayesian network. Credal network method could analyze and get the joint probability interval of the formation nodes of risk factors to make use of the combination of quantitative and qualitative analysis methods. At the same time, this method could establish the Credal network direct acyclic graphs (DAG) of operation risks for commercial banks so as to propose the new reference model for the measurement and early-warning of operational risk.

关键词： Credal Network Bayesian Network Commercial Banks Operational Risk Measurement and Early-warning research

作者: Lijun LIANG

作者单位: School of management and economics,Beijing institute of echnology,100081,China

会议类型: 国际会议

会议名称: 2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)

会议地点: 北京

会议语种:英文

页码: 92-96

在线出版日期: 2008-11-10（万方平台首次上网日期，不代表论文的发表时间）