Multi-Expert Operational Risk Evaluation for Commercial Bank with Subjective and Linguistic Information

摘要：

Operational risk has been receiving increasingly significant attention due to sizable operational losses that financial institutions have face. In response, a multi-expert operational risk evaluation approach based on subjective and linguistic information is proposed. Two uncertain linguistic aggregation operators called Uncertain Expansion Order Weighting Average (UEOWA) operator and uncertain linguistic hybrid aggregation (ULHA) operator are utilized to aggregate the subjective and linguistic information, which uses an interval form to express some fuzzy indices that are difficult to quantify directly. Then a complete process for experts to evaluate operational risk is introduced. Finally, an example shows that the proposed approach is useful and exercisable.

关键词： Operational risk evaluation Subjective and linguistic information Multi-Expert UEOWA operator ULHA operator

作者: Qian CHEN Jinlin LI Xujie JIA

作者单位: School of Management and Economics,Beijing Institute of Technology,Beijing,China,100081

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: 132-136

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）