Bayesian Networks Approach to Banks Operational Risk Analysis

摘要：

In this paper we examine the ability of the Bayesian Networks Approach(BNA) to identify the banks operational rise We apply the Bayesian Networks and Monte Carlo methods to obtain the probability density function (pdf), total loss, and quantile of the operational loss.

关键词： Bayesian Networks Approach Operational risk Monte Carlo Financial innovation

作者: Qu Kai

作者单位: Economic & Management School,Wuhan University,P.R.China,430072

会议类型: 国际会议

会议名称: 2006 International Conference on Management Science and Engineering(2006管理科学与工程国际学术研讨会)

会议地点: 武汉

会议语种:英文

页码: 647-650

在线出版日期: 2006-11-08（万方平台首次上网日期，不代表论文的发表时间）