会议专题

THE RESEARCH ON APPLICATION OF GAME THEORY IN COMMERCIAL BANKS’OPERATIONAL RISK MANAGEMENT

Commercial Banks’Operational Risk is one of the most important contents of risk management, Game the ory has also been widely applied in economic management. In this article, the risk controlling department and business units are players of Game Theory, through their game, equilibrium probability is gained. Finally, we draw a conclusion that Game Theory is an effective measure to reduce operational risk.

operational risk game theory illegal operation equilibrium probability

Xiangdong Chen Junwei Li

School of Economics and Management, Beihang University, Beijing, 100083, China

国际会议

The Ninth International Conference on Industrial Management(第九届工业管理国际会议 ICIM2008)

日本大阪

英文

349-354

2008-09-16(万方平台首次上网日期,不代表论文的发表时间)