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

摘要：

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.

关键词： operational risk game theory illegal operation equilibrium probability

作者: Xiangdong Chen Junwei Li

作者单位: School of Economics and Management, Beihang University, Beijing, 100083, China

会议类型: 国际会议

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

会议地点: 日本大阪

会议语种:英文

页码: 349-354

在线出版日期: 2008-09-16（万方平台首次上网日期，不代表论文的发表时间）