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

被引：0
|
作者：
Chen, Xiangdong [1 ]
Li, Junwei [1 ]
机构：
[1] Beihang Univ, Sch Econ & Management, Beijing 100083, Peoples R China
来源：
ICIM 2008: PROCEEDINGS OF THE NINTH INTERNATIONAL CONFERENCE ON INDUSTRIAL MANAGEMENT | 2008年
关键词：
operational risk; game theory; illegal operation; equilibrium probability;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Commercial Banks' Operational Risk is one of the most important contents of risk management,Game theory 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.
引用
收藏
页码：349 / 354
页数：6
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