The Influence of IPO to the Operational Risk of Chinese Commercial Banks

被引：2
|
作者：
Gao, Lijun [1 ]
Li, Jianping [2 ]
机构：
[1] Shandong Univ Finance, Sch Management, Jinan 250014, Peoples R China
[2] Chinese Acad Sci, Inst Policy & Management, Beijing 100080, Peoples R China
来源：
CUTTING-EDGE RESEARCH TOPICS ON MULTIPLE CRITERIA DECISION MAKING, PROCEEDINGS | 2009年 / 35卷
基金：
中国国家自然科学基金;
关键词：
MANAGEMENT;
D O I：
10.1007/978-3-642-02298-2_71
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This paper analyzed the initial public offering (IPO) effect to operational risk. We classified the banks with listed banks and non-listed banks, Simulated the annual operational loss with bootstrap method and compared the annual unexpected loss distributions with VaRs, expected shortfall and the annual operational economic capital, the result showed that the annual operational capital of list banks is rather lower than that of non-listed banks. It is showed that IPO may spur banks improving operational risk management.
引用
收藏
页码：486 / +
页数：3
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