The Chinese commercial bank's operational risk measurement model on IE's continuous improvement

被引：0
|
作者：
Hu, Dan [1 ]
Zhang, Chen [2 ]
机构：
[1] Hefei Univ Technol, Student Managment, Hefei, Peoples R China
[2] Hefei Univ Technol, Sch Management, Hefei, Peoples R China
来源：
2006 IEEE INTERNATIONAL CONFERENCE ON SERVICE OPERATIONS AND LOGISTICS, AND INFORMATICS (SOLI 2006), PROCEEDINGS | 2006年
关键词：
commercial bank; operational risk; industrial engineering; continuous improvement;
D O I：
10.1109/SOLI.2006.329013
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Operational risk is one of the primary risks that the commercial banks need to meet. Using the quantitative and qualitative measurement are taking place of the manage methods though operational handbook or risk bill. This is the result on the development of IT and improvement of the bank's operational automatization. This paper introduces the New Basel Committee's methods and some scholars' studies on operational risk. Then it constructs the commercial bank's operational risk measurement model making use of the IE's continuous improvement and Wolfe method. It shows that this model is able to measure the operational risk though the demonstration.
引用
收藏
页码：638 / +
页数：3
相关论文
共 50 条
  • [1] The Chinese commercial bank's operational risk measurement model based
    Zhang, Chen
    Zhu, Weidong
    [J]. 2006 INTERNATIONAL CONFERENCE ON SERVICE SYSTEMS AND SERVICE MANAGEMENT, VOLS 1 AND 2, PROCEEDINGS, 2006, : 1067 - 1072
  • [2] Estimating Operational Risk of China's Commercial Bank Based on Revenue Model
    Li Baobao
    Wang Yanfeng
    [J]. EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8, 2010, : 3691 - +
  • [3] The Engineering of China Commercial Bank Operational Risk Measurement
    Xie, Yuan
    Wu, Ya-wen
    Hu, Yu-Chen
    [J]. ENGINEERING AND RISK MANAGEMENT, 2011, 1 : 330 - 336
  • [4] The Main Measurement Approaches and their Comparison of Commercial Bank Operational Risk
    Shu, Man
    [J]. NINTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS I-III, 2010, : 1179 - 1183
  • [5] RESEARCH ON OPERATIONAL RISK MEASUREMENT FOR COMMERCIAL BANK BASED ON CREDAL NETWORK
    Liang, Li-Jun
    Cao, Li-Jie
    Li, Zhi-Xiang
    [J]. PROCEEDINGS OF 2009 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-6, 2009, : 2634 - +
  • [6] Application of Bayesian Inference in the Structural Modelling of Operational Risk of Chinese Commercial Bank
    Hu Liqin
    Peng Hongfeng
    [J]. 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, : 10675 - 10678
  • [7] Measurement Research on Risk Spillover Effects of China's Listed Commercial Bank
    Gu, Weilong
    [J]. 2018 INTERNATIONAL CONFERENCE ON ECONOMIC MANAGEMENT SCIENCE AND FINANCIAL INNOVATION (ICEMSFI 2018), 2018, : 226 - 234
  • [8] Measurement and capital allocation of operational risk in Chinese local commercial banks
    Ye, Yonggang
    Zhang, Pei
    [J]. PROCEEDINGS OF INTERNATIONAL CONFERENCE ON RISK MANAGEMENT AND ENGINEERING MANAGEMENT, 2008, : 92 - 96
  • [9] Fintech and the economic capital of Chinese commercial bank's risk: Based on theory and evidence
    Yao, Ting
    Song, Liangrong
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2023, 28 (02) : 2109 - 2123
  • [10] Empirical Research on Operational Risk of China's Commercial Banks on the Revenue Model
    Wen Hongmei
    Chang Jing
    [J]. 2013 3RD INTERNATIONAL CONFERENCE ON APPLIED SOCIAL SCIENCE (ICASS 2013), VOL 1, 2013, : 43 - 49
12345