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
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
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