Estimating Operational Risk of China's Commercial Bank Based on Revenue Model

被引：0

作者：

Li Baobao ^{[1
]}

Wang Yanfeng ^{[2
]}

机构：

[1] Nanjing Univ Aeronaut & Astronaut, Sch Econ & Management, Nanjing 210016, Jiangsu, Peoples R China

[2] Nanjing Univ, Sch Business, Nanjing, Jiangsu, Peoples R China

来源：

EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8 | 2010年

关键词：

Operational Risk; Revenue Model; China's commercial banks; Empirical research;

D O I：

暂无

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Quantification of operational risk is the premise of managing the risk of financial institutions effectively. This paper compared different bank operational risk measurement methods and considered the data of the loss of China's commercial banking operations risk is insufficient, and then construct Revenue Model to measure the operational risk of China's commercial banks. In this paper, is used to carry out empirical studies in three domestic joint-stock commercial banks. Empirical results show that the Revenue Model can be measured China's commercial banks operating risk profile to a certain extent.

引用

页码：3691 / +

页数：2