The Chinese Commercial Bank´s Operational Risk Measurement Model Based on Including Degree

Operational risk´s measurement is one of the primary risks preventing of banks. Owing to the key function of experts´ knowledge in measuring operational risk, it introduces the rough set to measure the experts´ information and distill the rules. Rough set portray the imprecision and uncertain using the repository known. This paper established the relationship between the measurements of including degree and rough set. It adopts grouping predigesting to reduce the time complexity; improves the measurement of operational risk on rough set by exerting the including degree. It showed the validity of this method though the empirical research