DocumentCode
2183209
Title
The Commercial Banks Operational Risk Evaluation Based on EAHP and Gray Correlation
Author
Bao, Ruoshui ; Zhou, Chunxi
Author_Institution
Dept. of Finance, Zhejiang Gongshang Univ., Hangzhou, China
Volume
2
fYear
2010
fDate
29-31 Oct. 2010
Firstpage
120
Lastpage
124
Abstract
How to manage operational risk effectively has become a crucial point in commercial bank risk management. Based on the operational risk definition and supervision requirements in Basel capital accord II, adopted expanded AHP, this paper has constructed an operational risk evaluation indicator system which covers the influential factors inside and outside of banks. The specific evaluation steps are illustrated in the gray correlation evaluation model.
Keywords
banking; decision making; grey systems; Basel capital accord II; EAHP; commercial bank operational risk evaluation; commercial bank risk management; gray correlation evaluation model; operational risk definition; operational risk evaluation indicator system; evaluation indicator system; expanded AHP; gray correlation; operational risk;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Design (ISCID), 2010 International Symposium on
Conference_Location
Hangzhou
Print_ISBN
978-1-4244-8094-4
Type
conf
DOI
10.1109/ISCID.2010.119
Filename
5692749
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