Title :
A research about commercial banks operational risk rating based on gray information
Author_Institution :
Dept. of Finance, Zhejiang Gongshang Univ., Hangzhou, China
Abstract :
How to effectively manage commercial banks´ operational risk has become a key issue. In this paper, with the purpose of studying operational risk of commercial banks and according to the definition of operational risk and the requirement to the supervision of operational risk, the author sets up a comprehensive assessing index system for the commercial banks´ operational risk from three aspects such as banks´ interim condition, macro circumstance and risk situation, then use Grey Analytic Hierarchy process to set up a assessing model and then do a concrete research on a bank.
Keywords :
banking; risk management; Gray information; Grey analytic hierarchy process; commercial bank operational risk; commercial banks; comprehensive assessing index system; operational risk; risk situation; Banking; Concrete; Costs; Finance; Financial management; Industrial accidents; Numerical models; Reactive power; Risk analysis; Risk management; grey evaluation; indices system of evaluation; operational risk;
Conference_Titel :
Information Management and Engineering (ICIME), 2010 The 2nd IEEE International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-5263-7
Electronic_ISBN :
978-1-4244-5265-1
DOI :
10.1109/ICIME.2010.5477825
