基于贝叶斯网络的商业银行操作风险度量研究  

Research on Operational Risk Measurement of Commercial Banks Based on Bayesian Network

作　　者：任达[1] 周小琳 REN Da;ZHOU Xiaolin(College of Management and Economies,Tianjin University,Tianjin 300072,Chin)

机构地区：[1]天津大学管理与经济学部,天津300072

出　　处：《重庆理工大学学报（自然科学）》2018年第7期207-214,共8页Journal of Chongqing University of Technology：Natural Science

基　　金：国家自然科学基金资助项目"基于业务流程复杂网络的中国商业银行操作风险控制研究"(71373171)

摘　　要：定量分析了国内外商业银行操作风险情况,对比分析得到我国商业银行操作风险的特点。探讨了多种理论模型的适用性,最终选取贝叶斯网络进行实证分析,运用因果分析与情景分析的方法。结果表明:应当重点管理的事件类型为内部欺诈与外部欺诈。This paper compares international commercial banking operational risks with domestic ones quantitatively,and we chose Bayesian network to analyze the operational risk of China considering the characteristics of domestic commercial banking operational risks. We use cause and effect analysis and scenario analysis. The suggestion is that internal and external fraud needs to be watched out is came up with.

关 键 词：商业银行 操作风险 贝叶斯网络 内部欺诈 外部欺诈 

分 类 号：O21[理学—概率论与数理统计] F830.33[理学—数学]