基于贝叶斯网络的商业银行操作风险管理
首发时间:2009-04-06
摘要:针对商业银行操作风险的防范,达到降低操作风险的目的,本文引入工程学领域的贝叶斯网络模型,以实现操作风险的有效管理。贝叶斯网络是一种对概率关系的有向图解描述,是一种可视化的方法,可对风险管理中历史数据缺乏的问题提供有效补充。通过实例分析了贝叶斯网络在银行操作风险方面的建模与应用,并对贝叶斯网络模型进行了评价。
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Bayesian networks for commercial bank operational risk management
Abstract:In view of the commercial banks to prevent operational risk, and in order to achieve this purpose which is to reduce the operational risk, we quote engineering field of Bayesian network model, in order to achieve the effective management of operational risk. Bayesian network which is a kind of probability relations and describe the diagram, is a visualization method which Provide an effective complement, Risk management of problem is a lack of historical data. By examples of Bayesian network analysis of risk in the banking operation of modeling and application and Bayesian network models were evaluated.
Keywords: Operational Risk Risk Management Bayesian Network
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No.3108445484612389****
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