操作风险整体评估方法:基于拓扑数据模型的影响图

Assessment of operational risk:An influence diagrams approach based on topological data model

考虑到一般操作风险数据模型的不足,提出了一种新的数据模型——操作风险拓扑数据模型.它能够包含风险事件发生过程中各种风险原因之间相互关系的信息,且能支持操作风险的影响图度量方法.随后采用基于拓扑数据模型的影响图方法对操作风险整体评估进行了研究.该方法能够辅助分析各个风险原因之间的相关性,并支持基于拓扑数据模型的操作风险数据的统计分析.最后以一家保险企业为例演示了该方法.基于拓扑数据模型的操作风险影像图度量方法针对操作风险特点,关注控制和流程的失败,更充分利用历史事件中蕴含的信息,简化了各风险原因之间的相关性分析.

Considering the shortage of the general model -- operational risk topological data model operational risk data model, a new operational risk data is brought forward, which can contain the information about the connection between all risk causes as the risk event was going on, and support the operational risk measurement by influence diagrams approach. Then the integrated analyses and assessment of operational risk are studied by an influence diagrams approach based on topological data model. Operational risk influence diagrams can assist the analysis of correlation between all the causes, and support the statistic analysis to operational risk topological data. An insurance company was taken as the object in case study for illustration at last. The new operational risk measurement approach focus on failures of control and process, uses the information contained in the operational risk historical event more effectively and can simplify the correlation analysis of risk causes.