商业银行操作风险度量模型文献综述被引量：2

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摘要对商业银行操作风险度量模型方法进行回顾综述。

作者李延生杨少华许金伟

机构地区华侨大学经济与金融学院

出处《技术与市场》 2011年第11期167-167,共1页 Technology and Market

关键词操作风险 BMM模型 POT模型 Delta-EVT模型

参考文献4

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1中国工商银行江苏省分行课题组.当前我国商业银行面临的主要操作风险及对策研究[J].金融论坛,2005,10(4):26-32. 被引量：16
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3Mittnik S. Modeling dependencies in op- erational risk with Hybrid Bayesian Networks [ J ]. Methodology Compute Apply Probably, 2007.
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5李鹏.基于AHP的商业银行声誉风险预警模型的构建.中国视角的风险分析和危机反应--中国灾害防御协会风险分析专业委员会第四届年会[C].2010:1039-1044.
6吴明隆.结构方程模型--AMOS的操作与应用.重庆大学出版社.2010,(10)(第2版):2-5.
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8邹薇,陈云.总分行制度下基于Delta-EVT模型的操作风险度量研究[J].金融论坛,2007,12(6):40-45. 被引量：8
9Johnson,Andrew. Bank Reputations at Risk in Prepaid Partnerships[J].American Banker,2011,(03).
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技术与市场

2011年第11期

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