摘要
基于我国银行业所面临的数据匮乏、信息披露制度不完善等问题,国际上先进的统计量化方法并不能完全适用于对我国操作风险的评价,从定性和定量相结合的角度出发,针对操作风险评价中的多属性群决策问题,提出一种在区间模糊语言信息下基于不确定的拓展有序加权平均算子(UEOWA)和不确定语言混合集结算子(ULHA)的多专家多属性商业银行操作风险评价方法,构建基于区间模糊语言的评价集来描述专家不精确、难量化的意见,梳理评价思路,设计评价步骤,通过实例验证了该方法的可操作性和有效性。
International evaluation methods and measure models based on statistical analysis may not be applied in China directly,due to some problems existing in Chinese commercial banks,such as the lack of loss data,imperfection of information disclosure and so on.From a quantitative combining with qualitative perspective,with respect to the problem of multiple attribute group decision making during operational risk evaluation,a multi-attribute group decision making method based on interval and linguistic information is proposed,and UEOWA operator and ULHA operator are utilized.The linguistic term set is set up using interval form to express some fuzzy indices,and the procedure of evaluation is designed.An example shows the feasibility and effectiveness of this method.
出处
《计算机工程与应用》
CSCD
2012年第33期18-23,共6页
Computer Engineering and Applications
基金
2012年教育部人文社科青年基金项目(No.12YJC790013)
