Title: Application of income model in operational risk measurement for Chinese commercial banks
Abstract: Along with market risk quantification methods gradually matured and credit risk quantification methods unceasing developed in recent years, international banking industry starts to attempt the quantification to the operational risk and has made certain progress. The article first introduces simply the measurement methods of operational risk, then analyzes selection and application of the operational risk measurement methods for Chinese commercial banks, finally uses income model to carry on the empirical analysis of the operational risk measurement on dom estic two commercial banks.
Publication Year: 2007
Publication Date: 2007-01-01
Language: en
Type: article
Access and Citation
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot