Title :
The Chinese Commercial Bank´s Operational Risk Measurement Model on IE´s Continuous Improvement
Author :
Hu, Dan ; Zhang, Chen
Abstract :
Operational risk is one of the primary risks that the commercial banks need to meet. Using the quantitative and qualitative measurement are taking place of the manage methods though operational handbook or risk bill. This is the result on the development of IT and improvement of the bank´s operational automatization. This paper introduces the New Basel Committee´s methods and some scholars´ studies on operational risk. Then it constructs the commercial bank´s operational risk measurement model making use of the IE´s continuous improvement and Wolfe method. It shows that this model is able to measure the operational risk though the demonstration.
Keywords :
banking; continuous improvement; risk management; Chinese Commercial Bank; Wolfe method; continuous improvement; operational automatization; operational risk measurement model; qualitative measurement; quantitative measurement; Artificial intelligence; Banking; Continuous improvement; Equations; Expert systems; Industrial engineering; Mathematics; Quality management; Risk management; Technology management; Commercial bank; Continuous improvement; Industrial engineering; Operational risk;
Conference_Titel :
Service Operations and Logistics, and Informatics, 2006. SOLI '06. IEEE International Conference on
Conference_Location :
Shanghai
Print_ISBN :
1-4244-0317-0
Electronic_ISBN :
1-4244-0318-9
DOI :
10.1109/SOLI.2006.329013