Title :
The Commercial Banks Operational Risk Evaluation Based on EAHP and Gray Correlation
Author :
Bao, Ruoshui ; Zhou, Chunxi
Author_Institution :
Dept. of Finance, Zhejiang Gongshang Univ., Hangzhou, China
Abstract :
How to manage operational risk effectively has become a crucial point in commercial bank risk management. Based on the operational risk definition and supervision requirements in Basel capital accord II, adopted expanded AHP, this paper has constructed an operational risk evaluation indicator system which covers the influential factors inside and outside of banks. The specific evaluation steps are illustrated in the gray correlation evaluation model.
Keywords :
banking; decision making; grey systems; Basel capital accord II; EAHP; commercial bank operational risk evaluation; commercial bank risk management; gray correlation evaluation model; operational risk definition; operational risk evaluation indicator system; evaluation indicator system; expanded AHP; gray correlation; operational risk;
Conference_Titel :
Computational Intelligence and Design (ISCID), 2010 International Symposium on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4244-8094-4
DOI :
10.1109/ISCID.2010.119
