{"title":"The Chinese Commercial Bank's Operational Risk Measurement Model on IE's Continuous Improvement","authors":"Dan Hu, Chen Zhang","doi":"10.1109/SOLI.2006.329013","DOIUrl":null,"url":null,"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.","PeriodicalId":325318,"journal":{"name":"2006 IEEE International Conference on Service Operations and Logistics, and Informatics","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2006-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2006 IEEE International Conference on Service Operations and Logistics, and Informatics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SOLI.2006.329013","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.