Research on affecting factors of operational risk management for commercial bank based on structural equation model

L. Liang, Fanchen Meng, Li-Jie Cao
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引用次数: 1

Abstract

Structural equation model (SEM) was employed to analyze the interaction factors that affecting operational risk management (ORM) from questionnaires for commercial banks in the research. Based on lots of international and Chinese documentation and questionnaire, the model was constructed with 20 affecting factors and 4 layers (bank employee, section & sub-branch, head office & branch office and bank conditions). “Bank employee level” is taken as the endogenous latent variable, and other levels are taken as the exogenous latent variables from the research results. According to the modification indices (MI) of the model and the modification corresponding criterion, the model was modified so as to get optimized model. The main innovation includes two parts, one is to design the questionnaire for ORM to get important information, and the other one is to employ SEM to analyze ORM factors.
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基于结构方程模型的商业银行操作风险管理影响因素研究
本研究采用结构方程模型(SEM)对商业银行进行问卷调查,分析影响操作风险管理的交互因素。在大量国内外文献资料和问卷调查的基础上,构建了包含20个影响因素和4个层次(银行员工、支行、总行和分行、银行条件)的模型。根据研究结果,将“银行员工水平”作为内生潜在变量,其他水平作为外生潜在变量。根据模型的修正指标(MI)和相应的修正准则,对模型进行修正,得到优化模型。主要创新包括两部分,一是设计ORM调查问卷,获取重要信息,二是运用SEM分析ORM因素。
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