青岛大学学报（自然科学版）2017，Vol.30Issue(4)：103-108,6.DOI:10.3969/j.issn.1006-1037.2017.11.20
基于贝叶斯网络的商业银行操作风险研究
Research on Operational Risk of Commercial Banks Based on Bayesian Network
摘要
Abstract
The Bayesian network model is used to study the operational risk of commercial banks on the basis of Bayesian network causal inference theory,which is very difficult to quantify the operational risk of low frequency and high loss type.The Bayesian network model of commercial banks has been obtained.The accumulation of historical data and the maturity of the modeling technology make the posterior distribution of the bank using the Bayesian network will continue to be close to reality.Bayesian network reasoning to estimate and forecast risk management can be used by commercial banks.关键词
操作风险/贝叶斯网络/因果建模Key words
operational risk/Bayesian network/causal modeling分类
管理科学引用本文复制引用
马金焱,高齐圣,王俊花..基于贝叶斯网络的商业银行操作风险研究[J].青岛大学学报（自然科学版）,2017,30(4):103-108,6.基金项目
山东省自然科学基金(批准号:ZR2016GP03)资助. （批准号:ZR2016GP03）
