| 基于信息熵的商业银行操作风险多属性评价方法研究 |
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| 引用本文： | 张晨,朱卫东,杨善林. 基于信息熵的商业银行操作风险多属性评价方法研究[J]. 预测, 2007, 26(5): 55-58,63 |
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| 作者姓名： | 张晨 朱卫东 杨善林 |
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| 作者单位： | 合肥工业大学,管理学院,安徽,合肥,230009 |
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| 基金项目： | 安徽省人文社科规划重点项目 |
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| 摘 要： | 操作风险度量和评价成为银行防范风险的核心之一。运用定量定性方法衡量操作风险日益取代通过操作手册或者风险清单来进行管理的方法,这也是IT技术的发展以及银行操作自动化程度不断提高的结果。本文主要通过将信息熵概念引入到不确定多属性评价决策模型中,建立了我国商业银行操作风险的多属性评价方法,并通过实证表明该模型有效性。
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| 关 键 词： | 商业银行 操作风险 信息熵 多属性决策 |
| 文章编号： | 1003-5192（2007）05-0055-04 |
| 收稿时间： | 2006-05-05 |
| 修稿时间： | 2006-05-05 |
The Chinese Commercial Bank''''s Operational Risk Measurement Model on Shnnon Entropy |
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| ZHANG Chen,ZHU Wei-dong,YANG Shan-lin. The Chinese Commercial Bank''''s Operational Risk Measurement Model on Shnnon Entropy[J]. Forecasting, 2007, 26(5): 55-58,63 |
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| Authors: | ZHANG Chen ZHU Wei-dong YANG Shan-lin |
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| Affiliation: | School of Management, Hefei University of Technology, Hefei 230009, China |
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| Abstract: | Operational risk's measurement is one of the primary risk preventing of banks.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 introduce the Shnnon Entropy into the uncertain multiple attribute decision making methods to measure the commercial banks' operational risk.It showed the validity of this method though the empirical research. |
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| Keywords: | commercial bank operational risk shnnon entropy multiple attribute decision-making |
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