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Operational risk management of commercial bank of China based on the revenue model of the CAPM model

Advances in Applied Economics and Finance

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Field Value
 
Title Operational risk management of commercial bank of China based on the revenue model of the CAPM model
 
Creator Zhang, Yang
Wu, Man-lian
Mi, Qian-wen
 
Subject Operational risk management; Operational risk process; Risk measurement; New Basel Capital Accord
 
Description By using the revenue model of the CAPM model, the paper focuses on the data of Industrial Bank and Bank of NINGBO, for the estimation of operational risk. The revenue model can reflect the size of the operational risk. The significant positive effect on net profit leverage of the two banks by non-performing loan cannot be neglected. Negative operating result caused by operational risk can be measured by this model. In the end, the paper puts forward the following advices to improve the operational risk management: (1) Specific risk management strategies making; (2) The establishment of an independent risk management framework; (3) Raising the level of interest rate management; (4) Information disclosure system improving.
 
Publisher World Science Publisher
 
Contributor —
 
Date 2012-06-19
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
—
 
Format application/pdf
 
Identifier http://worldsciencepublisher.org/journals/index.php/AAEF/article/view/447
 
Source Advances in Applied Economics and Finance; Vol 1, No 2 (2012); 133-137
2167-6348
 
Language eng
 
Relation http://worldsciencepublisher.org/journals/index.php/AAEF/article/view/447/367
 
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