Bayesian Network Approach to Operational Risk in Taiwanese Banking
碩士 === 元智大學 === 經營管理碩士班(企業管理與服務科學學程) === 100 === This study focuses on applying Bayesian network to model and measure the credit risk in Taiwanese banking. We calculated the unexpected loss from operational risk by taking into account both loss frequency and loss severity. The different scenarios ea...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/54972214180821878585 |