首页|The Analysis of Complex Economic Situation Based on Financial Operation Risk Bayesian Model
The Analysis of Complex Economic Situation Based on Financial Operation Risk Bayesian Model
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This paper combines the Bayesian network and the Copula function method,uses the basic indicators VaR and ES in risk management to propose a type of practical measurement method of financial operational risks in the financial operation market.We classify the varied characteristics of the loss events in the banking department into different categories;then build proper Bayesian network graphs according to the relevance of different categories of events.By use of the combination of Copula functions and loss event types,the overall financial risk indicators of financial market banks are thus calculated.
NETL
NSTL
万方数据
