银行操作风险度量模型与风险资本测定研究

70701033
2007
G0114.金融工程
李建平
青年科学基金项目
教授
中国科学院科技战略咨询研究院
17万元
商业银行;度量模型;风险资本;操作风险
2008-01-01到2010-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Cutting–age research topics on multiple criteria decision making- Communications in computer and information science 专著 Wang Shouyang|Shi, Yong|Zeng, Yong|Peng,Yi|Li, Jianping|
2 对中国商业银行操作风险实施高级度量法的思考 期刊论文 高丽君|
3 风险相关性下的信用风险、市场风险和操作风险集成度量 期刊论文 宋浩|蔡晨|丰吉闯|李建平|
4 度量银行操作风险的POT幂律模型及其应用 期刊论文 司马则茜|李建平|蔡晨|
5 The Influence of IPO to the Operational Risk of Chinese Commercial Banks 会议论文 Gao, Lijun|Li, Jianping|
6 Measuring the operational risk of domestic e-banking 会议论文 Li, Jianping|Gao, Lijun|
7 Modelling the mitigation impact of insurance in Operational Risk management 会议论文 Li, Jianping|Yi, Shanli |Feng,Jichuang|
8 Assessing the internal fraud risk of Chinese commercial banks 会议论文 Sun, Linjie|Gao, Lijun|
9 Proceedings of the 2008 international conference on e-Risk management 专著 Cao,Jie | Zhao,Lindu|Li, Jianping |Yu,Lean |
10 基于g-h分布的银行操作风险度量 期刊论文 司马则茜|李建平|蔡晨|
11 A piecewise-defined severity distribution based loss distribution approach to estimate operational risk: Evidence from Chinese national commercial banks 期刊论文 Feng, Jichuang|Li, Jianping|Chen, Jianming|
12 Operational risk measurement via the loss distribution approach 会议论文 Chen, Jianming|Li, Jianping|Feng, Jichuang|
13 Evaluating the operational risk of Chinese personal E-banking 会议论文 Guo, Yanli|Gao, Lijun|
14 我国银行操作风险的分形特征 期刊论文 司马则茜|李建平|蔡晨|
15 银行操作风险度量与监管资本测定 专著 李建平|高丽君|丰吉闯|
16 Assessing Operational Risk for Chinese Commercial Banks with Dynamical Situation 会议论文 Gan, Lijun|
17 Guest editor's introduction:Risk mesurement and risk correlation 期刊论文 Jyrki, Wallenius|Li, Jianping|Yu, Lean|
18 我国商业银行操作风险模拟估计 期刊论文 高丽君|李建平|
19 Excellent Paper Award of 2009 IEEE International Conference on Grey Systems and Intelligent Services 奖励 Feng,Jichuang|Li, Jianping|
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