%0 Journal Article
%T Estimating Operational Risk of China''''s Commercial Bank Sector via Monte Carlo Simiulation<br>我国银行业操作风险的蒙特卡罗模拟估计
%A FAN Xin
%A YANG Xiao-guang
%A <br>樊欣
%A 杨晓光
%J 系统工程理论与实践
%D 2005
%I 
%X Using the loss events we collected from the public media, we established the distributions of loss frequency and loss amounts, and estimate the quantiles of operational risk loss under different levels. Our approach makes it is possible to compute the regulatory capital of operational risk for China's commercial bank sector.
%K risk management
%K operational risk
%K Monte Carlo simulation<br>风险管理
%K 操作风险
%K 蒙特卡罗模拟
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=E00D3657DD455CA5&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=94C357A881DFC066&sid=59906B3B2830C2C5&eid=2A8D03AD8076A2E3&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=12&reference_num=7