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Information and Control Systems
Article . 2011
Data sources: CyberLeninka - Russian open access scientific library
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Логико-вероятностная модель операционного риска банка

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2011 Russian Publisher:Государственное образовательное учреждение высшего профессионального образования "Санкт-Петербургский государственный университет аэрокосмического приборостроения"Journal:Информационно-управляющие системы (issn: 1684-8853, Copyright policy )

Логико-вероятностная модель операционного риска банка

Abstract

Structural, logical and probabilistic models of operational risk in banking with outside initiating events, inside initiating events and repeated initiating events for calculation of reservation fund under operational risk are presented. Research results for LP-model of operational risk in banking and analysis of contributions of initiating and repeated events in risk are discussed.

Предложены структурная, логическая и вероятностная модели операционного риска банка с внутренними, внешними и повторными инициирующими событиями для вычисления резервирования под операционный риск. Изложены результаты исследований логико-вероятностной модели операционного риска банка и анализа вкладов инициирующих и повторных событий в риск.

Keywords

ОПЕРАЦИОННЫЙ РИСК, СТРУКТУРНАЯ, ЛОГИЧЕСКАЯ, ВЕРОЯТНОСТНАЯ МОДЕЛИ РИСКА, ВНЕШНИЕ, ВНУТРЕННИЕ И ПОВТОРНЫЕ ИНИЦИИРУЮЩИЕ СОБЫТИЯ, РЕЗЕРВИРОВАНИЕ КАПИТАЛА, УПРАВЛЕНИЕ, АНАЛИЗ

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold