Study on Operational Risk of Internet Supply Chain Finance

Baosen WANG, Bin YANG, Panpan MEI

Abstract


In recent years, with the combination of “Internet + finance”, traditional supply chain finance has also accelerated the online operation, and the risks it faces have gradually been exposed. This paper will use risk management theory, select risk identification and risk measurement methods, to deeply analyze the Internet supply chain financial operational risk. Enhance the cognition and emphasis of financial institutions on operational risk.


Keywords


Risk measurement; POT model; Copula; VaR

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References


Chen, X. H., & Yang, H. Y., & Huang, X. Y. (2003). The POT model for operational risk in banks. Management Science in China, (1), 49-52.

Liu, S. W. (2014). Measurement of operational risk in commercial bank based on copula-POTT method. Harbin Institute of Technology.

Zhang, H. X., & Zhou, Y. Y. (2015). Loss distribution of flood catastrophes based on POT-GPD model and comparison of parameter estimation methods. Journal of Henan Science and Technology, (2), 151-153.




DOI: http://dx.doi.org/10.3968/10004

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Copyright (c) 2018 Baosen Wang, Lichen Li, Panpan Mei

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