The Substantial Evidence Research on Operation Disk of Domestic Securities Companies Based on Baytsian Network
Huang Yaning · Journal of Chongqing College of Electronic Engineering · 2011
Since the 1990s of the last century,great operation risk losses take place in domestic securities companies in succession,and some securities companies are closed or taken over.Securities industry and supervision authorities pay close attention to operation risk,regard it,as well as market risk and credit risk,as the focal points of domestic control.The domestic financial market develops in an all-round way progressively,and the securities companies are facing the enormous challenges.The control and management level of the operation risk is the important index of the competitiveness of securities companies.The full text is based on the loss data of the large-scale loss incident of domestic securities companies of the years from 2001-2009,and it adopts Bayesian Network method to set up simple model,and obtains the happening probability of loss of operation risk.Through analyzing in the real example,Bayesian Network model holds good for the disk management of domestic cecurities companies,and using with hypothesis analysis,it reduces the operation disk of securities companies effectively.