TY - GEN
T1 - Research on affecting factors of operational risk management for commercial bank based on structural equation model
AU - Liang, Li Jun
AU - Meng, Fan Chen
AU - Cao, Li Jie
PY - 2012
Y1 - 2012
N2 - Structural equation model (SEM) was employed to analyze the interaction factors that affecting operational risk management (ORM) from questionnaires for commercial banks in the research. Based on lots of international and Chinese documentation and questionnaire, the model was constructed with 20 affecting factors and 4 layers (bank employee, section & sub-branch, head office & branch office and bank conditions). "Bank employee level" is taken as the endogenous latent variable, and other levels are taken as the exogenous latent variables from the research results. According to the modification indices (MI) of the model and the modification corresponding criterion, the model was modified so as to get optimized model. The main innovation includes two parts, one is to design the questionnaire for ORM to get important information, and the other one is to employ SEM to analyze ORM factors.
AB - Structural equation model (SEM) was employed to analyze the interaction factors that affecting operational risk management (ORM) from questionnaires for commercial banks in the research. Based on lots of international and Chinese documentation and questionnaire, the model was constructed with 20 affecting factors and 4 layers (bank employee, section & sub-branch, head office & branch office and bank conditions). "Bank employee level" is taken as the endogenous latent variable, and other levels are taken as the exogenous latent variables from the research results. According to the modification indices (MI) of the model and the modification corresponding criterion, the model was modified so as to get optimized model. The main innovation includes two parts, one is to design the questionnaire for ORM to get important information, and the other one is to employ SEM to analyze ORM factors.
KW - Affecting factors
KW - Commercial banks
KW - Operational risk management (ORM)
KW - Structural equation model (SEM)
UR - https://www.scopus.com/pages/publications/84871655211
U2 - 10.1109/ICMLC.2012.6359007
DO - 10.1109/ICMLC.2012.6359007
M3 - Conference contribution
AN - SCOPUS:84871655211
SN - 9781467314855
T3 - Proceedings - International Conference on Machine Learning and Cybernetics
SP - 679
EP - 687
BT - Proceedings of 2012 International Conference on Machine Learning and Cybernetics, ICMLC 2012
T2 - 2012 International Conference on Machine Learning and Cybernetics, ICMLC 2012
Y2 - 15 July 2012 through 17 July 2012
ER -