A frame of operational risk management system based on case-based reasoning

Qian Chen; Jinlin Li; Lun Ran

doi:10.1109/WKDD.2009.32

A frame of operational risk management system based on case-based reasoning

Qian Chen^*, Jinlin Li, Lun Ran

^*Corresponding author for this work

Beijing Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

with more and more increasingly significant attention has paid to operational risk, it is urgent for the banks to find some suitable approaches to measure and manage their operational risk. An operational risk management system (ORMS) is set up, which based on case-based reasoning (CBR) methods. The frame of operational risk management system is presented. Some key techniques associated with the CBR method are discussed, such as the case representation structure and case retrieve methods, which are designed under Basel II. Finally, the functional modules and some sub-functional modules are laid out, which are developed in accordance with the process of operational risk management.

Original language	English
Title of host publication	2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009
Pages	549-553
Number of pages	5
DOIs	https://doi.org/10.1109/WKDD.2009.32
Publication status	Published - 2009
Event	2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009 - Moscow, Russian Federation Duration: 23 Jan 2009 → 25 Jan 2009

Publication series

Name	Proceedings - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009

Conference

Conference	2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009
Country/Territory	Russian Federation
City	Moscow
Period	23/01/09 → 25/01/09

Keywords

Case-based reasoning
Operational risk
Risk management system

Access to Document

10.1109/WKDD.2009.32

Cite this

@inproceedings{626e263cc81f4004b9c9e8b883d566ba,

title = "A frame of operational risk management system based on case-based reasoning",

abstract = "with more and more increasingly significant attention has paid to operational risk, it is urgent for the banks to find some suitable approaches to measure and manage their operational risk. An operational risk management system (ORMS) is set up, which based on case-based reasoning (CBR) methods. The frame of operational risk management system is presented. Some key techniques associated with the CBR method are discussed, such as the case representation structure and case retrieve methods, which are designed under Basel II. Finally, the functional modules and some sub-functional modules are laid out, which are developed in accordance with the process of operational risk management.",

keywords = "Case-based reasoning, Operational risk, Risk management system",

author = "Qian Chen and Jinlin Li and Lun Ran",

year = "2009",

doi = "10.1109/WKDD.2009.32",

language = "English",

isbn = "9780769535432",

series = "Proceedings - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009",

pages = "549--553",

booktitle = "2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009",

note = "2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009 ; Conference date: 23-01-2009 Through 25-01-2009",

}

Chen, Q, Li, J & Ran, L 2009, A frame of operational risk management system based on case-based reasoning. in 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009., 4771996, Proceedings - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009, pp. 549-553, 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009, Moscow, Russian Federation, 23/01/09. https://doi.org/10.1109/WKDD.2009.32

A frame of operational risk management system based on case-based reasoning. / Chen, Qian; Li, Jinlin; Ran, Lun.
2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009. 2009. p. 549-553 4771996 (Proceedings - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - A frame of operational risk management system based on case-based reasoning

AU - Chen, Qian

AU - Li, Jinlin

AU - Ran, Lun

PY - 2009

Y1 - 2009

N2 - with more and more increasingly significant attention has paid to operational risk, it is urgent for the banks to find some suitable approaches to measure and manage their operational risk. An operational risk management system (ORMS) is set up, which based on case-based reasoning (CBR) methods. The frame of operational risk management system is presented. Some key techniques associated with the CBR method are discussed, such as the case representation structure and case retrieve methods, which are designed under Basel II. Finally, the functional modules and some sub-functional modules are laid out, which are developed in accordance with the process of operational risk management.

AB - with more and more increasingly significant attention has paid to operational risk, it is urgent for the banks to find some suitable approaches to measure and manage their operational risk. An operational risk management system (ORMS) is set up, which based on case-based reasoning (CBR) methods. The frame of operational risk management system is presented. Some key techniques associated with the CBR method are discussed, such as the case representation structure and case retrieve methods, which are designed under Basel II. Finally, the functional modules and some sub-functional modules are laid out, which are developed in accordance with the process of operational risk management.

KW - Case-based reasoning

KW - Operational risk

KW - Risk management system

UR - http://www.scopus.com/inward/record.url?scp=66249095128&partnerID=8YFLogxK

U2 - 10.1109/WKDD.2009.32

DO - 10.1109/WKDD.2009.32

M3 - Conference contribution

AN - SCOPUS:66249095128

SN - 9780769535432

T3 - Proceedings - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009

SP - 549

EP - 553

BT - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009

T2 - 2009 2nd International Workshop on Knowledge Discovery and Data Mining, WKKD 2009

Y2 - 23 January 2009 through 25 January 2009

ER -

A frame of operational risk management system based on case-based reasoning

Abstract

Publication series

Conference

Keywords

Access to Document

Other files and links

Fingerprint

Cite this