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Banking sector risks identification via GRA

机译:通过GRA识别银行部门的风险

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The present paper gives a new perspective on the banking risks and on their influences on the banking sector as a whole. Due to the actual financial crisis, the banks are facing more and more complex risks, with difficult to measure and manage impacts. Among these risks, the one coming from their inside structure were depicted and analyzed in the paper. The main aim of the research is to find whether there is a strong relation between the identified categories of risks and banks evolution and in an affirmative case to see if this relation depends also on the banking sector. For this, a powerful grey theory tool was used, namely the GRA (grey relational analysis). Also, a case study was considered for a number of 16 banks spread in 4 groups based on the banking sector they belong to. The results were concluding as it can be seen.
机译:本文为银行业风险及其对整个银行业的影响提供了新的视角。由于实际的金融危机,银行面临越来越复杂的风险,难以衡量和管理影响。在这些风险中,对来自内部结构的风险进行了描述和分析。该研究的主要目的是发现已确定的风险类别与银行发展之间是否存在密切关系,在肯定的情况下,确定这种关系是否也取决于银行部门。为此,使用了功能强大的灰色理论工具,即GRA(灰色关联分析)。此外,还考虑了一个案例研究,根据其所属的银行部门,将其分为4组,分布在16家银行中。可以看出结果是结论。

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