Multi-expert operational risk management
Multi-expert operational risk management
复制标题
多专家操作风险管理
DOI：
10.1109/5326.827452
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发表时间：
2000
期刊：
影响因子：
--
通讯作者：
W. Wallace
中科院分区：
文献类型：
--
作者：
Giampiero E. G. Beroggi;W. Wallace
操作风险管理是实时监控、评估和改变具有潜在有害后果的行动进程的过程。在这篇文章中，我们扩展了文献中提出的单个风险管理者的决策模型，以考虑多个风险管理者参与的情况。为此，提出并讨论了两种动态的、自适应的基数和序数评估偏好集结模型。然后使用从个人专家环境中经验丰富的操作风险经理那里收集的现场数据来验证模型的机械方面。敏感度分析表明，模型具有足够的灵活性来考虑行为因素。论文最后提出了一项研究议程。
Operational risk management is the process of monitoring, evaluating, and changing courses of actions with potential detrimental consequences in real time. In this paper, we extend the decision models proposed in the literature for individual risk managers to account for situations where multiple risk managers are involved. For this purpose, two dynamic and adaptive preference aggregation models for cardinal and ordinal assessments are proposed and discussed. The mechanical aspects of the models are then validated using field data collected from experienced operational risk managers in an individual-expert setting. Sensitivity analysis indicates that the models have enough flexibility to be adapted to account for behavioral considerations. The paper closes with a research agenda.