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This paper is the first to provide a comprehensive overview of the worldwide operational loss data collection exercises (LDCEs) of internal loss, external loss, scenario analysis and business environment and internal control factors (BEICFs). Based on analyzing operational risk-related articles from 2002 to March 2017 and surveying a large amount of other information, various sources of operational...
Software risk management is an important approach to obtain trustworthy software. In this paper, entropy was applied to uncover the reasons of chaos and gave the mechanism of risk management in development life cycle. Information entropy was introduced to assess risk uncertainty and a three-dimension risk assessment was obtained through a questionnaire survey. The finding of the study shows the necessity...
Based on risk factor method, a model for building dependence among risk factors is discussed for assessing schedule risk of software project. Three main risk factors which influence software schedule are described. Copula method is used to model the dependence among risk factor, and Monte Carlo method is adopted to simulate the schedule risk model. The empirical results from a Communication Corporation...
E-banking has become an important innovation to bank industry. Although it has some peculiar advantages, it also has some inevitable risks. For domestic e-banks, the most important risk is operational risk. We analyze the situation of operational risk of domestic e-banks, and with the small loss data sample, use the two-stage method to combine statistic methods and peak-over-threshold method to simulate...
In the Basel II Accord, banks are encouraged to use the Advanced Measurement Approach (AMA), which is suitable for banks to assess operational risk capital, but banks are required to demonstrate their ability to capture severe tail loss events. In this paper, based on the 860 operational risk loss data of Chinese commercial banks collected from public reports from 1995 to 2006, we found that the sample...
The growing demands for the trustworthiness of software pose an unprecedented challenge to software industry. An integrated trustworthy software process model is proposed to help improve software process risk management towards trustworthy software, which contains risk management, development process management and deliverables monitoring. Furthermore, based on this process model, a model framework...
As the world economic power and military strengthchange, a new round of contention for energy has started. What will be the sticking point is whether China can access to adequate oil resources safely in the new redistribution of energy resources which may impact China's oil imports and energy supply in the future. Based on the Herfindahl-Hirschman Index, in this paper we propose an improved methodology...
This paper quantifies the risk-return spectrum of the FSU' oil economies, which are of high potential as China's major crude oil-importing sources, and explores the influence of introducing the relative risk weights on the changes of the risk-return spectrum. The results show that when the risk preference of decision-makers is considered, the risk-return spectrum of the FSU turns into the low-risk...
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