Beyond Boundaries: The AHP-DEA Model for Holistic Cross-Banking Operational Risk Assessment

Operational risk assessment has received considerable attention in bank risk management. However, current assessment methods are primarily designed to assess the risk profile of individual banks. To enable cross-bank operational risk assessment, we propose an integrated AHP-DEA (analytic hierarchy p...

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Detalhes bibliográficos

Principais autores:	Yuan Hong, Shaojian Qu
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2024-03-01
coleção:	Mathematics
Assuntos:	operational risk analytic hierarchy process (AHP) data envelopment analysis (DEA) preference voting system
Acesso em linha:	https://www.mdpi.com/2227-7390/12/7/968
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