Wang, Zongrun; Wang, Wuchao; Chen, Xiaohong; Jin, Yanbo; … - In: Economic Modelling 29 (2012) 6, pp. 2095-2103
The research of operational risk management among Chinese commercial banks is still in its preliminary stage. Operational risk events are rare and data is hard to collect. This leads to very small data samples. Besides, a large number of empirical researches show that the distributions of...