Beyond Boundaries: The AHP-DEA Model for Holistic Cross-Banking Operational Risk Assessment
Yuan Hong,
Shaojian Qu
Abstract: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 process–data envelopment analysis) method. This method determines the importance of assessment criteria by calculating the weighted sum of rank votes after obtaining the importance values for specific rankings with D… Show more
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