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Wei Wang
Northwest University (China)
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Newest
Published on Dec 1, 2015in China Economic Review 2.11
Jinmian Han1
Estimated H-index: 1
(Northwest University (China)),
Wei Wang1
Estimated H-index: 1
(Northwest University (China)),
Jiaqi Wang1
Estimated H-index: 1
(Northwest University (China))
This paper takes 533 operational risk loss events publicly announced by Chinese commercial banks in the period of 1995-2012 as the sample, using Peaks over Threshold (POT) model to quantify the operational risk. The statistical data classification indicates the internal fraud is the main type of operational risk in Chinese commercial banks. This paper explains its causes from the perspective of behavioral finance. The results are as follows: first, Chinese commercial banks' operational risk loss...
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