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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Bibliographic Details
Main Authors: Yuan Hong, Shaojian Qu
Format: Article
Language:English
Published: MDPI AG 2024-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/7/968