Reserve Fund Optimization Model for Digital Banking Transaction Risk with Extreme Value-at-Risk Constraints
The digitalization of bank data and financial operations creates a large risk of loss. Losses due to the risk of errors in the bank’s digital system need to be mitigated through the readiness of reserve funds. The determination of reserve funds needs to be optimized so that there is no large excess...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/16/3507 |