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Student Number 88426020
Author Zhin-Guo Xia(謝禎國)
Author's Email Address No Public.
Statistics This thesis had been viewed 3165 times. Download 750 times.
Department Graduate Institute of Industrial Management
Year 2000
Semester 2
Degree Master
Type of Document Master's Thesis
Language zh-TW.Big5 Chinese
Title Development of A Process-Oriented Method for Assessing the Operational Risk of e-Banking Products
Date of Defense 2001-07-13
Page Count 123
Keyword
  • 作業性風險
  • Abstract none
    Table of Content Table of Content
    Abstract…………………………………………………………………………………..……i
    Table of Content……………………………………………………………………….…….ii
    List of Tables……..………………………………………………………………………….iii
    List of Figures…………………………………………………...…………………………..iv
    Glossary…………………………………………………………………………………..v
    Chapter I Introduction 1
    1.1 Background and Motivations……………..…………………………………………1
    1.2 Overview of Internet Banking………………………….……………………………3
    1.3 Research Objectives…………………………………………………………………4
    1.4 Research Framework and Thesis Organization……………………...………………4
    Chapter II Literature Review 6
    2.1 Review of Operational Risk Management…………………………..………………6
    2.1.1 The Overlap of Operational Risk Management and Other Disciplines…...…6
    2.1.2 Character and Category of Operational Risk………………………………...8
    2.1.3 Comparison of Operational Risk and Traditional Risk Approach……….....10
    2.1.4 Stages and Lifecycle of Operational Risk Management…….…………….11
    2.2 State-of-the-art Operational Risk Measurement and Assessment………….…13
    2.2.1 Top-down Predictive Mathematical Modeling………….………..…………13
    2.2.2 Bottom-up Risk Profiling………………………………………………….13
    2.2.3 Current Operational Risk Assessments and Risk Data……………………..15
    2.3 Enterprise Engineering and Process Modeling ……………………………………16
    Chapter III Architecture and Methods of PORM 21
    3.1 Architecture of PORM……………………..………………………………………21
    3.1.1 Components in PORM……………………………………………………21
    3.1.2 Operational Risk Management Lifecycle………………………………22
    3.2 Static Risk Modeling………………………………….……………………………23
    3.2.1 Refinement of Risk Events…………………………………………………23
    3.2.2 Fault Tree Analysis…………………………………………………..……24
    3.2.3 Failure Modes, Effects, Criticality, and Analysis…………………..………26
    3.3 Object-oriented Modeling Methods………………………..………………………27
    3.3.1 Introduction of Unified Modeling Language……………...………………..28
    3.4 Dynamic Risk Process Modeling…………………………………………..………30
    3.4.1 The Classical Petri Net Model……………………………………………30
    3.4.2 High Level Petri Net with Colour, Time, and Hierarchy…………………...33
    3.4.3 Temporal Logic………………………………………..……………………33
    3.4.4 Process Design Patterns…………………………………………………….35
    3.4.5 Resource Allocation……………………………………………….………..38
    3.4.6 Business Rules……………………………………………………………..40
    Chapter IV Static and Dynamic Risk Process modeling 44
    4.1 UML Modeling Banking Milieus………………………………………………….44
    4.1.1 Use Case Diagrams in Internet Banking…………………………………...44
    4.1.2 Class Diagrams in Internet Banking…………...…………………………...45
    4.1.3 Statechart Diagrams in Internet Banking…………………………………...48
    4.1.4 Activity Diagrams in Internet Banking…………...………………………...50
    4.1.5 Packages Diagrams in Internet Banking……….…………………………...52
    4.2 Establish Static Operational Risk Model…………………………………………..53
    4.2.1 Identify Operational Risk Scenario…………….…………………………...53
    4.2.2 Build Fault Tree Based Operational Risk Structure……….………………..54
    4.2.3 Assess Severity by Failure Mode, Effect, Criticality, and Analysis……….55
    4.3 Mapping Risk in High Level Petri-nets………………………………………….57
    Chapter V Implementation of PORM 65
    5.1 Problem Description……………………………………………………………….65
    5.2 Analyze A Normal Scenario By PORM……………..…………………………….66
    5.3 Analyze A Abnormal Scenario By PORM……………..………………………….70
    5.4 Simulate International Factoring By PORM…………..………………………….73
    Chapter VI Conclusions and Recommendations 106
    6.1 Conclusion………….…………………………………………………………….106
    6.2 Recommendation……...………………………………………………………….106
    Reference…………………………………………………………………….108
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    標準化作業流程規範,某綜合證券債券部
    債券電腦議價系統使用者手冊,89年
    謝文欽,金融資訊系統規劃實務,基層金融研究訓練中心,86年
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  • Hsin-Pei Kao(高信培)
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    Date of Submission 2001-07-13

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