An Analysis of Commercial Banks′ Operational Risk Based on Panel Data Model
Why this work is in the frame
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Bibliographic record
Abstract
Operational risk is one of the most important risks faced by commercial banks.Income model is a suitable model to measure operational risk considering the management conditions of operational risk in our country′s commercial banks.This paper builds an income model with panel data to do some analysis using quarterly accounting data of three commercial banks from the first quarter of 2002 to the first quarter of 2011,which are China Merchants Bank,Pudong Development Bank and Shenzhen Development Bank.Conclusions are drawn that volatility caused by operational risk accounts for 16.67% in the total volatilities of the net profit of the three banks and the operational risk of Shenzhen Development Bank is the biggest one among the three banks.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.002 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it