基于贝叶斯最大后验估计的个人网上银行交易风险管理
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摘要
以某全国性股份制银行省级分行辖内的零售规模相近的支行网点为样本,基于历史个人网上银行交易额和问卷数据,运用贝叶斯最大后验估计方法,推断未来交易额的合理区间,对相关潜在风险进行预警和识别。结果显示:个人网上银行交易风险多源于钓鱼网站诱使个人账户资金频繁转出,外部欺诈事件在节假日期间多发,源自节假日期间由网络购物导致的电子银行转账交易量的大幅增加,商业银行在节日较多的月份须更加关注网上银行的交易风险。
In this paper,a sample of branch outlets of similar retail-banking scale of a shareholding bank in Hunan Province is used to estimate the personal online banking transaction data based on Bayesian maximum a posteriori estimation method.The empirical results indicate that personal online banking transactions in months with more holidays are higher,which may result from more frequent online shopping of people in those months.Meanwhile,phishing sites become more active,inducing more account funds out through the Internet Bank channels,so there are more personal online banking transactions.Therefore,the commercial banks should be more on guard against the risk of online banking transactions in months with more holidays.
In this paper,a sample of branch outlets of similar retail-banking scale of a shareholding bank in Hunan Province is used to estimate the personal online banking transaction data based on Bayesian maximum a posteriori estimation method.The empirical results indicate that personal online banking transactions in months with more holidays are higher,which may result from more frequent online shopping of people in those months.Meanwhile,phishing sites become more active,inducing more account funds out through the Internet Bank channels,so there are more personal online banking transactions.Therefore,the commercial banks should be more on guard against the risk of online banking transactions in months with more holidays.
引文
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[2]Saleh Z I.An examination of the internet security and its impact on trust and adoption of online banking[M].Capella University,2003.
[3]Ciciretti R,Hasan I,Zazzara C.Do internet activities add value?evidence from the traditional banks[J].Journal of Financial Services Research,2009,35(1):81-98.
[4]李伏安,李良.电子银行风险评价与管理[J].银行家,2009(4):44-48.
[5]李良.中国电子银行风险评估研究[D].大连理工大学,2010.
[6]杨青,钱新华,庞川.消费者网络信任与网上支付风险感知实证研究[J].统计研究,2011,28(10):89-97.
[7]刘思思.电子银行风险测度与解决途径[J].电子测试,2013(9):218-219.
[8]袁文娟.我国电子银行业务风险及发展趋势研究[D].对外经济贸易大学,2015.