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Establishment of business risk information value assessment model based on RAROC

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  • Nuan Wang

Abstract

Aiming at the problem of low precision of current enterprise risk assessment methods, a RAROC based enterprise risk information value assessment model is proposed. The crawler search method with topic search is adopted to collect the business information data, and the extended tree structure is introduced to clean up the collected data, transformation of basic information data and business value. RAROC is used to process the information with commercial value and realise the value evaluation of commercial risk information. According to the model and KMV model, the risk adjustment coefficient was calculated. The results of the RAROC value evaluation are reflected through statements. The experimental results show that the goodness of fit index, standard fit index and comparison fit index of the model are all close to 1, and the approximate root-mean-square error is less than 0.02, which proves the effectiveness and accuracy of the method.

Suggested Citation

  • Nuan Wang, 2022. "Establishment of business risk information value assessment model based on RAROC," International Journal of Information Technology and Management, Inderscience Enterprises Ltd, vol. 21(2/3), pages 200-214.
    • Handle: RePEc:ids:ijitma:v:21:y:2022:i:2/3:p:200-214
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