A Internet Supply Chain Operational Risk Integrated Model Based on Copula-POT

Bao-sen WANG, Li-chen LI, Pan-pan MEI


This paper will use risk management theory, select risk identification and risk measurement methods, to deeply analyse the Internet supply chain financial operational risk. Based on the classification of operational risk using FTA method, this paper selects the POT model which is used to measure the operational risk of the Internet supply chain finance. Considering the correlation between different loss types of operational risk, Copula function is introduced to better integrate the measurement Internet Supply Chain Financial Operational Risk. Finally, through empirical research, we will analyse the results.


Internet supply chain finance, Operational risk, Copula-POT, Risk measurement


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