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Towards Formal Ontologies for Technology Risk Measurement in the Banking Industry
Korthaus, Axel
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Cuske, Christian
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Seedorf, Stefan
;
Tomczyk, Peter
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URL:
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http://dx.doi.org/10.2139/ssrn.744404
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Weitere URL:
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http://www.deutscher-multimedia-kongress.de/filead...
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Dokumenttyp:
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Konferenzveröffentlichung
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Erscheinungsjahr:
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2005
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Buchtitel:
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Formal Ontologies Meet Industry : Proceedings of the First International Workshop, FOMI 2005
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Titel einer Zeitschrift oder einer Reihe:
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Proceedings / Formal Ontologies Meet Industry (FOMI) 2005; 1. Workshop, Lazise, Lake of Garda, Verona, Italy, June 9-10, 2005
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Veranstaltungsort:
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Castelnuovo del Garda, Italy
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Veranstaltungsdatum:
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June 9-10, 2005
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Ort der Veröffentlichung:
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Amsterdam [u.a.]
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Verlag:
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IOS Press
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Sprache der Veröffentlichung:
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Englisch
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Einrichtung:
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Fakultät für Betriebswirtschaftslehre > Wirtschaftsinformatik III (Schader 1991-2015, Em)
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Fachgebiet:
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330 Wirtschaft
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Normierte Schlagwörter (SWD):
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Ontologie , Risikomanagement , Instrument
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Abstract:
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Formal ontologies are well suited for embodying different types|of domain knowledge and they provide reasoning capabilities to|various applications. Our paper proposes a basic approach for|applying ontologies to risk measurement in today's banking industry. This industry is constantly driven by international capital|regulation like the new Basel Capital Accord (Basel II) which requires substantial management and understanding of operational risk. Therefore, we elaborate on an ontology-based application which can be employed for the formalization of operational risk and used for subsequent measurement. Hereby, we focus on technology-dependent risk which is a subcategory of operational risk. The paper proposes a formal representation in|Description Logic based on the Web Ontology Language (OWL).|Further, we discuss the application of the Unified Modeling Language (UML) as graphical notation for visualizing the domain|knowledge. The overall architecture embraces a simulation environment which measures technology risk in proprietary trading. Finally, we discuss practical considerations and demonstrate the benefits of this approach.
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 | Dieser Eintrag ist Teil der Universitätsbibliographie. |
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