作者：陈荣达、王泽等

期刊简介：Decision Sciences是国际学术界公认的经济管理领域国际权威期刊和决策科学领域顶级期刊。

Abstract

In this article we consider operational risk and use data analytics to estimate the creditportfolio risk. Specifically, we consider situations in which managers need to make theoptimal operational decision on total provision for risk to hedge against the potentialrisk in the entire supply chain. We build a new structural credit model integrated withdata analytics to analyze the joint default risk of credit portfolio. Our model enables thedecision maker to better assess the risk of a supply chain. Besides, we empirically examine the changes in the credit portfolio risks of 60 listed Chinese firms in differentindustries using our proposed methodandshow that our model can help the decisionmaker make the optimal operational decisions with total provision for risk.