Operational Risk Assessment Study Of E-commerce Information System

The rapid development of network information technology and economy makes e-commerce has been widely used in various fields, e-commerce system is the combination of the Internet and the traditional economy. E-commerce system not only improves the efficiency of enterprise management, also brought a lot of unknown risks. In numerous technical risk and business risk, operation risk with its low frequency high-risk features is one of the most notable risk. Compared with the traditional enterprises, enterprises need to face the operation risk related to Internet information technology in e-commerce mode. The importance of its research gradually be realized.Aiming at the issues of security assessment in E-Commerce operational risk, an Extreme Value Theory(EVT) based security evaluation method was proposed. Firstly, the definition of operational risk combined with the characteristics of e-commerce platform to carry on the analysis in all areas of the different period, summarized the classification of operational risk events. Operation risk quantitative evaluation formula is put forward with probability theory and expert knowledge. Considering the expected loss probability and expected loss rate, through the system internal control procedures infer two parameters of two-dimensional matrix. Secondly, Improve the VaR Method based on extreme theory, choosing Block Maxima Method(BMM) and Peaks over Threshold(POT) as the improvement of VaR Method calculation model, and designed the calculation steps of BMM and POT model. Finally, used the Markov Chain Monte Carlo methods(MCMC) to estimate the parameters, and improved the accuracy of the model calculation.In the experiment, described the process of building information system of internal control points in detail, and used the formula to quantify the experimental data. Respectively BMM and POT model using the MCMC method to estimate parameters of both was calculated. Experimental results indicate that comparison between risk values and the system's own capacity can solve the problem of operational risk of e-commerce system, and it can improve the abilities for controlling the operational risk of e-commerce.