Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

11(149) - 2013 March

Application of improved models of operational risk management

Vol. 6, Iss. 11, MARCH 2013

Available online: 23 March 2013

Subject Heading: BANKING SECTOR

JEL Classification:

Yankina I.A. Doctor of Economics, Professor of Department "Finance", the Siberian Federal University,the Institute of Economics, Management and Nature Management
yankina_ia@ mail.ru

Dolgova Е.Е. Graduate Student of Department "Finance", the Siberian Federal University, the Institute of Economics, Management and Nature Management
kittyk@inbox.ru

In the article improved model of operational risk management, using the method of self-rating as an example of a commercial bank AKB "KreditBank" is presented. The recommendations on the steps of mapping of operational risks, which is a picture of the risks in their areas of banking, are presented. The calculation of the exposure to operational risk in areas of the bank is made. The results of self-assessment can be used in the formation of reporting an operating loss in the bank, as well as the planning of priority measures for risk management.

Keywords: Keywords: operational risk, management, self-rating of risk, map of operational risks, minimization plan

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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